| 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 |
3 |
3 |
10 |
147 |
| Asset Pricing When Risk Sharing is Limited by Default |
0 |
0 |
0 |
8 |
2 |
2 |
26 |
143 |
| Asset Pricing when Risk Sharing is Limited by Default |
0 |
0 |
0 |
263 |
1 |
1 |
13 |
1,182 |
| Dynamic Banking with Non-Maturing Deposits |
0 |
0 |
1 |
14 |
2 |
5 |
26 |
43 |
| Financial Development and Macroeconomic Stability |
0 |
0 |
0 |
183 |
3 |
4 |
12 |
336 |
| Financial Innovations and Macroeconomic Volatility |
0 |
0 |
0 |
106 |
4 |
5 |
15 |
372 |
| Financial Innovations and Macroeconomic Volatility |
0 |
0 |
0 |
21 |
3 |
3 |
15 |
203 |
| Financial Innovations and Macroeconomic Volatility |
1 |
1 |
1 |
428 |
2 |
4 |
20 |
1,166 |
| Financial Markets’ Views about the Euro-Swiss Franc Floor |
0 |
0 |
0 |
28 |
1 |
1 |
21 |
108 |
| Gold's Value as an Investment |
0 |
1 |
3 |
12 |
0 |
2 |
30 |
54 |
| Household Production and the Excess Sensitivity of Consumption to Current Income |
0 |
0 |
1 |
386 |
1 |
2 |
27 |
1,527 |
| How Credible is Hong Kong's Currency Peg? |
0 |
0 |
3 |
7 |
4 |
6 |
42 |
47 |
| Interest Rate Swap and Corporate Default |
0 |
0 |
0 |
0 |
3 |
4 |
21 |
1,040 |
| Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans |
0 |
0 |
0 |
17 |
2 |
2 |
19 |
48 |
| Interest rate swaps and corporate default |
0 |
0 |
0 |
32 |
6 |
7 |
20 |
113 |
| Interest rate swaps and corporate default |
0 |
0 |
0 |
50 |
2 |
2 |
12 |
118 |
| International Portfolio Diversification and Endogenous Labour Supply Choice |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
660 |
| International Portfolio Diversification and Labor/Leisure Choice |
0 |
0 |
0 |
148 |
2 |
4 |
11 |
1,289 |
| International portfolio diversification and labor/leisure choice |
0 |
0 |
0 |
208 |
2 |
2 |
12 |
1,292 |
| Macroeconomic Effects of Financial Shocks |
0 |
0 |
0 |
107 |
2 |
3 |
24 |
473 |
| Macroeconomic Effects of Financial Shocks |
0 |
1 |
1 |
692 |
2 |
4 |
31 |
1,453 |
| Negative Swap Spreads and Limited Arbitrage |
0 |
0 |
0 |
21 |
5 |
7 |
27 |
109 |
| Nontraded Goods, Nontraded Factors, and International Non-Diversification |
0 |
0 |
0 |
259 |
2 |
2 |
14 |
1,130 |
| On the Macroeconomic Effects of Credit Shocks |
0 |
0 |
0 |
0 |
4 |
5 |
8 |
87 |
| Perpetual Futures Pricing |
0 |
2 |
7 |
9 |
4 |
14 |
96 |
114 |
| Perpetual Futures Pricing |
0 |
0 |
1 |
6 |
7 |
9 |
42 |
63 |
| Quantitative Asset Pricing Implications of Endogenous Solvency Constraints |
0 |
0 |
0 |
214 |
1 |
1 |
14 |
1,065 |
| Quantitative Asset Pricing Implications of Endogenous Solvency Constraints |
0 |
0 |
0 |
60 |
4 |
6 |
20 |
424 |
| Quantitative asset pricing implications of endogenous solvency constraints |
0 |
0 |
0 |
182 |
2 |
3 |
18 |
614 |
| Rules versus Discretion in Capital Regulation |
0 |
0 |
0 |
8 |
3 |
3 |
12 |
17 |
| Should the U.S. Government Issue Floating Rate Notes? |
0 |
0 |
0 |
12 |
3 |
5 |
15 |
59 |
| Sticky Leverage |
0 |
0 |
0 |
120 |
4 |
6 |
23 |
243 |
| Stock Market Boom and the Productivity Gains of the 1990s |
0 |
0 |
0 |
280 |
3 |
4 |
18 |
1,666 |
| The Equity Premium Implied by Production |
0 |
0 |
0 |
121 |
1 |
1 |
11 |
376 |
| The Equity Premium Implied by Production |
0 |
0 |
0 |
61 |
0 |
1 |
8 |
219 |
| The International Diversification Puzzle is Worse Than You Think |
0 |
1 |
3 |
789 |
5 |
8 |
25 |
2,406 |
| The International Diversification Puzzle is Worse than you Think |
0 |
0 |
0 |
0 |
4 |
4 |
23 |
566 |
| The Size of the Permanent Component of Asset Pricing Kernels |
0 |
0 |
0 |
22 |
5 |
6 |
14 |
207 |
| The Size of the Permanent Component of Asset Pricing Kernels |
0 |
0 |
1 |
101 |
2 |
4 |
14 |
538 |
| The Two-Pillar Policy for the RMB |
0 |
2 |
3 |
70 |
1 |
8 |
24 |
183 |
| Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
49 |
2 |
4 |
14 |
233 |
| Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
2 |
1 |
1 |
14 |
624 |
| Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
282 |
3 |
4 |
19 |
1,082 |
| Total Working Papers |
1 |
8 |
25 |
5,407 |
114 |
174 |
892 |
23,839 |
| 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 |
4 |
9 |
1,654 |
6 |
12 |
43 |
3,155 |
| Cryptocurrencies and Cagan’s model of hyperinflation |
0 |
0 |
0 |
34 |
0 |
1 |
29 |
167 |
| Dynamic banking with non-maturing deposits |
0 |
0 |
0 |
4 |
4 |
4 |
17 |
40 |
| EconomicDynamics Interviews Urban Jermann on Asset Pricing |
0 |
0 |
0 |
196 |
0 |
1 |
3 |
573 |
| Efficiency, Equilibrium, and Asset Pricing with Risk of Default |
0 |
0 |
0 |
3 |
2 |
4 |
29 |
1,843 |
| Erratum: Macroeconomic Effects of Financial Shocks |
0 |
0 |
0 |
145 |
2 |
2 |
16 |
447 |
| Financial Markets' Views about the Euro–Swiss Franc Floor |
1 |
1 |
2 |
5 |
3 |
6 |
25 |
54 |
| Financial innovations and macroeconomic volatility |
0 |
0 |
0 |
94 |
4 |
4 |
16 |
357 |
| Gold’s Value as an Investment |
0 |
1 |
5 |
17 |
16 |
21 |
55 |
84 |
| Household Production and the Excess Sensitivity of Consumption to Current Income |
0 |
0 |
0 |
187 |
2 |
4 |
17 |
848 |
| Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans |
0 |
0 |
0 |
3 |
4 |
5 |
37 |
59 |
| Interest rate swaps and corporate default |
0 |
0 |
1 |
21 |
3 |
3 |
17 |
138 |
| International portfolio diversification and endogenous labor supply choice |
0 |
0 |
0 |
48 |
1 |
1 |
14 |
155 |
| Macroeconomic Effects of Financial Shocks |
0 |
1 |
2 |
657 |
2 |
9 |
45 |
2,059 |
| Negative Swap Spreads and Limited Arbitrage |
0 |
0 |
0 |
15 |
0 |
3 |
18 |
88 |
| Nontraded goods, nontraded factors, and international non-diversification |
0 |
0 |
1 |
121 |
2 |
5 |
16 |
463 |
| Quantitative Asset Pricing Implications of Endogenous Solvency Constraints |
0 |
0 |
0 |
1 |
2 |
5 |
20 |
521 |
| Social security and institutions for intergenerational, intragenerational, and international risk-sharing: A comment |
0 |
0 |
0 |
39 |
2 |
2 |
6 |
161 |
| Sticky Leverage |
0 |
1 |
1 |
49 |
4 |
20 |
47 |
373 |
| Stock market boom and the productivity gains of the 1990s |
0 |
0 |
0 |
236 |
4 |
8 |
31 |
1,130 |
| Synthetic returns on NIPA assets: An international comparison |
0 |
0 |
0 |
23 |
1 |
1 |
11 |
166 |
| The International Diversification Puzzle Is Worse Than You Think |
0 |
2 |
3 |
695 |
4 |
7 |
29 |
2,127 |
| The Two‐Pillar Policy for the RMB |
1 |
1 |
1 |
25 |
4 |
7 |
39 |
138 |
| The equity premium implied by production |
0 |
0 |
0 |
51 |
1 |
2 |
10 |
266 |
| The pricing of U.S. Treasury floating rate notes |
0 |
1 |
8 |
24 |
4 |
78 |
120 |
180 |
| Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
1 |
76 |
2 |
4 |
25 |
802 |
| Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth |
0 |
0 |
0 |
161 |
4 |
7 |
14 |
583 |
| Total Journal Articles |
2 |
12 |
34 |
4,596 |
83 |
226 |
756 |
17,071 |