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Details about Urban Joseph Jermann

E-mail:
Homepage:http://finance.wharton.upenn.edu/~jermann/
Phone:215 898-4184
Postal address:Finance Department The Wharton School of the University of Pennsylvania 3620 Locust Walk Philadelphia, PA 19104-6367
Workplace:Finance Department, Wharton School, University of Pennsylvania, (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Urban Joseph Jermann.

Last updated 2013-05-08. Update your information in the RePEc Author Service.

Short-id: pje4


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Working Papers

2013

  1. A Production-Based Model for the Term Structure
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2010

  1. Asset Pricing When Risk Sharing is Limited by Default
    Levine's Working Paper Archive, David K. Levine Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) Downloads View citations (13)

2009

  1. Macroeconomic Effects of Financial Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (34)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (21)

    See also Journal Article in American Economic Review (2012)
  2. On the Macroeconomic Effects of Credit Shocks
    2009 Meeting Papers, Society for Economic Dynamics

2007

  1. Financial Innovations and Macroeconomic Volatility
    2007 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (31)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (47)

    See also Journal Article in Proceedings (2006)

2006

  1. Interest Rate Swap and Corporate Default
    2006 Meeting Papers, Society for Economic Dynamics
  2. The Equity Premium Implied by Production
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) Downloads View citations (5)

    See also Journal Article in Journal of Financial Economics (2010)

2005

  1. Financial Development and Macroeconomic Stability
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)

2002

  1. Stock Market Boom and the Productivity Gains of the 1990s
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article in Journal of Monetary Economics (2007)

2001

  1. The Size of the Permanent Component of Asset Pricing Kernels
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2001) Downloads View citations (3)

2000

  1. Using Asset Prices to Measure the Cost of Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    Also in Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (2000) View citations (13)
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2000) Downloads View citations (10)

    See also Journal Article in Journal of Political Economy (2004)

1999

  1. Household Production and the Excess Sensitivity of Consumption to Current Income
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (57)
    See also Journal Article in American Economic Review (1999)
  2. Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (8)
    Working Papers, Federal Reserve Bank of Philadelphia (1999) Downloads View citations (8)

    See also Journal Article in Review of Financial Studies (2001)

1998

  1. International Portfolio Diversification and Endogenous Labour Supply Choice
    Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research
    See also Journal Article in European Economic Review (2002)
  2. International Portfolio Diversification and Labor/Leisure Choice
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1997) Downloads

1995

  1. Nontraded Goods, Nontraded Factors, and International Non-Diversification
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article in Journal of International Economics (1998)
  2. The International Diversification Puzzle is Worse Than You Think
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1993) View citations (31)

    See also Journal Article in American Economic Review (1997)

Journal Articles

2012

  1. Erratum: Macroeconomic Effects of Financial Shocks
    American Economic Review, 2012, 102, (2), 1186-1186 Downloads View citations (30)
  2. Macroeconomic Effects of Financial Shocks
    American Economic Review, 2012, 102, (1), 238-71 Downloads View citations (43)
    See also Working Paper (2009)

2010

  1. The equity premium implied by production
    Journal of Financial Economics, 2010, 98, (2), 279-296 Downloads View citations (10)
    See also Working Paper (2006)

2007

  1. Stock market boom and the productivity gains of the 1990s
    Journal of Monetary Economics, 2007, 54, (2), 413-432 Downloads View citations (19)
    See also Working Paper (2002)

2006

  1. Financial innovations and macroeconomic volatility
    Proceedings, 2006, (Nov) Downloads View citations (29)
    See also Working Paper (2007)

2005

  1. Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
    Econometrica, 2005, 73, (6), 1977-2016 Downloads View citations (27)

2004

  1. Using Asset Prices to Measure the Cost of Business Cycles
    Journal of Political Economy, 2004, 112, (6), 1223-1256 Downloads View citations (52)
    See also Working Paper (2000)

2002

  1. EconomicDynamics Interviews Urban Jermann on Asset Pricing
    EconomicDynamics Newsletter, 2002, 3, (2) Downloads
  2. International portfolio diversification and endogenous labor supply choice
    European Economic Review, 2002, 46, (3), 507-522 Downloads View citations (14)
    See also Working Paper (1998)

2001

  1. Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
    Review of Financial Studies, 2001, 14, (4), 1117-51 View citations (59)
    See also Working Paper (1999)

2000

  1. Efficiency, Equilibrium, and Asset Pricing with Risk of Default
    Econometrica, 2000, 68, (4), 775-798 View citations (142)

1999

  1. Household Production and the Excess Sensitivity of Consumption to Current Income
    American Economic Review, 1999, 89, (4), 902-920 Downloads View citations (75)
    See also Working Paper (1999)
  2. Social security and institutions for intergenerational, intragenerational, and international risk-sharing: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1999, 50, (1), 205-212 Downloads View citations (3)

1998

  1. Asset pricing in production economies
    Journal of Monetary Economics, 1998, 41, (2), 257-275 Downloads View citations (307)
  2. Nontraded goods, nontraded factors, and international non-diversification
    Journal of International Economics, 1998, 44, (2), 211-229 Downloads View citations (63)
    See also Working Paper (1995)
  3. Synthetic returns on NIPA assets: An international comparison
    European Economic Review, 1998, 42, (6), 1141-1172 Downloads

1997

  1. The International Diversification Puzzle Is Worse Than You Think
    American Economic Review, 1997, 87, (1), 170-80 Downloads View citations (173)
    See also Working Paper (1995)
 
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