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 1 2 3 138
Asset Pricing When Risk Sharing is Limited by Default 0 0 0 8 1 1 2 118
Asset Pricing when Risk Sharing is Limited by Default 0 0 0 263 4 4 5 1,173
Dynamic Banking with Non-Maturing Deposits 0 0 0 13 1 3 4 18
Financial Development and Macroeconomic Stability 0 0 0 183 1 1 2 325
Financial Innovations and Macroeconomic Volatility 0 0 0 427 1 1 5 1,147
Financial Innovations and Macroeconomic Volatility 0 0 0 21 0 2 3 188
Financial Innovations and Macroeconomic Volatility 0 0 0 106 0 0 0 357
Financial Markets’ Views about the Euro-Swiss Franc Floor 0 0 0 28 2 5 6 89
Gold's Value as an Investment 1 2 4 10 1 5 9 25
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 385 9 15 17 1,509
How Credible is Hong Kong's Currency Peg? 1 5 5 5 10 15 15 15
Interest Rate Swap and Corporate Default 0 0 0 0 5 6 10 1,024
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 17 0 0 1 29
Interest rate swaps and corporate default 0 0 0 50 2 6 6 108
Interest rate swaps and corporate default 0 0 2 32 0 3 11 93
International Portfolio Diversification and Endogenous Labour Supply Choice 0 0 0 0 0 1 2 648
International Portfolio Diversification and Labor/Leisure Choice 0 0 0 148 1 2 2 1,279
International portfolio diversification and labor/leisure choice 0 1 1 208 0 2 4 1,280
Macroeconomic Effects of Financial Shocks 0 0 3 691 4 8 28 1,426
Macroeconomic Effects of Financial Shocks 0 0 2 107 6 7 10 455
Negative Swap Spreads and Limited Arbitrage 0 0 1 21 0 1 6 82
Nontraded Goods, Nontraded Factors, and International Non-Diversification 0 0 0 259 1 1 2 1,117
On the Macroeconomic Effects of Credit Shocks 0 0 0 0 0 0 1 79
Perpetual Futures Pricing 1 2 2 6 2 5 9 23
Perpetual Futures Pricing 0 1 1 2 12 18 24 30
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 214 2 3 5 1,053
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 60 3 3 6 407
Quantitative asset pricing implications of endogenous solvency constraints 0 0 0 182 1 2 7 597
Rules versus Discretion in Capital Regulation 0 0 8 8 1 3 6 6
Should the U.S. Government Issue Floating Rate Notes? 0 0 0 12 1 1 3 45
Sticky Leverage 0 0 1 120 3 4 9 223
Stock Market Boom and the Productivity Gains of the 1990s 0 0 1 280 3 3 7 1,651
The Equity Premium Implied by Production 0 0 0 121 3 4 5 368
The Equity Premium Implied by Production 0 0 0 61 1 1 1 212
The International Diversification Puzzle is Worse Than You Think 0 2 2 786 1 4 7 2,382
The International Diversification Puzzle is Worse than you Think 0 0 0 0 2 2 2 545
The Size of the Permanent Component of Asset Pricing Kernels 0 0 0 22 1 2 4 194
The Size of the Permanent Component of Asset Pricing Kernels 0 0 0 100 1 1 2 525
The Two-Pillar Policy for the RMB 0 0 1 67 0 2 8 159
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 282 1 3 4 1,064
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 49 4 4 6 223
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 2 1 1 3 611
Total Working Papers 3 13 34 5,385 93 157 272 23,040


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 2 2 3 89
Asset pricing in production economies 0 1 10 1,645 4 14 40 3,116
Cryptocurrencies and Cagan’s model of hyperinflation 0 0 4 34 7 8 21 145
Dynamic banking with non-maturing deposits 0 0 0 4 1 3 4 24
EconomicDynamics Interviews Urban Jermann on Asset Pricing 0 0 0 196 1 2 3 571
Efficiency, Equilibrium, and Asset Pricing with Risk of Default 0 0 0 3 9 10 15 1,823
Erratum: Macroeconomic Effects of Financial Shocks 0 0 2 145 0 4 11 431
Financial Markets' Views about the Euro–Swiss Franc Floor 0 0 0 3 1 1 3 30
Gold’s Value as an Investment 1 4 13 13 3 7 32 32
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 187 0 1 4 831
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 2 3 4 4 16 26
Interest rate swaps and corporate default 0 0 3 20 3 4 10 124
International portfolio diversification and endogenous labor supply choice 0 0 0 48 2 3 7 143
Macroeconomic Effects of Financial Shocks 0 1 8 655 3 13 42 2,017
Negative Swap Spreads and Limited Arbitrage 0 1 4 15 1 3 11 71
Nontraded goods, nontraded factors, and international non-diversification 0 0 0 120 0 2 5 447
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 1 1 3 7 502
Social security and institutions for intergenerational, intragenerational, and international risk-sharing: A comment 0 0 0 39 0 0 0 155
Sticky Leverage 0 1 1 48 1 5 15 327
Stock market boom and the productivity gains of the 1990s 0 0 0 236 2 6 9 1,101
Synthetic returns on NIPA assets: An international comparison 0 0 0 23 0 1 2 155
The International Diversification Puzzle Is Worse Than You Think 0 1 2 692 2 5 14 2,100
The Two‐Pillar Policy for the RMB 0 3 7 24 2 9 25 101
The equity premium implied by production 0 0 1 51 0 0 3 256
The pricing of U.S. Treasury floating rate notes 0 1 7 16 2 8 34 62
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 75 4 6 10 781
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth 0 1 2 161 2 4 8 571
Total Journal Articles 1 14 66 4,469 57 128 354 16,031
1 registered items for which data could not be found


Statistics updated 2025-12-06