| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Production-Based Model for the Term Structure |
0 |
0 |
0 |
29 |
1 |
2 |
3 |
138 |
| Asset Pricing When Risk Sharing is Limited by Default |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
118 |
| Asset Pricing when Risk Sharing is Limited by Default |
0 |
0 |
0 |
263 |
4 |
4 |
5 |
1,173 |
| Dynamic Banking with Non-Maturing Deposits |
0 |
0 |
0 |
13 |
1 |
3 |
4 |
18 |
| Financial Development and Macroeconomic Stability |
0 |
0 |
0 |
183 |
1 |
1 |
2 |
325 |
| Financial Innovations and Macroeconomic Volatility |
0 |
0 |
0 |
427 |
1 |
1 |
5 |
1,147 |
| Financial Innovations and Macroeconomic Volatility |
0 |
0 |
0 |
21 |
0 |
2 |
3 |
188 |
| Financial Innovations and Macroeconomic Volatility |
0 |
0 |
0 |
106 |
0 |
0 |
0 |
357 |
| Financial Markets’ Views about the Euro-Swiss Franc Floor |
0 |
0 |
0 |
28 |
2 |
5 |
6 |
89 |
| Gold's Value as an Investment |
1 |
2 |
4 |
10 |
1 |
5 |
9 |
25 |
| Household Production and the Excess Sensitivity of Consumption to Current Income |
0 |
0 |
0 |
385 |
9 |
15 |
17 |
1,509 |
| How Credible is Hong Kong's Currency Peg? |
1 |
5 |
5 |
5 |
10 |
15 |
15 |
15 |
| Interest Rate Swap and Corporate Default |
0 |
0 |
0 |
0 |
5 |
6 |
10 |
1,024 |
| Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
29 |
| Interest rate swaps and corporate default |
0 |
0 |
0 |
50 |
2 |
6 |
6 |
108 |
| Interest rate swaps and corporate default |
0 |
0 |
2 |
32 |
0 |
3 |
11 |
93 |
| International Portfolio Diversification and Endogenous Labour Supply Choice |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
648 |
| International Portfolio Diversification and Labor/Leisure Choice |
0 |
0 |
0 |
148 |
1 |
2 |
2 |
1,279 |
| International portfolio diversification and labor/leisure choice |
0 |
1 |
1 |
208 |
0 |
2 |
4 |
1,280 |
| Macroeconomic Effects of Financial Shocks |
0 |
0 |
3 |
691 |
4 |
8 |
28 |
1,426 |
| Macroeconomic Effects of Financial Shocks |
0 |
0 |
2 |
107 |
6 |
7 |
10 |
455 |
| Negative Swap Spreads and Limited Arbitrage |
0 |
0 |
1 |
21 |
0 |
1 |
6 |
82 |
| Nontraded Goods, Nontraded Factors, and International Non-Diversification |
0 |
0 |
0 |
259 |
1 |
1 |
2 |
1,117 |
| On the Macroeconomic Effects of Credit Shocks |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
79 |
| Perpetual Futures Pricing |
1 |
2 |
2 |
6 |
2 |
5 |
9 |
23 |
| Perpetual Futures Pricing |
0 |
1 |
1 |
2 |
12 |
18 |
24 |
30 |
| Quantitative Asset Pricing Implications of Endogenous Solvency Constraints |
0 |
0 |
0 |
214 |
2 |
3 |
5 |
1,053 |
| Quantitative Asset Pricing Implications of Endogenous Solvency Constraints |
0 |
0 |
0 |
60 |
3 |
3 |
6 |
407 |
| Quantitative asset pricing implications of endogenous solvency constraints |
0 |
0 |
0 |
182 |
1 |
2 |
7 |
597 |
| Rules versus Discretion in Capital Regulation |
0 |
0 |
8 |
8 |
1 |
3 |
6 |
6 |
| Should the U.S. Government Issue Floating Rate Notes? |
0 |
0 |
0 |
12 |
1 |
1 |
3 |
45 |
| Sticky Leverage |
0 |
0 |
1 |
120 |
3 |
4 |
9 |
223 |
| Stock Market Boom and the Productivity Gains of the 1990s |
0 |
0 |
1 |
280 |
3 |
3 |
7 |
1,651 |
| The Equity Premium Implied by Production |
0 |
0 |
0 |
121 |
3 |
4 |
5 |
368 |
| The Equity Premium Implied by Production |
0 |
0 |
0 |
61 |
1 |
1 |
1 |
212 |
| The International Diversification Puzzle is Worse Than You Think |
0 |
2 |
2 |
786 |
1 |
4 |
7 |
2,382 |
| The International Diversification Puzzle is Worse than you Think |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
545 |
| The Size of the Permanent Component of Asset Pricing Kernels |
0 |
0 |
0 |
22 |
1 |
2 |
4 |
194 |
| The Size of the Permanent Component of Asset Pricing Kernels |
0 |
0 |
0 |
100 |
1 |
1 |
2 |
525 |
| The Two-Pillar Policy for the RMB |
0 |
0 |
1 |
67 |
0 |
2 |
8 |
159 |
| Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
282 |
1 |
3 |
4 |
1,064 |
| Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
49 |
4 |
4 |
6 |
223 |
| Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
611 |
| Total Working Papers |
3 |
13 |
34 |
5,385 |
93 |
157 |
272 |
23,040 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A production-based model for the term structure |
0 |
0 |
0 |
12 |
2 |
2 |
3 |
89 |
| Asset pricing in production economies |
0 |
1 |
10 |
1,645 |
4 |
14 |
40 |
3,116 |
| Cryptocurrencies and Cagan’s model of hyperinflation |
0 |
0 |
4 |
34 |
7 |
8 |
21 |
145 |
| Dynamic banking with non-maturing deposits |
0 |
0 |
0 |
4 |
1 |
3 |
4 |
24 |
| EconomicDynamics Interviews Urban Jermann on Asset Pricing |
0 |
0 |
0 |
196 |
1 |
2 |
3 |
571 |
| Efficiency, Equilibrium, and Asset Pricing with Risk of Default |
0 |
0 |
0 |
3 |
9 |
10 |
15 |
1,823 |
| Erratum: Macroeconomic Effects of Financial Shocks |
0 |
0 |
2 |
145 |
0 |
4 |
11 |
431 |
| Financial Markets' Views about the Euro–Swiss Franc Floor |
0 |
0 |
0 |
3 |
1 |
1 |
3 |
30 |
| Gold’s Value as an Investment |
1 |
4 |
13 |
13 |
3 |
7 |
32 |
32 |
| Household Production and the Excess Sensitivity of Consumption to Current Income |
0 |
0 |
0 |
187 |
0 |
1 |
4 |
831 |
| Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans |
0 |
0 |
2 |
3 |
4 |
4 |
16 |
26 |
| Interest rate swaps and corporate default |
0 |
0 |
3 |
20 |
3 |
4 |
10 |
124 |
| International portfolio diversification and endogenous labor supply choice |
0 |
0 |
0 |
48 |
2 |
3 |
7 |
143 |
| Macroeconomic Effects of Financial Shocks |
0 |
1 |
8 |
655 |
3 |
13 |
42 |
2,017 |
| Negative Swap Spreads and Limited Arbitrage |
0 |
1 |
4 |
15 |
1 |
3 |
11 |
71 |
| Nontraded goods, nontraded factors, and international non-diversification |
0 |
0 |
0 |
120 |
0 |
2 |
5 |
447 |
| Quantitative Asset Pricing Implications of Endogenous Solvency Constraints |
0 |
0 |
0 |
1 |
1 |
3 |
7 |
502 |
| Social security and institutions for intergenerational, intragenerational, and international risk-sharing: A comment |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
155 |
| Sticky Leverage |
0 |
1 |
1 |
48 |
1 |
5 |
15 |
327 |
| Stock market boom and the productivity gains of the 1990s |
0 |
0 |
0 |
236 |
2 |
6 |
9 |
1,101 |
| Synthetic returns on NIPA assets: An international comparison |
0 |
0 |
0 |
23 |
0 |
1 |
2 |
155 |
| The International Diversification Puzzle Is Worse Than You Think |
0 |
1 |
2 |
692 |
2 |
5 |
14 |
2,100 |
| The Two‐Pillar Policy for the RMB |
0 |
3 |
7 |
24 |
2 |
9 |
25 |
101 |
| The equity premium implied by production |
0 |
0 |
1 |
51 |
0 |
0 |
3 |
256 |
| The pricing of U.S. Treasury floating rate notes |
0 |
1 |
7 |
16 |
2 |
8 |
34 |
62 |
| Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
75 |
4 |
6 |
10 |
781 |
| Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth |
0 |
1 |
2 |
161 |
2 |
4 |
8 |
571 |
| Total Journal Articles |
1 |
14 |
66 |
4,469 |
57 |
128 |
354 |
16,031 |