Urban Joseph Jermann
Names
| first: |
Urban |
| middle: |
Joseph |
| last: |
Jermann |
Identifer
Contact
Affiliations
-
National Bureau of Economic Research (NBER) (weight: 50%)
-
University of Pennsylvania
/ Wharton School of Business
/ Finance Department (weight: 50%)
Research profile
author of:
- Macroeconomic Effects of Financial Shocks (RePEc:aea:aecrev:v:102:y:2012:i:1:p:238-71)
by Urban Jermann & Vincenzo Quadrini - Erratum: Macroeconomic Effects of Financial Shocks (RePEc:aea:aecrev:v:102:y:2012:i:2:p:1186-1186)
by Urban Jermann & Vincenzo Quadrini - Sticky Leverage (RePEc:aea:aecrev:v:106:y:2016:i:12:p:3800-3828)
by João Gomes & Urban Jermann & Lukas Schmid - The International Diversification Puzzle Is Worse Than You Think (RePEc:aea:aecrev:v:87:y:1997:i:1:p:170-80)
by Baxter, Marianne & Jermann, Urban J - Household Production and the Excess Sensitivity of Consumption to Current Income (RePEc:aea:aecrev:v:89:y:1999:i:4:p:902-920)
by Urban J. Jermann & Marianne Baxter - Perpetual Futures Pricing (RePEc:arx:papers:2310.11771)
by Damien Ackerer & Julien Hugonnier & Urban Jermann - The Two‐Pillar Policy for the RMB (RePEc:bla:jfinan:v:77:y:2022:i:6:p:3093-3140)
by Urban J. Jermann & Bin Wei & Vivian Z. Yue - Asset Pricing When Risk Sharing is Limited by Default (RePEc:cla:levarc:1898)
by Fernando Alvarez & Urban J Jermann - Financial Innovations and Macroeconomic Volatility (RePEc:cpr:ceprdp:5727)
by Quadrini, Vincenzo & Jermann, Urban - Macroeconomic Effects of Financial Shocks (RePEc:cpr:ceprdp:7451)
by Quadrini, Vincenzo & Jermann, Urban - Interest rate swaps and corporate default (RePEc:ecb:ecbwps:20131590)
by Jermann, Urban J. & Yue, Vivian Z. - Using Asset Prices to Measure the Cost of Business Cycles (RePEc:ecl:upafin:00-1)
by Alvarez, Fernando & Jermann, Urban J. - The Size of the Permanent Component of Asset Pricing Kernels (RePEc:ecl:upafin:01-4)
by Alvarez, Fernando & Jermann, Urban J. - Efficiency, Equilibrium, and Asset Pricing with Risk of Default (RePEc:ecm:emetrp:v:68:y:2000:i:4:p:775-798)
by Fernando Alvarez & Urban J. Jermann - Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth (RePEc:ecm:emetrp:v:73:y:2005:i:6:p:1977-2016)
by Fernando Alvarez & Urban J. Jermann - Social security and institutions for intergenerational, intragenerational, and international risk-sharing : A comment (RePEc:eee:crcspp:v:50:y:1999:i::p:205-212)
by Jermann, Urban J. - Interest rate swaps and corporate default (RePEc:eee:dyncon:v:88:y:2018:i:c:p:104-120)
by Jermann, Urban J. & Yue, Vivian Z. - Synthetic returns on NIPA assets: An international comparison (RePEc:eee:eecrev:v:42:y:1998:i:6:p:1141-1172)
by Baxter, Marianne & Jermann, Urban J. & King, Robert G. - International portfolio diversification and endogenous labor supply choice (RePEc:eee:eecrev:v:46:y:2002:i:3:p:507-522)
by Jermann, Urban J. - Nontraded goods, nontraded factors, and international non-diversification (RePEc:eee:inecon:v:44:y:1998:i:2:p:211-229)
by Baxter, Marianne & Jermann, Urban J. & King, Robert G. - Dynamic banking with non-maturing deposits (RePEc:eee:jetheo:v:209:y:2023:i:c:s0022053123000406)
by Jermann, Urban & Xiang, Haotian - A production-based model for the term structure (RePEc:eee:jfinec:v:109:y:2013:i:2:p:293-306)
by Jermann, Urban J. - The pricing of U.S. Treasury floating rate notes (RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000564)
by Hartley, Jonathan S. & Jermann, Urban J. - The equity premium implied by production (RePEc:eee:jfinec:v:98:y:2010:i:2:p:279-296)
by Jermann, Urban J. - Cryptocurrencies and Cagan’s model of hyperinflation (RePEc:eee:jmacro:v:69:y:2021:i:c:s0164070421000446)
by Jermann, Urban J. - Asset pricing in production economies (RePEc:eee:moneco:v:41:y:1998:i:2:p:257-275)
by Jermann, Urban J. - Stock market boom and the productivity gains of the 1990s (RePEc:eee:moneco:v:54:y:2007:i:2:p:413-432)
by Jermann, Urban J. & Quadrini, Vincenzo - The Two-Pillar Policy for the RMB (RePEc:fip:fedawp:2019-08)
by Urban J. Jermann & Bin Wei & Vivian Z. Yue - Financial innovations and macroeconomic volatility (RePEc:fip:fedfpr:y:2006:i:nov:x:19)
by Urban J. Jermann & Vincenzo Quadrini - Interest rate swaps and corporate default (RePEc:fip:fedgif:1090)
by Urban J. Jermann & Vivian Z. Yue - International portfolio diversification and labor/leisure choice (RePEc:fip:fedmem:119)
by Urban J. Jermann - Quantitative asset pricing implications of endogenous solvency constraints (RePEc:fip:fedpwp:99-5)
by Fernando Alvarez & Urban J. Jermann - Quantitative Asset Pricing Implications of Endogenous Solvency Constraints (RePEc:fth:pennfi:10-99)
by Fernando Alvarez & Urban J. Jermann - Using Asset Prices to Measure the Cost of Business Cycles (RePEc:fth:pennif:00-1)
by Alvarez, F. & Jermann, U.J. - International Portfolio Diversification and Endogenous Labour Supply Choice (RePEc:fth:pennif:98-06)
by Jermann, U.J. - Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans (RePEc:kap:jfsres:v:65:y:2024:i:2:d:10.1007_s10693-023-00415-5)
by Urban Jermann - Financial Innovations and Macroeconomic Volatility (RePEc:nbr:nberwo:12308)
by Urban Jermann & Vincenzo Quadrini - The Equity Premium Implied by Production (RePEc:nbr:nberwo:12487)
by Urban Jermann - Macroeconomic Effects of Financial Shocks (RePEc:nbr:nberwo:15338)
by Urban Jermann & Vincenzo Quadrini - A Production-Based Model for the Term Structure (RePEc:nbr:nberwo:18774)
by Urban Jermann - Financial Markets’ Views about the Euro-Swiss Franc Floor (RePEc:nbr:nberwo:21977)
by Urban J. Jermann - Negative Swap Spreads and Limited Arbitrage (RePEc:nbr:nberwo:25422)
by Urban Jermann - Should the U.S. Government Issue Floating Rate Notes? (RePEc:nbr:nberwo:27065)
by Jonathan S. Hartley & Urban Jermann - Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans (RePEc:nbr:nberwo:29614)
by Urban Jermann - Dynamic Banking with Non-Maturing Deposits (RePEc:nbr:nberwo:31057)
by Urban Jermann & Haotian Xiang - Gold's Value as an Investment (RePEc:nbr:nberwo:31386)
by Urban Jermann - Perpetual Futures Pricing (RePEc:nbr:nberwo:32936)
by Damien Ackerer & Julien Hugonnier & Urban Jermann - The International Diversification Puzzle is Worse Than You Think (RePEc:nbr:nberwo:5019)
by Marianne Baxter & Urban J. Jermann - Nontraded Goods, Nontraded Factors, and International Non-Diversification (RePEc:nbr:nberwo:5175)
by Marianne Baxter & Urban J. Jermann & Robert G. King - International Portfolio Diversification and Labor/Leisure Choice (RePEc:nbr:nberwo:6382)
by Urban J. Jermann - Asset Pricing when Risk Sharing is Limited by Default (RePEc:nbr:nberwo:6476)
by Fernando Alvarez & Urban J. Jermann - Quantitative Asset Pricing Implications of Endogenous Solvency Constraints (RePEc:nbr:nberwo:6953)
by Fernando Alvarez & Urban J. Jermann - Household Production and the Excess Sensitivity of Consumption to Current Income (RePEc:nbr:nberwo:7046)
by Marianne Baxter & Urban J. Jermann - Using Asset Prices to Measure the Cost of Business Cycles (RePEc:nbr:nberwo:7978)
by Fernando Alvarez & Urban J. Jermann - The Size of the Permanent Component of Asset Pricing Kernels (RePEc:nbr:nberwo:8360)
by Fernando Alvarez & Urban J. Jermann - Stock Market Boom and the Productivity Gains of the 1990s (RePEc:nbr:nberwo:9034)
by Urban Jermann & Vincenzo Quadrini - Quantitative Asset Pricing Implications of Endogenous Solvency Constraints (RePEc:oup:rfinst:v:14:y:2001:i:4:p:1117-51)
by Alvarez, Fernando & Jermann, Urban J - Negative Swap Spreads and Limited Arbitrage (RePEc:oup:rfinst:v:33:y:2020:i:1:p:212-238.)
by Urban J Jermann - Gold’s Value as an Investment (RePEc:oup:rfinst:v:38:y:2025:i:2:p:422-456.)
by Urban J Jermann - EconomicDynamics Interviews Urban Jermann on Asset Pricing (RePEc:red:ecodyn:v:3:y:2002:i:2:interview)
by Urban Jermann - The Equity Premium Implied by Production (RePEc:red:sed005:630)
by Urban J. Jermann - Financial Development and Macroeconomic Stability (RePEc:red:sed005:692)
by Vincenzo Quadrini & Urban Jermann - Interest Rate Swap and Corporate Default (RePEc:red:sed006:866)
by Urban Jermann & Vivian Z. Yue - Financial Innovations and Macroeconomic Volatility (RePEc:red:sed007:50)
by Urban Jermann & Vincenzo Quadrini - On the Macroeconomic Effects of Credit Shocks (RePEc:red:sed009:169)
by Vincenzo Quadrini & Urban Jermann - Sticky Leverage (RePEc:red:sed014:40)
by Urban Jermann & Lukas Schmid & Joao Gomes - The International Diversification Puzzle is Worse than you Think (RePEc:roc:rocher:350)
by Baxter, M. & Jermann, U.J. - Using Asset Prices to Measure the Cost of Business Cycles (RePEc:ucp:jpolec:v:112:y:2004:i:6:p:1223-1256)
by Fernando Alvarez & Urban J. Jermann - Financial Markets' Views about the Euro–Swiss Franc Floor (RePEc:wly:jmoncb:v:49:y:2017:i:2-3:p:553-565)
by Urban J. Jermann