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 1 25 141
Asset Pricing when Risk Sharing is Limited by Default 0 0 0 263 0 1 12 1,181
Dynamic Banking with Non-Maturing Deposits 0 0 1 14 0 0 23 38
Financial Development and Macroeconomic Stability 0 0 0 183 0 0 8 332
Financial Innovations and Macroeconomic Volatility 0 0 0 21 0 3 15 200
Financial Innovations and Macroeconomic Volatility 0 0 0 106 0 1 10 367
Financial Innovations and Macroeconomic Volatility 0 0 0 427 0 1 17 1,162
Financial Markets’ Views about the Euro-Swiss Franc Floor 0 0 0 28 1 1 23 107
Gold's Value as an Investment 0 1 3 11 2 5 33 52
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 1 386 0 0 32 1,525
How Credible is Hong Kong's Currency Peg? 0 0 7 7 2 5 41 41
Interest Rate Swap and Corporate Default 0 0 0 0 0 6 18 1,036
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 1 14 116
Interest rate swaps and corporate default 0 0 1 32 1 1 18 106
International Portfolio Diversification and Endogenous Labour Supply Choice 0 0 0 0 0 0 11 658
International Portfolio Diversification and Labor/Leisure Choice 0 0 0 148 0 0 8 1,285
International portfolio diversification and labor/leisure choice 0 0 1 208 0 1 13 1,290
Macroeconomic Effects of Financial Shocks 0 0 0 691 2 6 33 1,449
Macroeconomic Effects of Financial Shocks 0 0 0 107 0 2 22 470
Negative Swap Spreads and Limited Arbitrage 0 0 0 21 0 0 21 102
Nontraded Goods, Nontraded Factors, and International Non-Diversification 0 0 0 259 1 1 13 1,128
On the Macroeconomic Effects of Credit Shocks 0 0 0 0 0 0 4 82
Perpetual Futures Pricing 2 3 6 7 3 15 88 100
Perpetual Futures Pricing 0 0 2 6 2 6 37 54
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 60 0 1 15 418
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 214 0 0 15 1,064
Quantitative asset pricing implications of endogenous solvency constraints 0 0 0 182 0 3 17 611
Rules versus Discretion in Capital Regulation 0 0 0 8 0 1 11 14
Should the U.S. Government Issue Floating Rate Notes? 0 0 0 12 0 1 10 54
Sticky Leverage 0 0 0 120 1 1 20 237
Stock Market Boom and the Productivity Gains of the 1990s 0 0 0 280 0 1 14 1,662
The Equity Premium Implied by Production 0 0 0 121 0 1 11 375
The Equity Premium Implied by Production 0 0 0 61 0 2 7 218
The International Diversification Puzzle is Worse Than You Think 1 1 4 788 2 3 21 2,398
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 9 201
The Size of the Permanent Component of Asset Pricing Kernels 0 0 1 101 0 2 10 534
The Two-Pillar Policy for the RMB 0 0 2 68 0 0 19 175
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 2 0 1 13 623
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 282 3 4 17 1,078
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 49 0 1 10 229
Total Working Papers 3 5 29 5,399 20 80 802 23,665


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 1 6 1,650 1 4 44 3,143
Cryptocurrencies and Cagan’s model of hyperinflation 0 0 1 34 1 4 31 166
Dynamic banking with non-maturing deposits 0 0 0 4 0 0 15 36
EconomicDynamics Interviews Urban Jermann on Asset Pricing 0 0 0 196 0 0 3 572
Efficiency, Equilibrium, and Asset Pricing with Risk of Default 0 0 0 3 0 0 27 1,839
Erratum: Macroeconomic Effects of Financial Shocks 0 0 0 145 0 1 18 445
Financial Markets' Views about the Euro–Swiss Franc Floor 0 1 1 4 1 2 19 48
Gold’s Value as an Investment 0 0 8 16 4 9 43 63
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 187 0 0 15 844
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 3 0 1 32 54
Interest rate swaps and corporate default 1 1 1 21 1 2 15 135
International portfolio diversification and endogenous labor supply choice 0 0 0 48 0 2 14 154
Macroeconomic Effects of Financial Shocks 0 0 2 656 2 5 49 2,050
Negative Swap Spreads and Limited Arbitrage 0 0 1 15 0 0 17 85
Nontraded goods, nontraded factors, and international non-diversification 0 1 1 121 0 3 15 458
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 1 1 1 18 516
Social security and institutions for intergenerational, intragenerational, and international risk-sharing: A comment 0 0 0 39 1 1 4 159
Sticky Leverage 0 0 1 48 6 6 33 353
Stock market boom and the productivity gains of the 1990s 0 0 0 236 0 3 27 1,122
Synthetic returns on NIPA assets: An international comparison 0 0 0 23 0 1 11 165
The International Diversification Puzzle Is Worse Than You Think 1 1 2 693 2 3 26 2,120
The Two‐Pillar Policy for the RMB 0 0 4 24 2 6 41 131
The equity premium implied by production 0 0 0 51 0 1 8 264
The pricing of U.S. Treasury floating rate notes 1 1 9 23 2 7 50 102
Using Asset Prices to Measure the Cost of Business Cycles 0 1 1 76 1 5 24 798
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth 0 0 1 161 0 1 9 576
Total Journal Articles 3 7 39 4,490 25 68 615 16,492
1 registered items for which data could not be found


Statistics updated 2026-08-07