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 |
0 |
0 |
2 |
136 |
Asset Pricing When Risk Sharing is Limited by Default |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
116 |
Asset Pricing when Risk Sharing is Limited by Default |
0 |
0 |
1 |
263 |
0 |
0 |
2 |
1,169 |
Dynamic Banking with Non-Maturing Deposits |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
14 |
Financial Development and Macroeconomic Stability |
0 |
0 |
0 |
183 |
0 |
0 |
0 |
323 |
Financial Innovations and Macroeconomic Volatility |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
185 |
Financial Innovations and Macroeconomic Volatility |
0 |
0 |
0 |
106 |
0 |
0 |
2 |
357 |
Financial Innovations and Macroeconomic Volatility |
0 |
0 |
0 |
427 |
0 |
0 |
0 |
1,142 |
Financial Markets’ Views about the Euro-Swiss Franc Floor |
0 |
0 |
0 |
28 |
0 |
1 |
4 |
84 |
Gold's Value as an Investment |
1 |
2 |
4 |
8 |
1 |
2 |
5 |
18 |
Household Production and the Excess Sensitivity of Consumption to Current Income |
0 |
0 |
0 |
385 |
1 |
1 |
2 |
1,493 |
Interest Rate Swap and Corporate Default |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
1,015 |
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
28 |
Interest rate swaps and corporate default |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
102 |
Interest rate swaps and corporate default |
0 |
0 |
0 |
30 |
0 |
3 |
7 |
87 |
International Portfolio Diversification and Endogenous Labour Supply Choice |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
647 |
International Portfolio Diversification and Labor/Leisure Choice |
0 |
0 |
0 |
148 |
0 |
0 |
0 |
1,277 |
International portfolio diversification and labor/leisure choice |
0 |
0 |
0 |
207 |
0 |
0 |
1 |
1,277 |
Macroeconomic Effects of Financial Shocks |
0 |
1 |
2 |
107 |
0 |
2 |
4 |
448 |
Macroeconomic Effects of Financial Shocks |
0 |
0 |
2 |
690 |
0 |
8 |
17 |
1,410 |
Negative Swap Spreads and Limited Arbitrage |
0 |
0 |
3 |
21 |
1 |
4 |
13 |
81 |
Nontraded Goods, Nontraded Factors, and International Non-Diversification |
0 |
0 |
0 |
259 |
0 |
0 |
0 |
1,115 |
On the Macroeconomic Effects of Credit Shocks |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
78 |
Perpetual Futures Pricing |
0 |
0 |
1 |
4 |
0 |
1 |
9 |
16 |
Perpetual Futures Pricing |
0 |
0 |
1 |
1 |
2 |
5 |
12 |
12 |
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints |
0 |
0 |
0 |
60 |
0 |
0 |
2 |
402 |
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints |
0 |
0 |
0 |
214 |
0 |
0 |
2 |
1,049 |
Quantitative asset pricing implications of endogenous solvency constraints |
0 |
0 |
0 |
182 |
0 |
2 |
5 |
594 |
Rules versus Discretion in Capital Regulation |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
Should the U.S. Government Issue Floating Rate Notes? |
0 |
0 |
0 |
12 |
0 |
0 |
3 |
42 |
Sticky Leverage |
0 |
0 |
2 |
119 |
1 |
2 |
5 |
216 |
Stock Market Boom and the Productivity Gains of the 1990s |
1 |
1 |
1 |
280 |
1 |
1 |
2 |
1,646 |
The Equity Premium Implied by Production |
0 |
0 |
0 |
121 |
1 |
1 |
1 |
364 |
The Equity Premium Implied by Production |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
211 |
The International Diversification Puzzle is Worse Than You Think |
0 |
0 |
0 |
784 |
0 |
1 |
2 |
2,377 |
The International Diversification Puzzle is Worse than you Think |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
543 |
The Size of the Permanent Component of Asset Pricing Kernels |
0 |
0 |
0 |
100 |
0 |
0 |
1 |
524 |
The Size of the Permanent Component of Asset Pricing Kernels |
0 |
0 |
0 |
22 |
0 |
1 |
3 |
192 |
The Two-Pillar Policy for the RMB |
0 |
0 |
0 |
66 |
0 |
2 |
8 |
154 |
Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
610 |
Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
1 |
49 |
0 |
0 |
2 |
218 |
Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
282 |
0 |
0 |
2 |
1,061 |
Total Working Papers |
2 |
4 |
18 |
5,359 |
10 |
40 |
129 |
22,834 |
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 |
0 |
0 |
0 |
86 |
Asset pricing in production economies |
3 |
4 |
20 |
1,640 |
6 |
12 |
43 |
3,090 |
Cryptocurrencies and Cagan’s model of hyperinflation |
0 |
3 |
4 |
33 |
1 |
6 |
19 |
134 |
Dynamic banking with non-maturing deposits |
0 |
0 |
0 |
4 |
0 |
0 |
5 |
21 |
EconomicDynamics Interviews Urban Jermann on Asset Pricing |
0 |
0 |
0 |
196 |
0 |
1 |
1 |
569 |
Efficiency, Equilibrium, and Asset Pricing with Risk of Default |
0 |
0 |
0 |
3 |
1 |
2 |
8 |
1,811 |
Erratum: Macroeconomic Effects of Financial Shocks |
0 |
0 |
0 |
143 |
0 |
0 |
2 |
420 |
Financial Markets' Views about the Euro–Swiss Franc Floor |
0 |
0 |
1 |
3 |
0 |
2 |
5 |
29 |
Financial innovations and macroeconomic volatility |
0 |
0 |
2 |
94 |
0 |
1 |
7 |
339 |
Gold’s Value as an Investment |
0 |
3 |
3 |
3 |
1 |
10 |
10 |
10 |
Household Production and the Excess Sensitivity of Consumption to Current Income |
0 |
0 |
0 |
187 |
0 |
1 |
1 |
828 |
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans |
0 |
1 |
3 |
3 |
0 |
3 |
18 |
18 |
Interest rate swaps and corporate default |
0 |
1 |
3 |
20 |
0 |
1 |
7 |
117 |
International portfolio diversification and endogenous labor supply choice |
0 |
0 |
0 |
48 |
0 |
1 |
3 |
139 |
Macroeconomic Effects of Financial Shocks |
1 |
1 |
8 |
651 |
2 |
6 |
39 |
1,993 |
Negative Swap Spreads and Limited Arbitrage |
0 |
1 |
3 |
12 |
0 |
3 |
11 |
65 |
Nontraded goods, nontraded factors, and international non-diversification |
0 |
0 |
0 |
120 |
0 |
0 |
2 |
443 |
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints |
0 |
0 |
0 |
1 |
1 |
1 |
7 |
498 |
Social security and institutions for intergenerational, intragenerational, and international risk-sharing: A comment |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
155 |
Sticky Leverage |
0 |
0 |
1 |
47 |
0 |
2 |
7 |
315 |
Stock market boom and the productivity gains of the 1990s |
0 |
0 |
1 |
236 |
1 |
3 |
5 |
1,095 |
Synthetic returns on NIPA assets: An international comparison |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
153 |
The International Diversification Puzzle Is Worse Than You Think |
0 |
1 |
2 |
691 |
2 |
5 |
13 |
2,092 |
The Two‐Pillar Policy for the RMB |
0 |
0 |
3 |
17 |
2 |
4 |
21 |
86 |
The equity premium implied by production |
0 |
0 |
1 |
51 |
0 |
2 |
3 |
256 |
The pricing of U.S. Treasury floating rate notes |
0 |
1 |
11 |
11 |
1 |
8 |
42 |
42 |
Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
1 |
75 |
0 |
0 |
7 |
772 |
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth |
0 |
0 |
1 |
159 |
1 |
1 |
5 |
565 |
Total Journal Articles |
4 |
16 |
68 |
4,522 |
19 |
75 |
292 |
16,141 |