| 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 |
1 |
8 |
144 |
| Asset Pricing When Risk Sharing is Limited by Default |
0 |
0 |
0 |
8 |
0 |
5 |
24 |
140 |
| Asset Pricing when Risk Sharing is Limited by Default |
0 |
0 |
0 |
263 |
1 |
1 |
12 |
1,181 |
| Dynamic Banking with Non-Maturing Deposits |
0 |
0 |
1 |
14 |
0 |
3 |
24 |
38 |
| Financial Development and Macroeconomic Stability |
0 |
0 |
0 |
183 |
0 |
0 |
9 |
332 |
| Financial Innovations and Macroeconomic Volatility |
0 |
0 |
0 |
427 |
0 |
2 |
18 |
1,161 |
| Financial Innovations and Macroeconomic Volatility |
0 |
0 |
0 |
106 |
0 |
1 |
9 |
366 |
| Financial Innovations and Macroeconomic Volatility |
0 |
0 |
0 |
21 |
2 |
6 |
14 |
199 |
| Financial Markets’ Views about the Euro-Swiss Franc Floor |
0 |
0 |
0 |
28 |
0 |
3 |
22 |
106 |
| Gold's Value as an Investment |
1 |
1 |
3 |
11 |
3 |
12 |
32 |
50 |
| Household Production and the Excess Sensitivity of Consumption to Current Income |
0 |
0 |
1 |
386 |
0 |
3 |
32 |
1,525 |
| How Credible is Hong Kong's Currency Peg? |
0 |
0 |
7 |
7 |
3 |
15 |
39 |
39 |
| Interest Rate Swap and Corporate Default |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
1,030 |
| Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans |
0 |
0 |
0 |
17 |
0 |
4 |
18 |
46 |
| Interest rate swaps and corporate default |
0 |
0 |
2 |
32 |
0 |
6 |
18 |
105 |
| Interest rate swaps and corporate default |
0 |
0 |
0 |
50 |
0 |
1 |
13 |
115 |
| International Portfolio Diversification and Endogenous Labour Supply Choice |
0 |
0 |
0 |
0 |
0 |
4 |
11 |
658 |
| International Portfolio Diversification and Labor/Leisure Choice |
0 |
0 |
0 |
148 |
0 |
1 |
8 |
1,285 |
| International portfolio diversification and labor/leisure choice |
0 |
0 |
1 |
208 |
0 |
2 |
12 |
1,289 |
| Macroeconomic Effects of Financial Shocks |
0 |
0 |
0 |
107 |
2 |
10 |
22 |
470 |
| Macroeconomic Effects of Financial Shocks |
0 |
0 |
0 |
691 |
3 |
10 |
35 |
1,446 |
| Negative Swap Spreads and Limited Arbitrage |
0 |
0 |
0 |
21 |
0 |
5 |
21 |
102 |
| Nontraded Goods, Nontraded Factors, and International Non-Diversification |
0 |
0 |
0 |
259 |
0 |
4 |
12 |
1,127 |
| On the Macroeconomic Effects of Credit Shocks |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
82 |
| Perpetual Futures Pricing |
0 |
0 |
2 |
6 |
2 |
16 |
34 |
50 |
| Perpetual Futures Pricing |
0 |
2 |
3 |
4 |
7 |
17 |
80 |
92 |
| Quantitative Asset Pricing Implications of Endogenous Solvency Constraints |
0 |
0 |
0 |
60 |
0 |
0 |
15 |
417 |
| Quantitative Asset Pricing Implications of Endogenous Solvency Constraints |
0 |
0 |
0 |
214 |
0 |
2 |
15 |
1,064 |
| Quantitative asset pricing implications of endogenous solvency constraints |
0 |
0 |
0 |
182 |
0 |
1 |
14 |
608 |
| Rules versus Discretion in Capital Regulation |
0 |
0 |
0 |
8 |
0 |
2 |
10 |
13 |
| Should the U.S. Government Issue Floating Rate Notes? |
0 |
0 |
0 |
12 |
1 |
5 |
12 |
54 |
| Sticky Leverage |
0 |
0 |
1 |
120 |
0 |
1 |
20 |
236 |
| Stock Market Boom and the Productivity Gains of the 1990s |
0 |
0 |
0 |
280 |
1 |
3 |
14 |
1,662 |
| The Equity Premium Implied by Production |
0 |
0 |
0 |
121 |
0 |
0 |
10 |
374 |
| The Equity Premium Implied by Production |
0 |
0 |
0 |
61 |
0 |
0 |
5 |
216 |
| The International Diversification Puzzle is Worse Than You Think |
0 |
0 |
3 |
787 |
0 |
5 |
18 |
2,395 |
| The International Diversification Puzzle is Worse than you Think |
0 |
0 |
0 |
0 |
0 |
12 |
19 |
562 |
| The Size of the Permanent Component of Asset Pricing Kernels |
0 |
0 |
0 |
22 |
0 |
1 |
8 |
200 |
| The Size of the Permanent Component of Asset Pricing Kernels |
0 |
1 |
1 |
101 |
1 |
3 |
9 |
533 |
| The Two-Pillar Policy for the RMB |
0 |
0 |
2 |
68 |
0 |
3 |
20 |
175 |
| Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
2 |
1 |
3 |
13 |
623 |
| Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
282 |
1 |
5 |
14 |
1,075 |
| Using Asset Prices to Measure the Cost of Business Cycles |
0 |
0 |
0 |
49 |
0 |
3 |
10 |
228 |
| Total Working Papers |
1 |
4 |
27 |
5,395 |
28 |
182 |
770 |
23,613 |
| 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 |
2 |
8 |
94 |
| Asset pricing in production economies |
1 |
2 |
9 |
1,650 |
1 |
15 |
49 |
3,140 |
| Cryptocurrencies and Cagan’s model of hyperinflation |
0 |
0 |
1 |
34 |
2 |
4 |
30 |
164 |
| Dynamic banking with non-maturing deposits |
0 |
0 |
0 |
4 |
0 |
3 |
15 |
36 |
| EconomicDynamics Interviews Urban Jermann on Asset Pricing |
0 |
0 |
0 |
196 |
0 |
1 |
3 |
572 |
| Efficiency, Equilibrium, and Asset Pricing with Risk of Default |
0 |
0 |
0 |
3 |
0 |
8 |
27 |
1,839 |
| Erratum: Macroeconomic Effects of Financial Shocks |
0 |
0 |
1 |
145 |
0 |
3 |
22 |
444 |
| Financial Markets' Views about the Euro–Swiss Franc Floor |
1 |
1 |
1 |
4 |
1 |
8 |
18 |
47 |
| Gold’s Value as an Investment |
0 |
1 |
11 |
16 |
3 |
9 |
43 |
57 |
| Household Production and the Excess Sensitivity of Consumption to Current Income |
0 |
0 |
0 |
187 |
0 |
5 |
16 |
844 |
| Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans |
0 |
0 |
0 |
3 |
1 |
8 |
34 |
54 |
| Interest rate swaps and corporate default |
0 |
0 |
0 |
20 |
1 |
3 |
16 |
134 |
| International portfolio diversification and endogenous labor supply choice |
0 |
0 |
0 |
48 |
1 |
3 |
14 |
153 |
| Macroeconomic Effects of Financial Shocks |
0 |
1 |
3 |
656 |
1 |
11 |
48 |
2,046 |
| Negative Swap Spreads and Limited Arbitrage |
0 |
0 |
2 |
15 |
0 |
2 |
19 |
85 |
| Nontraded goods, nontraded factors, and international non-diversification |
0 |
0 |
0 |
120 |
2 |
4 |
14 |
457 |
| Quantitative Asset Pricing Implications of Endogenous Solvency Constraints |
0 |
0 |
0 |
1 |
0 |
6 |
17 |
515 |
| Social security and institutions for intergenerational, intragenerational, and international risk-sharing: A comment |
0 |
0 |
0 |
39 |
0 |
0 |
3 |
158 |
| Sticky Leverage |
0 |
0 |
1 |
48 |
0 |
5 |
32 |
347 |
| Stock market boom and the productivity gains of the 1990s |
0 |
0 |
0 |
236 |
1 |
8 |
25 |
1,120 |
| Synthetic returns on NIPA assets: An international comparison |
0 |
0 |
0 |
23 |
1 |
5 |
12 |
165 |
| The International Diversification Puzzle Is Worse Than You Think |
0 |
0 |
1 |
692 |
1 |
7 |
26 |
2,118 |
| The Two‐Pillar Policy for the RMB |
0 |
0 |
5 |
24 |
3 |
16 |
39 |
128 |
| The equity premium implied by production |
0 |
0 |
0 |
51 |
0 |
3 |
7 |
263 |
| The pricing of U.S. Treasury floating rate notes |
0 |
4 |
11 |
22 |
4 |
18 |
57 |
99 |
| Using Asset Prices to Measure the Cost of Business Cycles |
1 |
1 |
1 |
76 |
2 |
7 |
23 |
795 |
| Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth |
0 |
0 |
1 |
161 |
0 |
0 |
9 |
575 |
| Total Journal Articles |
3 |
10 |
48 |
4,486 |
25 |
164 |
626 |
16,449 |