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 8 144
Asset Pricing When Risk Sharing is Limited by Default 0 0 0 8 0 0 24 141
Asset Pricing when Risk Sharing is Limited by Default 0 0 0 263 0 0 12 1,181
Dynamic Banking with Non-Maturing Deposits 0 0 1 14 1 3 26 41
Financial Development and Macroeconomic Stability 0 0 0 183 0 1 9 333
Financial Innovations and Macroeconomic Volatility 0 0 0 106 1 1 11 368
Financial Innovations and Macroeconomic Volatility 0 0 0 427 0 2 18 1,164
Financial Innovations and Macroeconomic Volatility 0 0 0 21 0 0 12 200
Financial Markets’ Views about the Euro-Swiss Franc Floor 0 0 0 28 0 1 22 107
Gold's Value as an Investment 0 1 4 12 1 4 34 54
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 1 386 1 1 30 1,526
How Credible is Hong Kong's Currency Peg? 0 0 7 7 2 4 43 43
Interest Rate Swap and Corporate Default 0 0 0 0 0 1 18 1,037
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 17 0 0 17 46
Interest rate swaps and corporate default 0 0 0 50 0 0 12 116
Interest rate swaps and corporate default 0 0 0 32 0 2 17 107
International Portfolio Diversification and Endogenous Labour Supply Choice 0 0 0 0 0 1 11 659
International Portfolio Diversification and Labor/Leisure Choice 0 0 0 148 0 2 10 1,287
International portfolio diversification and labor/leisure choice 0 0 1 208 0 0 12 1,290
Macroeconomic Effects of Financial Shocks 0 0 0 107 0 1 23 471
Macroeconomic Effects of Financial Shocks 0 1 1 692 1 4 31 1,451
Negative Swap Spreads and Limited Arbitrage 0 0 0 21 1 2 23 104
Nontraded Goods, Nontraded Factors, and International Non-Diversification 0 0 0 259 0 1 12 1,128
On the Macroeconomic Effects of Credit Shocks 0 0 0 0 1 1 4 83
Perpetual Futures Pricing 1 4 8 9 5 13 95 110
Perpetual Futures Pricing 0 0 1 6 0 4 35 56
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 214 0 0 14 1,064
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 60 0 2 16 420
Quantitative asset pricing implications of endogenous solvency constraints 0 0 0 182 0 1 17 612
Rules versus Discretion in Capital Regulation 0 0 0 8 0 0 9 14
Should the U.S. Government Issue Floating Rate Notes? 0 0 0 12 0 2 12 56
Sticky Leverage 0 0 0 120 0 3 20 239
Stock Market Boom and the Productivity Gains of the 1990s 0 0 0 280 0 1 15 1,663
The Equity Premium Implied by Production 0 0 0 121 0 0 11 375
The Equity Premium Implied by Production 0 0 0 61 1 1 8 219
The International Diversification Puzzle is Worse Than You Think 1 2 3 789 1 5 21 2,401
The International Diversification Puzzle is Worse than you Think 0 0 0 0 0 0 19 562
The Size of the Permanent Component of Asset Pricing Kernels 0 0 0 22 0 1 10 202
The Size of the Permanent Component of Asset Pricing Kernels 0 0 1 101 1 2 12 536
The Two-Pillar Policy for the RMB 1 2 3 70 3 7 24 182
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 49 0 2 12 231
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 282 1 4 17 1,079
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 2 0 0 13 623
Total Working Papers 3 10 31 5,406 21 80 819 23,725

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 4 4 10 1,654 5 7 45 3,149
Cryptocurrencies and Cagan’s model of hyperinflation 0 0 0 34 1 2 30 167
Dynamic banking with non-maturing deposits 0 0 0 4 0 0 14 36
EconomicDynamics Interviews Urban Jermann on Asset Pricing 0 0 0 196 1 1 3 573
Efficiency, Equilibrium, and Asset Pricing with Risk of Default 0 0 0 3 2 2 28 1,841
Erratum: Macroeconomic Effects of Financial Shocks 0 0 0 145 0 0 16 445
Financial Markets' Views about the Euro–Swiss Franc Floor 0 0 1 4 0 4 22 51
Financial innovations and macroeconomic volatility 0 0 0 94 0 0 13 353
Gold’s Value as an Investment 0 1 6 17 2 9 41 68
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 187 2 2 16 846
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 3 0 1 33 55
Interest rate swaps and corporate default 0 1 1 21 0 1 15 135
International portfolio diversification and endogenous labor supply choice 0 0 0 48 0 0 14 154
Macroeconomic Effects of Financial Shocks 0 1 2 657 4 9 50 2,057
Negative Swap Spreads and Limited Arbitrage 0 0 1 15 1 3 20 88
Nontraded goods, nontraded factors, and international non-diversification 0 0 1 121 3 3 16 461
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 1 2 4 19 519
Social security and institutions for intergenerational, intragenerational, and international risk-sharing: A comment 0 0 0 39 0 1 4 159
Sticky Leverage 0 1 2 49 9 22 47 369
Stock market boom and the productivity gains of the 1990s 0 0 0 236 3 4 29 1,126
Synthetic returns on NIPA assets: An international comparison 0 0 0 23 0 0 11 165
The International Diversification Puzzle Is Worse Than You Think 2 3 3 695 3 5 27 2,123
The Two‐Pillar Policy for the RMB 0 0 1 24 3 5 37 134
The equity premium implied by production 0 0 0 51 1 1 9 265
The pricing of U.S. Treasury floating rate notes 1 2 8 24 3 76 119 176
Using Asset Prices to Measure the Cost of Business Cycles 0 0 1 76 1 3 25 800
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth 0 0 0 161 2 3 11 579
Total Journal Articles 7 13 37 4,594 48 168 721 16,988

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Statistics updated 2026-10-11