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 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 0 263 0 0 1 1,169
Dynamic Banking with Non-Maturing Deposits 0 0 0 13 1 1 2 15
Financial Development and Macroeconomic Stability 0 0 0 183 0 1 1 324
Financial Innovations and Macroeconomic Volatility 0 0 0 427 1 3 3 1,145
Financial Innovations and Macroeconomic Volatility 0 0 0 106 0 0 2 357
Financial Innovations and Macroeconomic Volatility 0 0 0 21 0 0 0 185
Financial Markets’ Views about the Euro-Swiss Franc Floor 0 0 0 28 0 0 3 84
Gold's Value as an Investment 0 0 3 8 0 1 4 19
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 385 0 0 1 1,493
Interest Rate Swap and Corporate Default 0 0 0 0 0 3 5 1,018
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 17 0 1 1 29
Interest rate swaps and corporate default 0 1 1 31 0 1 8 88
Interest rate swaps and corporate default 0 0 0 50 0 0 0 102
International Portfolio Diversification and Endogenous Labour Supply Choice 0 0 0 0 0 0 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 0 2 107 0 0 3 448
Macroeconomic Effects of Financial Shocks 0 1 3 691 3 6 21 1,416
Negative Swap Spreads and Limited Arbitrage 0 0 2 21 0 0 10 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 0 4 1 1 5 17
Perpetual Futures Pricing 0 0 1 1 0 0 12 12
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 60 0 1 3 403
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 0 5 594
Rules versus Discretion in Capital Regulation 0 8 8 8 0 2 3 3
Should the U.S. Government Issue Floating Rate Notes? 0 0 0 12 2 2 4 44
Sticky Leverage 0 1 2 120 0 1 4 217
Stock Market Boom and the Productivity Gains of the 1990s 0 0 1 280 0 2 4 1,648
The Equity Premium Implied by Production 0 0 0 121 0 0 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 0 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 22 0 0 3 192
The Size of the Permanent Component of Asset Pricing Kernels 0 0 0 100 0 0 1 524
The Two-Pillar Policy for the RMB 0 0 0 66 0 2 6 156
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 2 0 0 2 610
Using Asset Prices to Measure the Cost of Business Cycles 0 0 1 49 0 1 3 219
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 282 0 0 2 1,061
Total Working Papers 0 11 24 5,370 8 29 132 22,863


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 1 1 87
Asset pricing in production economies 2 4 17 1,644 3 9 42 3,099
Cryptocurrencies and Cagan’s model of hyperinflation 0 0 3 33 0 1 14 135
Dynamic banking with non-maturing deposits 0 0 0 4 0 0 4 21
EconomicDynamics Interviews Urban Jermann on Asset Pricing 0 0 0 196 0 0 1 569
Efficiency, Equilibrium, and Asset Pricing with Risk of Default 0 0 0 3 0 1 7 1,812
Erratum: Macroeconomic Effects of Financial Shocks 1 2 2 145 4 7 9 427
Financial Markets' Views about the Euro–Swiss Franc Floor 0 0 1 3 0 0 5 29
Financial innovations and macroeconomic volatility 0 0 2 94 0 0 6 339
Gold’s Value as an Investment 2 5 8 8 3 10 20 20
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 187 1 1 2 829
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 3 3 1 4 19 22
Interest rate swaps and corporate default 0 0 3 20 1 3 8 120
International portfolio diversification and endogenous labor supply choice 0 0 0 48 1 1 4 140
Macroeconomic Effects of Financial Shocks 1 3 10 654 3 8 38 2,001
Negative Swap Spreads and Limited Arbitrage 0 2 5 14 1 3 13 68
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 0 0 5 498
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 2 5 11 320
Stock market boom and the productivity gains of the 1990s 0 0 0 236 0 0 4 1,095
Synthetic returns on NIPA assets: An international comparison 0 0 0 23 1 1 1 154
The International Diversification Puzzle Is Worse Than You Think 0 0 2 691 1 2 15 2,094
The Two‐Pillar Policy for the RMB 1 3 3 20 1 4 17 90
The equity premium implied by production 0 0 1 51 0 0 3 256
The pricing of U.S. Treasury floating rate notes 3 3 11 14 6 10 38 52
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 75 2 2 6 774
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth 0 1 2 160 0 2 6 567
Total Journal Articles 10 23 74 4,545 31 75 302 16,216


Statistics updated 2025-08-05