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 1 3 136
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 1 263 0 1 2 1,169
Dynamic Banking with Non-Maturing Deposits 0 0 1 13 0 0 3 14
Financial Development and Macroeconomic Stability 0 0 0 183 0 0 0 323
Financial Innovations and Macroeconomic Volatility 0 0 0 427 0 0 1 1,142
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 1 1 4 84
Gold's Value as an Investment 1 1 3 7 1 1 5 17
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 385 0 0 2 1,492
Interest Rate Swap and Corporate Default 0 0 0 0 0 1 5 1,015
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 17 0 0 1 28
Interest rate swaps and corporate default 0 0 0 30 2 4 6 86
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 0 646
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 1 1 1,277
Macroeconomic Effects of Financial Shocks 1 2 3 107 2 3 5 448
Macroeconomic Effects of Financial Shocks 0 2 3 690 1 5 12 1,403
Negative Swap Spreads and Limited Arbitrage 0 1 3 21 3 4 13 80
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 1 2 8 8
Perpetual Futures Pricing 0 0 1 4 0 1 12 15
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 214 0 1 2 1,049
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 1 60 0 1 3 402
Quantitative asset pricing implications of endogenous solvency constraints 0 0 0 182 2 4 6 594
Should the U.S. Government Issue Floating Rate Notes? 0 0 0 12 0 0 3 42
Sticky Leverage 0 0 3 119 1 1 8 215
Stock Market Boom and the Productivity Gains of the 1990s 0 0 0 279 0 1 1 1,645
The Equity Premium Implied by Production 0 0 0 121 0 0 0 363
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 1 784 1 2 4 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 1 1 524
The Size of the Permanent Component of Asset Pricing Kernels 0 0 0 22 1 2 3 192
The Two-Pillar Policy for the RMB 0 0 1 66 1 2 8 153
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 282 0 1 2 1,061
Using Asset Prices to Measure the Cost of Business Cycles 0 0 1 49 0 1 2 218
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 2 1 2 3 610
Total Working Papers 2 6 23 5,357 18 44 132 22,812

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 2 17 1,637 4 6 39 3,082
Cryptocurrencies and Cagan’s model of hyperinflation 2 2 5 32 2 6 21 130
Dynamic banking with non-maturing deposits 0 0 0 4 0 1 6 21
EconomicDynamics Interviews Urban Jermann on Asset Pricing 0 0 0 196 0 0 0 568
Efficiency, Equilibrium, and Asset Pricing with Risk of Default 0 0 0 3 1 2 7 1,810
Erratum: Macroeconomic Effects of Financial Shocks 0 0 0 143 0 0 2 420
Financial Markets' Views about the Euro–Swiss Franc Floor 0 0 1 3 1 1 4 28
Financial innovations and macroeconomic volatility 0 1 2 94 0 2 7 338
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 187 1 1 1 828
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 1 2 2 2 7 17 17
Interest rate swaps and corporate default 0 2 2 19 0 2 6 116
International portfolio diversification and endogenous labor supply choice 0 0 0 48 0 2 2 138
Macroeconomic Effects of Financial Shocks 0 3 11 650 2 14 44 1,989
Negative Swap Spreads and Limited Arbitrage 1 1 4 12 3 5 12 65
Nontraded goods, nontraded factors, and international non-diversification 0 0 0 120 0 1 2 443
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 1 0 2 8 497
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 1 2 10 314
Stock market boom and the productivity gains of the 1990s 0 0 1 236 1 1 4 1,093
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 1 1 5 691 3 4 22 2,090
The Two‐Pillar Policy for the RMB 0 0 4 17 2 8 24 84
The equity premium implied by production 0 1 1 51 0 1 1 254
The pricing of U.S. Treasury floating rate notes 0 1 10 10 2 8 36 36
Using Asset Prices to Measure the Cost of Business Cycles 0 0 3 75 0 1 11 772
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth 0 0 1 159 0 1 4 564
Total Journal Articles 5 15 70 4,511 25 78 291 16,091

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Statistics updated 2025-03-03