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 2 2 138
Asset Pricing When Risk Sharing is Limited by Default 0 0 0 8 0 1 2 118
Asset Pricing when Risk Sharing is Limited by Default 0 0 0 263 4 8 9 1,177
Dynamic Banking with Non-Maturing Deposits 0 0 0 13 1 4 5 19
Financial Development and Macroeconomic Stability 0 0 0 183 1 2 3 326
Financial Innovations and Macroeconomic Volatility 0 0 0 21 2 2 5 190
Financial Innovations and Macroeconomic Volatility 0 0 0 106 1 1 1 358
Financial Innovations and Macroeconomic Volatility 0 0 0 427 1 2 6 1,148
Financial Markets’ Views about the Euro-Swiss Franc Floor 0 0 0 28 3 7 9 92
Gold's Value as an Investment 0 2 4 10 2 7 11 27
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 385 4 17 21 1,513
How Credible is Hong Kong's Currency Peg? 0 5 5 5 2 17 17 17
Interest Rate Swap and Corporate Default 0 0 0 0 2 7 12 1,026
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 17 1 1 2 30
Interest rate swaps and corporate default 0 0 0 50 2 6 8 110
Interest rate swaps and corporate default 0 0 2 32 2 5 12 95
International Portfolio Diversification and Endogenous Labour Supply Choice 0 0 0 0 1 1 3 649
International Portfolio Diversification and Labor/Leisure Choice 0 0 0 148 0 2 2 1,279
International portfolio diversification and labor/leisure choice 0 1 1 208 2 4 5 1,282
Macroeconomic Effects of Financial Shocks 0 0 2 691 4 10 30 1,430
Macroeconomic Effects of Financial Shocks 0 0 1 107 0 7 9 455
Negative Swap Spreads and Limited Arbitrage 0 0 0 21 7 8 12 89
Nontraded Goods, Nontraded Factors, and International Non-Diversification 0 0 0 259 1 2 3 1,118
On the Macroeconomic Effects of Credit Shocks 0 0 0 0 0 0 1 79
Perpetual Futures Pricing 0 1 1 2 31 46 55 61
Perpetual Futures Pricing 0 1 2 6 7 9 16 30
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 60 4 7 10 411
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 214 0 3 5 1,053
Quantitative asset pricing implications of endogenous solvency constraints 0 0 0 182 4 6 10 601
Rules versus Discretion in Capital Regulation 0 0 8 8 1 2 7 7
Should the U.S. Government Issue Floating Rate Notes? 0 0 0 12 1 2 4 46
Sticky Leverage 0 0 1 120 1 5 10 224
Stock Market Boom and the Productivity Gains of the 1990s 0 0 1 280 3 6 9 1,654
The Equity Premium Implied by Production 0 0 0 61 1 2 2 213
The Equity Premium Implied by Production 0 0 0 121 0 4 5 368
The International Diversification Puzzle is Worse Than You Think 0 0 2 786 1 3 7 2,383
The International Diversification Puzzle is Worse than you Think 0 0 0 0 2 4 4 547
The Size of the Permanent Component of Asset Pricing Kernels 0 0 0 22 1 3 5 195
The Size of the Permanent Component of Asset Pricing Kernels 0 0 0 100 1 2 3 526
The Two-Pillar Policy for the RMB 1 1 2 68 4 5 12 163
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 49 1 5 7 224
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 2 2 3 5 613
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 282 3 5 7 1,067
Total Working Papers 1 11 32 5,386 111 245 373 23,151


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 4 5 91
Asset pricing in production economies 2 3 12 1,647 4 16 44 3,120
Cryptocurrencies and Cagan’s model of hyperinflation 0 0 4 34 4 12 23 149
Dynamic banking with non-maturing deposits 0 0 0 4 1 3 5 25
EconomicDynamics Interviews Urban Jermann on Asset Pricing 0 0 0 196 0 1 3 571
Efficiency, Equilibrium, and Asset Pricing with Risk of Default 0 0 0 3 3 13 18 1,826
Erratum: Macroeconomic Effects of Financial Shocks 0 0 2 145 3 5 14 434
Financial Markets' Views about the Euro–Swiss Franc Floor 0 0 0 3 1 2 4 31
Gold’s Value as an Investment 0 2 13 13 3 8 35 35
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 187 1 2 5 832
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 2 3 13 17 28 39
Interest rate swaps and corporate default 0 0 2 20 0 4 9 124
International portfolio diversification and endogenous labor supply choice 0 0 0 48 1 4 8 144
Macroeconomic Effects of Financial Shocks 0 0 5 655 6 16 42 2,023
Negative Swap Spreads and Limited Arbitrage 0 1 4 15 2 5 13 73
Nontraded goods, nontraded factors, and international non-diversification 0 0 0 120 1 3 5 448
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 1 0 2 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 6 15 328
Stock market boom and the productivity gains of the 1990s 0 0 0 236 4 8 13 1,105
Synthetic returns on NIPA assets: An international comparison 0 0 0 23 1 2 3 156
The International Diversification Puzzle Is Worse Than You Think 0 0 2 692 8 12 21 2,108
The Two‐Pillar Policy for the RMB 0 1 7 24 3 7 23 104
The equity premium implied by production 0 0 1 51 1 1 4 257
The pricing of U.S. Treasury floating rate notes 1 1 8 17 11 16 40 73
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 75 1 7 11 782
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth 0 0 2 161 0 3 8 571
Total Journal Articles 3 9 65 4,472 75 179 406 16,106
1 registered items for which data could not be found


Statistics updated 2026-01-09