Access Statistics for Urban Joseph Jermann

Author contact details at EconPapers.

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
1 registered items for which data could not be found


Statistics updated 2026-03-04