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 0 0 8 144
Asset Pricing When Risk Sharing is Limited by Default 0 0 0 8 0 1 24 141
Asset Pricing when Risk Sharing is Limited by Default 0 0 0 263 0 0 12 1,181
Dynamic Banking with Non-Maturing Deposits 0 0 1 14 2 2 25 40
Financial Development and Macroeconomic Stability 0 0 0 183 1 1 9 333
Financial Innovations and Macroeconomic Volatility 0 0 0 427 2 3 18 1,164
Financial Innovations and Macroeconomic Volatility 0 0 0 21 0 1 14 200
Financial Innovations and Macroeconomic Volatility 0 0 0 106 0 1 10 367
Financial Markets’ Views about the Euro-Swiss Franc Floor 0 0 0 28 0 1 23 107
Gold's Value as an Investment 1 1 4 12 1 3 33 53
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 1 386 0 0 31 1,525
How Credible is Hong Kong's Currency Peg? 0 0 7 7 0 2 41 41
Interest Rate Swap and Corporate Default 0 0 0 0 1 7 19 1,037
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 17 0 0 17 46
Interest rate swaps and corporate default 0 0 0 32 1 2 17 107
Interest rate swaps and corporate default 0 0 0 50 0 1 14 116
International Portfolio Diversification and Endogenous Labour Supply Choice 0 0 0 0 1 1 12 659
International Portfolio Diversification and Labor/Leisure Choice 0 0 0 148 2 2 10 1,287
International portfolio diversification and labor/leisure choice 0 0 1 208 0 1 12 1,290
Macroeconomic Effects of Financial Shocks 0 0 0 107 1 1 23 471
Macroeconomic Effects of Financial Shocks 1 1 1 692 1 4 32 1,450
Negative Swap Spreads and Limited Arbitrage 0 0 0 21 1 1 22 103
Nontraded Goods, Nontraded Factors, and International Non-Diversification 0 0 0 259 0 1 12 1,128
On the Macroeconomic Effects of Credit Shocks 0 0 0 0 0 0 3 82
Perpetual Futures Pricing 0 0 2 6 2 6 38 56
Perpetual Futures Pricing 1 4 7 8 5 13 93 105
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 214 0 0 14 1,064
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 60 2 3 16 420
Quantitative asset pricing implications of endogenous solvency constraints 0 0 0 182 1 4 17 612
Rules versus Discretion in Capital Regulation 0 0 0 8 0 1 11 14
Should the U.S. Government Issue Floating Rate Notes? 0 0 0 12 2 2 12 56
Sticky Leverage 0 0 0 120 2 3 20 239
Stock Market Boom and the Productivity Gains of the 1990s 0 0 0 280 1 1 15 1,663
The Equity Premium Implied by Production 0 0 0 121 0 1 11 375
The Equity Premium Implied by Production 0 0 0 61 0 2 7 218
The International Diversification Puzzle is Worse Than You Think 0 1 4 788 2 5 22 2,400
The International Diversification Puzzle is Worse than you Think 0 0 0 0 0 0 19 562
The Size of the Permanent Component of Asset Pricing Kernels 0 0 0 22 1 2 10 202
The Size of the Permanent Component of Asset Pricing Kernels 0 0 1 101 1 2 11 535
The Two-Pillar Policy for the RMB 1 1 2 69 4 4 22 179
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 282 0 3 17 1,078
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 2 0 0 13 623
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 49 2 3 12 231
Total Working Papers 4 8 31 5,403 39 91 821 23,704


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 7 94
Asset pricing in production economies 0 0 6 1,650 1 4 42 3,144
Cryptocurrencies and Cagan’s model of hyperinflation 0 0 0 34 0 2 29 166
Dynamic banking with non-maturing deposits 0 0 0 4 0 0 15 36
EconomicDynamics Interviews Urban Jermann on Asset Pricing 0 0 0 196 0 0 3 572
Efficiency, Equilibrium, and Asset Pricing with Risk of Default 0 0 0 3 0 0 26 1,839
Erratum: Macroeconomic Effects of Financial Shocks 0 0 0 145 0 1 18 445
Financial Markets' Views about the Euro–Swiss Franc Floor 0 0 1 4 3 4 22 51
Financial innovations and macroeconomic volatility 0 0 0 94 0 0 14 353
Gold’s Value as an Investment 1 1 8 17 3 9 41 66
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 187 0 0 14 844
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 3 1 1 33 55
Interest rate swaps and corporate default 0 1 1 21 0 1 15 135
International portfolio diversification and endogenous labor supply choice 0 0 0 48 0 1 14 154
Macroeconomic Effects of Financial Shocks 1 1 3 657 3 7 49 2,053
Negative Swap Spreads and Limited Arbitrage 0 0 1 15 2 2 19 87
Nontraded goods, nontraded factors, and international non-diversification 0 1 1 121 0 1 13 458
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 1 1 2 18 517
Social security and institutions for intergenerational, intragenerational, and international risk-sharing: A comment 0 0 0 39 0 1 4 159
Sticky Leverage 1 1 2 49 7 13 38 360
Stock market boom and the productivity gains of the 1990s 0 0 0 236 1 3 28 1,123
Synthetic returns on NIPA assets: An international comparison 0 0 0 23 0 0 11 165
The International Diversification Puzzle Is Worse Than You Think 0 1 2 693 0 2 25 2,120
The Two‐Pillar Policy for the RMB 0 0 3 24 0 3 39 131
The equity premium implied by production 0 0 0 51 0 1 8 264
The pricing of U.S. Treasury floating rate notes 0 1 8 23 71 74 119 173
Using Asset Prices to Measure the Cost of Business Cycles 0 0 1 76 1 4 24 799
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth 0 0 1 161 1 2 10 577
Total Journal Articles 3 7 38 4,587 95 138 698 16,940


Statistics updated 2026-09-10