Urban Joseph Jermann
Names
| first: |
Urban |
| middle: |
Joseph |
| last: |
Jermann |
Identifer
Contact
Affiliations
-
University of Pennsylvania
/ Wharton School of Business
/ Finance Department (weight: 50%)
-
National Bureau of Economic Research (NBER) (weight: 50%)
Research profile
author of:
- Macroeconomic Effects of Financial Shocks
American Economic Review, American Economic Association (2012)
by Urban Jermann & Vincenzo Quadrini
(ReDIF-article, aea:aecrev:v:102:y:2012:i:1:p:238-71) - Erratum: Macroeconomic Effects of Financial Shocks
American Economic Review, American Economic Association (2012)
by Urban Jermann & Vincenzo Quadrini
(ReDIF-article, aea:aecrev:v:102:y:2012:i:2:p:1186-1186) - Sticky Leverage
American Economic Review, American Economic Association (2016)
by João Gomes & Urban Jermann & Lukas Schmid
(ReDIF-article, aea:aecrev:v:106:y:2016:i:12:p:3800-3828) - The International Diversification Puzzle Is Worse Than You Think
American Economic Review, American Economic Association (1997)
by Baxter, Marianne & Jermann, Urban J
(ReDIF-article, aea:aecrev:v:87:y:1997:i:1:p:170-80) - Household Production and the Excess Sensitivity of Consumption to Current Income
American Economic Review, American Economic Association (1999)
by Urban J. Jermann & Marianne Baxter
(ReDIF-article, aea:aecrev:v:89:y:1999:i:4:p:902-920) - The Two‐Pillar Policy for the RMB
Journal of Finance, American Finance Association (2022)
by Urban J. Jermann & Bin Wei & Vivian Z. Yue
(ReDIF-article, bla:jfinan:v:77:y:2022:i:6:p:3093-3140) - Asset Pricing When Risk Sharing is Limited by Default
Levine's Working Paper Archive, David K. Levine (2010)
by Fernando Alvarez & Urban J Jermann
(ReDIF-paper, cla:levarc:1898) - Financial Innovations and Macroeconomic Volatility
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
by Quadrini, Vincenzo & Jermann, Urban
(ReDIF-paper, cpr:ceprdp:5727) - Macroeconomic Effects of Financial Shocks
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
by Quadrini, Vincenzo & Jermann, Urban
(ReDIF-paper, cpr:ceprdp:7451) - Interest rate swaps and corporate default
Working Paper Series, European Central Bank (2013)
by Jermann, Urban J. & Yue, Vivian Z.
(ReDIF-paper, ecb:ecbwps:20131590) - Using Asset Prices to Measure the Cost of Business Cycles
Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2000)
by Alvarez, Fernando & Jermann, Urban J.
(ReDIF-paper, ecl:upafin:00-1) - The Size of the Permanent Component of Asset Pricing Kernels
Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2001)
by Alvarez, Fernando & Jermann, Urban J.
(ReDIF-paper, ecl:upafin:01-4) - Efficiency, Equilibrium, and Asset Pricing with Risk of Default
Econometrica, Econometric Society (2000)
by Fernando Alvarez & Urban J. Jermann
(ReDIF-article, ecm:emetrp:v:68:y:2000:i:4:p:775-798) - Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
Econometrica, Econometric Society (2005)
by Fernando Alvarez & Urban J. Jermann
(ReDIF-article, ecm:emetrp:v:73:y:2005:i:6:p:1977-2016) - Social security and institutions for intergenerational, intragenerational, and international risk-sharing : A comment
Carnegie-Rochester Conference Series on Public Policy, Elsevier (1999)
by Jermann, Urban J.
(ReDIF-article, eee:crcspp:v:50:y:1999:i::p:205-212) - Interest rate swaps and corporate default
Journal of Economic Dynamics and Control, Elsevier (2018)
by Jermann, Urban J. & Yue, Vivian Z.
(ReDIF-article, eee:dyncon:v:88:y:2018:i:c:p:104-120) - Synthetic returns on NIPA assets: An international comparison
European Economic Review, Elsevier (1998)
by Baxter, Marianne & Jermann, Urban J. & King, Robert G.
(ReDIF-article, eee:eecrev:v:42:y:1998:i:6:p:1141-1172) - International portfolio diversification and endogenous labor supply choice
European Economic Review, Elsevier (2002)
by Jermann, Urban J.
(ReDIF-article, eee:eecrev:v:46:y:2002:i:3:p:507-522) - Nontraded goods, nontraded factors, and international non-diversification
Journal of International Economics, Elsevier (1998)
by Baxter, Marianne & Jermann, Urban J. & King, Robert G.
(ReDIF-article, eee:inecon:v:44:y:1998:i:2:p:211-229) - A production-based model for the term structure
Journal of Financial Economics, Elsevier (2013)
by Jermann, Urban J.
(ReDIF-article, eee:jfinec:v:109:y:2013:i:2:p:293-306) - The equity premium implied by production
Journal of Financial Economics, Elsevier (2010)
by Jermann, Urban J.
(ReDIF-article, eee:jfinec:v:98:y:2010:i:2:p:279-296) - Cryptocurrencies and Cagan’s model of hyperinflation
Journal of Macroeconomics, Elsevier (2021)
by Jermann, Urban J.
(ReDIF-article, eee:jmacro:v:69:y:2021:i:c:s0164070421000446) - Asset pricing in production economies
Journal of Monetary Economics, Elsevier (1998)
by Jermann, Urban J.
(ReDIF-article, eee:moneco:v:41:y:1998:i:2:p:257-275) - Stock market boom and the productivity gains of the 1990s
Journal of Monetary Economics, Elsevier (2007)
by Jermann, Urban J. & Quadrini, Vincenzo
(ReDIF-article, eee:moneco:v:54:y:2007:i:2:p:413-432) - The Two-Pillar Policy for the RMB
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2019)
by Urban J. Jermann & Bin Wei & Vivian Z. Yue
(ReDIF-paper, fip:fedawp:2019-08) - Financial innovations and macroeconomic volatility
Proceedings, Federal Reserve Bank of San Francisco (2006)
by Urban J. Jermann & Vincenzo Quadrini
(ReDIF-article, fip:fedfpr:y:2006:i:nov:x:19) - Interest rate swaps and corporate default
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013)
by Urban J. Jermann & Vivian Z. Yue
(ReDIF-paper, fip:fedgif:1090) - International portfolio diversification and labor/leisure choice
Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1997)
by Urban J. Jermann
(ReDIF-paper, fip:fedmem:119) - Quantitative asset pricing implications of endogenous solvency constraints
Working Papers, Federal Reserve Bank of Philadelphia (1999)
by Fernando Alvarez & Urban J. Jermann
(ReDIF-paper, fip:fedpwp:99-5) - Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
by Fernando Alvarez & Urban J. Jermann
(ReDIF-paper, fth:pennfi:10-99) - Using Asset Prices to Measure the Cost of Business Cycles
Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (2000)
by Alvarez, F. & Jermann, U.J.
(ReDIF-paper, fth:pennif:00-1) - International Portfolio Diversification and Endogenous Labour Supply Choice
Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (1998)
by Jermann, U.J.
(ReDIF-paper, fth:pennif:98-06) - Financial Innovations and Macroeconomic Volatility
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by Urban Jermann & Vincenzo Quadrini
(ReDIF-paper, nbr:nberwo:12308) - The Equity Premium Implied by Production
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by Urban Jermann
(ReDIF-paper, nbr:nberwo:12487) - Macroeconomic Effects of Financial Shocks
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Urban Jermann & Vincenzo Quadrini
(ReDIF-paper, nbr:nberwo:15338) - A Production-Based Model for the Term Structure
NBER Working Papers, National Bureau of Economic Research, Inc (2013)
by Urban Jermann
(ReDIF-paper, nbr:nberwo:18774) - Financial Markets’ Views about the Euro-Swiss Franc Floor
NBER Working Papers, National Bureau of Economic Research, Inc (2016)
by Urban J. Jermann
(ReDIF-paper, nbr:nberwo:21977) - Negative Swap Spreads and Limited Arbitrage
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Urban Jermann
(ReDIF-paper, nbr:nberwo:25422) - Should the U.S. Government Issue Floating Rate Notes?
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Jonathan S. Hartley & Urban Jermann
(ReDIF-paper, nbr:nberwo:27065) - Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by Urban Jermann
(ReDIF-paper, nbr:nberwo:29614) - Dynamic Banking with Non-Maturing Deposits
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Urban Jermann & Haotian Xiang
(ReDIF-paper, nbr:nberwo:31057) - Gold's Value as an Investment
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Urban Jermann
(ReDIF-paper, nbr:nberwo:31386) - The International Diversification Puzzle is Worse Than You Think
NBER Working Papers, National Bureau of Economic Research, Inc (1995)
by Marianne Baxter & Urban J. Jermann
(ReDIF-paper, nbr:nberwo:5019) - Nontraded Goods, Nontraded Factors, and International Non-Diversification
NBER Working Papers, National Bureau of Economic Research, Inc (1995)
by Marianne Baxter & Urban J. Jermann & Robert G. King
(ReDIF-paper, nbr:nberwo:5175) - International Portfolio Diversification and Labor/Leisure Choice
NBER Working Papers, National Bureau of Economic Research, Inc (1998)
by Urban J. Jermann
(ReDIF-paper, nbr:nberwo:6382) - Asset Pricing when Risk Sharing is Limited by Default
NBER Working Papers, National Bureau of Economic Research, Inc (1998)
by Fernando Alvarez & Urban J. Jermann
(ReDIF-paper, nbr:nberwo:6476) - Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
NBER Working Papers, National Bureau of Economic Research, Inc (1999)
by Fernando Alvarez & Urban J. Jermann
(ReDIF-paper, nbr:nberwo:6953) - Household Production and the Excess Sensitivity of Consumption to Current Income
NBER Working Papers, National Bureau of Economic Research, Inc (1999)
by Marianne Baxter & Urban J. Jermann
(ReDIF-paper, nbr:nberwo:7046) - Using Asset Prices to Measure the Cost of Business Cycles
NBER Working Papers, National Bureau of Economic Research, Inc (2000)
by Fernando Alvarez & Urban J. Jermann
(ReDIF-paper, nbr:nberwo:7978) - The Size of the Permanent Component of Asset Pricing Kernels
NBER Working Papers, National Bureau of Economic Research, Inc (2001)
by Fernando Alvarez & Urban J. Jermann
(ReDIF-paper, nbr:nberwo:8360) - Stock Market Boom and the Productivity Gains of the 1990s
NBER Working Papers, National Bureau of Economic Research, Inc (2002)
by Urban Jermann & Vincenzo Quadrini
(ReDIF-paper, nbr:nberwo:9034) - Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
Review of Financial Studies, Society for Financial Studies (2001)
by Alvarez, Fernando & Jermann, Urban J
(ReDIF-article, oup:rfinst:v:14:y:2001:i:4:p:1117-51) - Negative Swap Spreads and Limited Arbitrage
Review of Financial Studies, Society for Financial Studies (2020)
by Urban J Jermann
(ReDIF-article, oup:rfinst:v:33:y:2020:i:1:p:212-238.) - EconomicDynamics Interviews Urban Jermann on Asset Pricing
EconomicDynamics Newsletter, Review of Economic Dynamics (2002)
by Urban Jermann
(ReDIF-article, red:ecodyn:v:3:y:2002:i:2:interview) - The Equity Premium Implied by Production
2005 Meeting Papers, Society for Economic Dynamics (2005)
by Urban J. Jermann
(ReDIF-paper, red:sed005:630) - Financial Development and Macroeconomic Stability
2005 Meeting Papers, Society for Economic Dynamics (2005)
by Vincenzo Quadrini & Urban Jermann
(ReDIF-paper, red:sed005:692) - Interest Rate Swap and Corporate Default
2006 Meeting Papers, Society for Economic Dynamics (2006)
by Urban Jermann & Vivian Z. Yue
(ReDIF-paper, red:sed006:866) - Financial Innovations and Macroeconomic Volatility
2007 Meeting Papers, Society for Economic Dynamics (2007)
by Urban Jermann & Vincenzo Quadrini
(ReDIF-paper, red:sed007:50) - On the Macroeconomic Effects of Credit Shocks
2009 Meeting Papers, Society for Economic Dynamics (2009)
by Vincenzo Quadrini & Urban Jermann
(ReDIF-paper, red:sed009:169) - Sticky Leverage
2014 Meeting Papers, Society for Economic Dynamics (2014)
by Urban Jermann & Lukas Schmid & Joao Gomes
(ReDIF-paper, red:sed014:40) - The International Diversification Puzzle is Worse than you Think
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1993)
by Baxter, M. & Jermann, U.J.
(ReDIF-paper, roc:rocher:350) - Using Asset Prices to Measure the Cost of Business Cycles
Journal of Political Economy, University of Chicago Press (2004)
by Fernando Alvarez & Urban J. Jermann
(ReDIF-article, ucp:jpolec:v:112:y:2004:i:6:p:1223-1256) - Financial Markets' Views about the Euro–Swiss Franc Floor
Journal of Money, Credit and Banking, Blackwell Publishing (2017)
by Urban J. Jermann
(ReDIF-article, wly:jmoncb:v:49:y:2017:i:2-3:p:553-565)