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 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 0 427 1 1 1 1,143
Financial Innovations and Macroeconomic Volatility 0 0 0 106 0 0 2 357
Financial Markets’ Views about the Euro-Swiss Franc Floor 0 0 0 28 0 0 3 84
Gold's Value as an Investment 0 1 4 8 0 1 5 18
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 385 0 1 2 1,493
Interest Rate Swap and Corporate Default 0 0 0 0 2 2 5 1,017
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 30 0 1 7 87
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 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 1 1 3 691 1 8 16 1,411
Macroeconomic Effects of Financial Shocks 0 0 2 107 0 0 3 448
Negative Swap Spreads and Limited Arbitrage 0 0 3 21 0 1 12 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 1 0 4 12 12
Perpetual Futures Pricing 0 0 0 4 0 1 6 16
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 60 0 0 2 402
Quantitative asset pricing implications of endogenous solvency constraints 0 0 0 182 0 0 5 594
Rules versus Discretion in Capital Regulation 8 8 8 8 2 3 3 3
Should the U.S. Government Issue Floating Rate Notes? 0 0 0 12 0 0 3 42
Sticky Leverage 0 0 2 119 0 1 5 216
Stock Market Boom and the Productivity Gains of the 1990s 0 1 1 280 2 3 4 1,648
The Equity Premium Implied by Production 0 0 0 121 0 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 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 0 100 0 0 1 524
The Size of the Permanent Component of Asset Pricing Kernels 0 0 0 22 0 0 3 192
The Two-Pillar Policy for the RMB 0 0 0 66 1 2 9 155
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 282 0 0 2 1,061
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 2 0 0 3 610
Total Working Papers 9 11 25 5,368 9 31 128 22,843


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 1 4 19 1,641 1 9 42 3,091
Cryptocurrencies and Cagan’s model of hyperinflation 0 1 3 33 0 4 16 134
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 1 1 569
Efficiency, Equilibrium, and Asset Pricing with Risk of Default 0 0 0 3 1 2 9 1,812
Erratum: Macroeconomic Effects of Financial Shocks 1 1 1 144 2 2 4 422
Financial Markets' Views about the Euro–Swiss Franc Floor 0 0 1 3 0 1 5 29
Financial innovations and macroeconomic volatility 0 0 2 94 0 1 7 339
Gold’s Value as an Investment 2 5 5 5 4 14 14 14
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 187 0 0 1 828
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 1 3 3 2 3 20 20
Interest rate swaps and corporate default 0 1 3 20 1 2 6 118
International portfolio diversification and endogenous labor supply choice 0 0 0 48 0 1 3 139
Macroeconomic Effects of Financial Shocks 2 3 9 653 5 9 40 1,998
Negative Swap Spreads and Limited Arbitrage 1 1 4 13 1 1 12 66
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 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 1 6 315
Stock market boom and the productivity gains of the 1990s 0 0 1 236 0 2 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 0 2 691 0 2 13 2,092
The Two‐Pillar Policy for the RMB 2 2 5 19 3 5 21 89
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 9 11 0 6 32 42
Using Asset Prices to Measure the Cost of Business Cycles 0 0 1 75 0 0 6 772
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth 1 1 2 160 1 2 5 566
Total Journal Articles 10 21 72 4,532 21 71 285 16,162


Statistics updated 2025-06-06