| 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 |
2 |
5 |
7 |
143 |
| Asset Pricing When Risk Sharing is Limited by Default |
0 |
0 |
0 |
8 |
8 |
17 |
19 |
135 |
| Asset Pricing when Risk Sharing is Limited by Default |
0 |
0 |
0 |
263 |
0 |
7 |
11 |
1,180 |
| Dynamic Banking with Non-Maturing Deposits |
0 |
1 |
1 |
14 |
0 |
17 |
21 |
35 |
| Financial Development and Macroeconomic Stability |
0 |
0 |
0 |
183 |
1 |
7 |
9 |
332 |
| Financial Innovations and Macroeconomic Volatility |
0 |
0 |
0 |
21 |
0 |
5 |
8 |
193 |
| Financial Innovations and Macroeconomic Volatility |
0 |
0 |
0 |
106 |
2 |
8 |
8 |
365 |
| Financial Innovations and Macroeconomic Volatility |
0 |
0 |
0 |
427 |
2 |
12 |
17 |
1,159 |
| Financial Markets’ Views about the Euro-Swiss Franc Floor |
0 |
0 |
0 |
28 |
3 |
14 |
19 |
103 |
| Gold's Value as an Investment |
0 |
0 |
3 |
10 |
2 |
13 |
21 |
38 |
| Household Production and the Excess Sensitivity of Consumption to Current Income |
1 |
1 |
1 |
386 |
5 |
13 |
30 |
1,522 |
| How Credible is Hong Kong's Currency Peg? |
1 |
2 |
7 |
7 |
3 |
9 |
24 |
24 |
| Interest Rate Swap and Corporate Default |
0 |
0 |
0 |
0 |
1 |
5 |
14 |
1,029 |
| Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans |
0 |
0 |
0 |
17 |
3 |
13 |
14 |
42 |
| Interest rate swaps and corporate default |
0 |
0 |
0 |
50 |
1 |
6 |
12 |
114 |
| Interest rate swaps and corporate default |
0 |
0 |
2 |
32 |
1 |
6 |
13 |
99 |
| International Portfolio Diversification and Endogenous Labour Supply Choice |
0 |
0 |
0 |
0 |
0 |
6 |
8 |
654 |
| International Portfolio Diversification and Labor/Leisure Choice |
0 |
0 |
0 |
148 |
1 |
5 |
7 |
1,284 |
| International portfolio diversification and labor/leisure choice |
0 |
0 |
1 |
208 |
0 |
7 |
10 |
1,287 |
| Macroeconomic Effects of Financial Shocks |
0 |
0 |
0 |
107 |
2 |
5 |
12 |
460 |
| Macroeconomic Effects of Financial Shocks |
0 |
0 |
1 |
691 |
3 |
10 |
33 |
1,436 |
| Negative Swap Spreads and Limited Arbitrage |
0 |
0 |
0 |
21 |
0 |
15 |
17 |
97 |
| Nontraded Goods, Nontraded Factors, and International Non-Diversification |
0 |
0 |
0 |
259 |
1 |
6 |
8 |
1,123 |
| On the Macroeconomic Effects of Credit Shocks |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
82 |
| Perpetual Futures Pricing |
0 |
0 |
2 |
6 |
2 |
11 |
19 |
34 |
| Perpetual Futures Pricing |
0 |
0 |
1 |
2 |
3 |
45 |
67 |
75 |
| Quantitative Asset Pricing Implications of Endogenous Solvency Constraints |
0 |
0 |
0 |
60 |
0 |
10 |
15 |
417 |
| Quantitative Asset Pricing Implications of Endogenous Solvency Constraints |
0 |
0 |
0 |
214 |
0 |
9 |
13 |
1,062 |
| Quantitative asset pricing implications of endogenous solvency constraints |
0 |
0 |
0 |
182 |
0 |
10 |
13 |
607 |
| Rules versus Discretion in Capital Regulation |
0 |
0 |
8 |
8 |
1 |
5 |
11 |
11 |
| Should the U.S. Government Issue Floating Rate Notes? |
0 |
0 |
0 |
12 |
2 |
4 |
7 |
49 |
| Sticky Leverage |
0 |
0 |
1 |
120 |
5 |
12 |
20 |
235 |
| Stock Market Boom and the Productivity Gains of the 1990s |
0 |
0 |
1 |
280 |
1 |
8 |
14 |
1,659 |
| The Equity Premium Implied by Production |
0 |
0 |
0 |
121 |
2 |
6 |
11 |
374 |
| The Equity Premium Implied by Production |
0 |
0 |
0 |
61 |
1 |
4 |
5 |
216 |
| The International Diversification Puzzle is Worse Than You Think |
0 |
1 |
3 |
787 |
2 |
8 |
13 |
2,390 |
| The International Diversification Puzzle is Worse than you Think |
0 |
0 |
0 |
0 |
2 |
5 |
7 |
550 |
| The Size of the Permanent Component of Asset Pricing Kernels |
0 |
0 |
0 |
22 |
1 |
5 |
7 |
199 |
| The Size of the Permanent Component of Asset Pricing Kernels |
0 |
0 |
0 |
100 |
2 |
5 |
6 |
530 |
| The Two-Pillar Policy for the RMB |
0 |
1 |
2 |
68 |
4 |
13 |
19 |
172 |
| Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
282 |
0 |
6 |
9 |
1,070 |
| Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
49 |
1 |
2 |
7 |
225 |
| Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
2 |
0 |
9 |
10 |
620 |
| Total Working Papers |
2 |
6 |
34 |
5,391 |
71 |
391 |
619 |
23,431 |
| 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 |
1 |
3 |
6 |
92 |
| Asset pricing in production economies |
1 |
3 |
11 |
1,648 |
1 |
9 |
43 |
3,125 |
| Cryptocurrencies and Cagan’s model of hyperinflation |
0 |
0 |
2 |
34 |
6 |
15 |
30 |
160 |
| Dynamic banking with non-maturing deposits |
0 |
0 |
0 |
4 |
1 |
9 |
12 |
33 |
| EconomicDynamics Interviews Urban Jermann on Asset Pricing |
0 |
0 |
0 |
196 |
0 |
0 |
3 |
571 |
| Efficiency, Equilibrium, and Asset Pricing with Risk of Default |
0 |
0 |
0 |
3 |
0 |
8 |
21 |
1,831 |
| Erratum: Macroeconomic Effects of Financial Shocks |
0 |
0 |
2 |
145 |
2 |
10 |
21 |
441 |
| Financial Markets' Views about the Euro–Swiss Franc Floor |
0 |
0 |
0 |
3 |
3 |
9 |
11 |
39 |
| Gold’s Value as an Investment |
2 |
2 |
15 |
15 |
7 |
16 |
48 |
48 |
| Household Production and the Excess Sensitivity of Consumption to Current Income |
0 |
0 |
0 |
187 |
1 |
8 |
11 |
839 |
| Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans |
0 |
0 |
1 |
3 |
3 |
20 |
29 |
46 |
| Interest rate swaps and corporate default |
0 |
0 |
1 |
20 |
3 |
7 |
15 |
131 |
| International portfolio diversification and endogenous labor supply choice |
0 |
0 |
0 |
48 |
3 |
7 |
12 |
150 |
| Macroeconomic Effects of Financial Shocks |
0 |
0 |
5 |
655 |
3 |
18 |
46 |
2,035 |
| Negative Swap Spreads and Limited Arbitrage |
0 |
0 |
3 |
15 |
2 |
12 |
18 |
83 |
| Nontraded goods, nontraded factors, and international non-diversification |
0 |
0 |
0 |
120 |
1 |
6 |
10 |
453 |
| Quantitative Asset Pricing Implications of Endogenous Solvency Constraints |
0 |
0 |
0 |
1 |
1 |
7 |
12 |
509 |
| Social security and institutions for intergenerational, intragenerational, and international risk-sharing: A comment |
0 |
0 |
0 |
39 |
0 |
3 |
3 |
158 |
| Sticky Leverage |
0 |
0 |
1 |
48 |
4 |
15 |
28 |
342 |
| Stock market boom and the productivity gains of the 1990s |
0 |
0 |
0 |
236 |
0 |
11 |
19 |
1,112 |
| Synthetic returns on NIPA assets: An international comparison |
0 |
0 |
0 |
23 |
2 |
5 |
7 |
160 |
| The International Diversification Puzzle Is Worse Than You Think |
0 |
0 |
1 |
692 |
0 |
11 |
21 |
2,111 |
| The Two‐Pillar Policy for the RMB |
0 |
0 |
7 |
24 |
1 |
11 |
28 |
112 |
| The equity premium implied by production |
0 |
0 |
0 |
51 |
1 |
4 |
6 |
260 |
| The pricing of U.S. Treasury floating rate notes |
0 |
2 |
8 |
18 |
0 |
19 |
45 |
81 |
| Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
75 |
0 |
7 |
16 |
788 |
| Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth |
0 |
0 |
2 |
161 |
1 |
4 |
11 |
575 |
| Total Journal Articles |
3 |
7 |
59 |
4,476 |
47 |
254 |
532 |
16,285 |