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 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


Statistics updated 2026-11-12