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Urban J. Jermann · Study
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Author
Urban J. Jermann
22 works
· latest 2019
· 6 institutions
cluster: provisional
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21
i10
22
Citations
5,541
Works here
22
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Most cited in this library
Macroeconomic Effects of Financial Shocks
2012 · 1,207 citations
Asset pricing in production economies
1998 · 1,083 citations
Efficiency, Equilibrium, and Asset Pricing with Risk of Default
2000 · 729 citations
The International Diversification Puzzle is Worse Than You Think
1995 · 561 citations
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
2005 · 338 citations
Works
22 shown
Negative Swap Spreads and Limited Arbitrage
Review of Financial Studies
·
2019
·
1 author
82
citations
The Two-Pillar Policy for the RMB
The Journal of Finance
·
2019
·
3 authors
·
Open access
30
citations
Financial Markets' Views about the Euro–Swiss Franc Floor
Journal of money credit and banking
·
2017
·
1 author
·
Open access
33
citations
Sticky Leverage
American Economic Review
·
2016
·
3 authors
173
citations
Financial Markets’ Views about the Euro-Swiss Franc Floor
National Bureau of Economic Research
·
2016
·
1 author
·
report
·
Open access
19
citations
A production-based model for the term structure
Journal of Financial Economics
·
2013
·
1 author
40
citations
Erratum: Macroeconomic Effects of Financial Shocks
American Economic Review
·
2012
·
2 authors
·
other
22
citations
Macroeconomic Effects of Financial Shocks
American Economic Review
·
2012
·
2 authors
1,207
citations
The equity premium implied by production
Journal of Financial Economics
·
2010
·
1 author
·
Open access
77
citations
Macroeconomic Effects of Financial Shocks
National Bureau of Economic Research
·
2009
·
2 authors
·
report
·
Open access
148
citations
Stock market boom and the productivity gains of the 1990s
Journal of Monetary Economics
·
2006
·
2 authors
113
citations
Financial Innovations and Macroeconomic Volatility
National Bureau of Economic Research
·
2006
·
2 authors
·
report
·
Open access
98
citations
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
Econometrica
·
2005
·
2 authors
338
citations
Using Asset Prices to Measure the Cost of Business Cycles
Journal of Political Economy
·
2004
·
2 authors
·
Open access
186
citations
Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
Review of Financial Studies
·
2001
·
2 authors
195
citations
Using Asset Prices to Measure the Cost of Business Cycles
National Bureau of Economic Research
·
2000
·
2 authors
·
report
·
Open access
89
citations
Efficiency, Equilibrium, and Asset Pricing with Risk of Default
Econometrica
·
2000
·
2 authors
729
citations
Household Production and the Excess Sensitivity of Consumption to Current Income
National Bureau of Economic Research
·
1999
·
2 authors
·
report
·
Open access
44
citations
Nontraded goods, nontraded factors, and international non-diversification
Journal of International Economics
·
1998
·
3 authors
·
Open access
133
citations
Asset pricing in production economies
Journal of Monetary Economics
·
1998
·
1 author
·
Open access
1,083
citations
The International Diversification Puzzle is Worse Than You Think
National Bureau of Economic Research
·
1995
·
2 authors
·
report
·
Open access
561
citations
Household Production and the Excess Sensitivity of Consumption to Current Income
RePEc: Research Papers in Economics
·
2 authors
141
citations