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 2 136
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 0 2 1,169
Dynamic Banking with Non-Maturing Deposits 0 0 0 13 0 0 1 14
Financial Development and Macroeconomic Stability 0 0 0 183 0 0 0 323
Financial Innovations and Macroeconomic Volatility 0 0 0 21 0 0 0 185
Financial Innovations and Macroeconomic Volatility 0 0 0 106 0 0 2 357
Financial Innovations and Macroeconomic Volatility 0 0 0 427 0 0 0 1,142
Financial Markets’ Views about the Euro-Swiss Franc Floor 0 0 0 28 0 1 4 84
Gold's Value as an Investment 1 2 4 8 1 2 5 18
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 385 1 1 2 1,493
Interest Rate Swap and Corporate Default 0 0 0 0 0 0 4 1,015
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 0 0 17 0 0 0 28
Interest rate swaps and corporate default 0 0 0 50 0 0 0 102
Interest rate swaps and corporate default 0 0 0 30 0 3 7 87
International Portfolio Diversification and Endogenous Labour Supply Choice 0 0 0 0 1 1 1 647
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 0 1 1,277
Macroeconomic Effects of Financial Shocks 0 1 2 107 0 2 4 448
Macroeconomic Effects of Financial Shocks 0 0 2 690 0 8 17 1,410
Negative Swap Spreads and Limited Arbitrage 0 0 3 21 1 4 13 81
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 4 0 1 9 16
Perpetual Futures Pricing 0 0 1 1 2 5 12 12
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 60 0 0 2 402
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 214 0 0 2 1,049
Quantitative asset pricing implications of endogenous solvency constraints 0 0 0 182 0 2 5 594
Rules versus Discretion in Capital Regulation 0 0 0 0 1 1 1 1
Should the U.S. Government Issue Floating Rate Notes? 0 0 0 12 0 0 3 42
Sticky Leverage 0 0 2 119 1 2 5 216
Stock Market Boom and the Productivity Gains of the 1990s 1 1 1 280 1 1 2 1,646
The Equity Premium Implied by Production 0 0 0 121 1 1 1 364
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 0 784 0 1 2 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 0 1 524
The Size of the Permanent Component of Asset Pricing Kernels 0 0 0 22 0 1 3 192
The Two-Pillar Policy for the RMB 0 0 0 66 0 2 8 154
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 2 0 1 3 610
Using Asset Prices to Measure the Cost of Business Cycles 0 0 1 49 0 0 2 218
Using Asset Prices to Measure the Cost of Business Cycles 0 0 0 282 0 0 2 1,061
Total Working Papers 2 4 18 5,359 10 40 129 22,834


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 3 4 20 1,640 6 12 43 3,090
Cryptocurrencies and Cagan’s model of hyperinflation 0 3 4 33 1 6 19 134
Dynamic banking with non-maturing deposits 0 0 0 4 0 0 5 21
EconomicDynamics Interviews Urban Jermann on Asset Pricing 0 0 0 196 0 1 1 569
Efficiency, Equilibrium, and Asset Pricing with Risk of Default 0 0 0 3 1 2 8 1,811
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 0 2 5 29
Financial innovations and macroeconomic volatility 0 0 2 94 0 1 7 339
Gold’s Value as an Investment 0 3 3 3 1 10 10 10
Household Production and the Excess Sensitivity of Consumption to Current Income 0 0 0 187 0 1 1 828
Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans 0 1 3 3 0 3 18 18
Interest rate swaps and corporate default 0 1 3 20 0 1 7 117
International portfolio diversification and endogenous labor supply choice 0 0 0 48 0 1 3 139
Macroeconomic Effects of Financial Shocks 1 1 8 651 2 6 39 1,993
Negative Swap Spreads and Limited Arbitrage 0 1 3 12 0 3 11 65
Nontraded goods, nontraded factors, and international non-diversification 0 0 0 120 0 0 2 443
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints 0 0 0 1 1 1 7 498
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 0 2 7 315
Stock market boom and the productivity gains of the 1990s 0 0 1 236 1 3 5 1,095
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 0 1 2 691 2 5 13 2,092
The Two‐Pillar Policy for the RMB 0 0 3 17 2 4 21 86
The equity premium implied by production 0 0 1 51 0 2 3 256
The pricing of U.S. Treasury floating rate notes 0 1 11 11 1 8 42 42
Using Asset Prices to Measure the Cost of Business Cycles 0 0 1 75 0 0 7 772
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth 0 0 1 159 1 1 5 565
Total Journal Articles 4 16 68 4,522 19 75 292 16,141


Statistics updated 2025-05-12