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 1 1 1 117
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 1 2 15
Financial Development and Macroeconomic Stability 0 0 0 183 0 1 1 324
Financial Innovations and Macroeconomic Volatility 0 0 0 21 1 1 1 186
Financial Innovations and Macroeconomic Volatility 0 0 0 106 0 0 1 357
Financial Innovations and Macroeconomic Volatility 0 0 0 427 1 3 4 1,146
Financial Markets’ Views about the Euro-Swiss Franc Floor 0 0 0 28 0 0 2 84
Gold's Value as an Investment 0 0 3 8 1 2 5 20
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 385 1 1 2 1,494
Interest Rate Swap and Corporate Default 0 0 0 0 0 1 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 0 0 50 0 0 0 102
Interest rate swaps and corporate default 1 2 2 32 2 3 10 90
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 1 1 2 1,278
Macroeconomic Effects of Financial Shocks 0 0 3 691 2 7 23 1,418
Macroeconomic Effects of Financial Shocks 0 0 2 107 0 0 3 448
Negative Swap Spreads and Limited Arbitrage 0 0 1 21 0 0 9 81
Nontraded Goods, Nontraded Factors, and International Non-Diversification 0 0 0 259 1 1 1 1,116
On the Macroeconomic Effects of Credit Shocks 0 0 0 0 1 1 2 79
Perpetual Futures Pricing 0 0 0 4 1 2 6 18
Perpetual Futures Pricing 0 0 1 1 0 0 12 12
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 60 1 2 4 404
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 214 1 1 3 1,050
Quantitative asset pricing implications of endogenous solvency constraints 0 0 0 182 1 1 6 595
Rules versus Discretion in Capital Regulation 0 0 8 8 0 0 3 3
Should the U.S. Government Issue Floating Rate Notes? 0 0 0 12 0 2 3 44
Sticky Leverage 0 1 1 120 2 3 5 219
Stock Market Boom and the Productivity Gains of the 1990s 0 0 1 280 0 0 4 1,648
The Equity Premium Implied by Production 0 0 0 61 0 0 0 211
The Equity Premium Implied by Production 0 0 0 121 0 0 1 364
The International Diversification Puzzle is Worse Than You Think 0 0 0 784 1 1 3 2,378
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 1 1 1 67 1 2 7 157
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 1 3 219
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 2 0 0 2 610
Total Working Papers 2 4 24 5,372 20 40 147 22,883


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 0 3 15 1,644 3 11 41 3,102
Cryptocurrencies and Cagan’s model of hyperinflation 1 1 4 34 2 3 16 137
Dynamic banking with non-maturing deposits 0 0 0 4 0 0 3 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 1 1 8 1,813
Erratum: Macroeconomic Effects of Financial Shocks 0 1 2 145 0 5 8 427
Financial Markets' Views about the Euro–Swiss Franc Floor 0 0 1 3 0 0 4 29
Financial innovations and macroeconomic volatility 0 0 2 94 0 0 5 339
Gold’s Value as an Investment 1 4 9 9 5 11 25 25
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 187 1 2 3 830
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 3 3 0 2 18 22
Interest rate swaps and corporate default 0 0 3 20 0 2 8 120
International portfolio diversification and endogenous labor supply choice 0 0 0 48 0 1 4 140
Macroeconomic Effects of Financial Shocks 0 1 10 654 3 6 41 2,004
Negative Swap Spreads and Limited Arbitrage 0 1 4 14 0 2 11 68
Nontraded goods, nontraded factors, and international non-diversification 0 0 0 120 2 2 4 445
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 1 1 1 6 499
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 7 12 322
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 0 1 1 154
The International Diversification Puzzle Is Worse Than You Think 0 0 2 691 1 3 15 2,095
The Two‐Pillar Policy for the RMB 1 2 4 21 2 3 19 92
The equity premium implied by production 0 0 1 51 0 0 3 256
The pricing of U.S. Treasury floating rate notes 1 4 11 15 2 12 38 54
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 75 1 3 7 775
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth 0 0 2 160 0 1 5 567
Total Journal Articles 4 17 74 4,549 26 80 312 16,242


Statistics updated 2025-09-05