Urban Joseph Jermann : Citation Profile

Are you Urban Joseph Jermann?

University of Pennsylvania (50% share)
National Bureau of Economic Research (NBER) (50% share)

14

H index

17

i10 index

2759

Citations

RESEARCH PRODUCTION:

23

Articles

37

Papers

RESEARCH ACTIVITY:

   28 years (1993 - 2021). See details.
   Cites by year: 98
   Journals where Urban Joseph Jermann has often published
   Relations with other researchers
   Recent citing documents: 249.    Total self citations: 18 (0.65 %)

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   Permalink: http://citec.repec.org/pje4
   Updated: 2022-05-14    RAS profile: 2022-01-05    
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Relations with other researchers

Works with:

Yue, Vivian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Urban Joseph Jermann.

Is cited by:

Perri, Fabrizio (38)

Wang, Pengfei (35)

Coeurdacier, Nicolas (34)

Miao, Jianjun (32)

Lustig, Hanno (29)

Mendicino, Caterina (22)

Van Nieuwerburgh, Stijn (22)

Krueger, Dirk (21)

Guillén, Osmani (21)

Kollmann, Robert (20)

Lopez, Pierlauro (18)

Cites to:

Campbell, John (24)

Baxter, Marianne (14)

Mehra, Rajnish (12)

Cochrane, John (11)

Prescott, Edward (11)

Alvarez, Fernando (10)

Constantinides, George (9)

Cheung, Yin-Wong (9)

Danthine, Jean-Pierre (9)

King, Robert (8)

Hercowitz, Zvi (8)

Main data

Where Urban Joseph Jermann has published?

Journals with more than one article published# docs
American Economic Review5
Journal of Monetary Economics2
European Economic Review2
Econometrica2
Review of Financial Studies2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
2005 Meeting Papers / Society for Economic Dynamics2
Working Papers / University of Pennsylvania, Wharton School, Weiss Center2

Recent works citing Urban Joseph Jermann (2021 and 2020)

YearTitle of citing document
2020Uncertainty and Monetary Policy during Extreme Events. (2020). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-11.

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2021The Transmission Channels of Government Spending Uncertainty. (2021). Poilly, Celine ; Eyquem, Aurelien ; Belianska, Anna. In: AMSE Working Papers. RePEc:aim:wpaimx:2115.

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2020Repurchase Options in the Market for Lemons. (2020). Shi, Liyan ; Bigio, Saki. In: Working Papers. RePEc:apc:wpaper:169.

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2020A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2021A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Papers. RePEc:arx:papers:2006.15312.

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2021Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963.

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2021A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2021Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405.

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2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Discussion Paper Series. RePEc:aug:augsbe:0338.

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2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Working Papers. RePEc:bav:wpaper:193_fehrleheiberger.

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2020Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14.

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2020Identifying Aggregate Shocks with Micro-level Heterogeneity: Financial Shocks and Investment Fluctuation. (2020). Guo, Xing. In: Staff Working Papers. RePEc:bca:bocawp:20-17.

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2020Macroeconomics, firm dynamics and IPOs. (2020). Gonzalez, Beatriz. In: Working Papers. RePEc:bde:wpaper:2030.

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2021Evaluating the Effects of the Home Affordable Modification Program. (2021). Condor, Richard . In: Working Papers. RePEc:bdm:wpaper:2021-08.

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2021Financial Frictions in Mexico: Evidence from the Credit Spread and its Components. (2021). Pelez, Carlos D ; Aguirre, Mauricio Carabarn. In: Working Papers. RePEc:bdm:wpaper:2021-20.

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2020Uncertainty Spillovers for Markets and Policy. (2020). Hansen, Lars Peter. In: Working Papers. RePEc:bfi:wpaper:2020-121.

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2020Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong. In: Working Papers. RePEc:bfi:wpaper:2020-69.

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2020Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). He, Zhiguo ; Nagel, Stefan ; Song, Zhaogang. In: Working Papers. RePEc:bfi:wpaper:2020-79.

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2020Credit Demand versus Supply Channels: Experimental- and Administrative-Based Evidence. (2020). Sette, Enrico ; Peydro, Jose-Luis ; Michelangeli, Valentina. In: Working Papers. RePEc:bge:wpaper:1192.

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2021News Shocks under Financial Frictions. (2021). Zanetti, Francesco ; Görtz, Christoph ; Tsoukalas, John ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:21-08.

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2020Time‐varying risk of rare disasters, investment, and asset pricing. (2020). Niu, Yingjie ; Liu, BO ; Zou, Zhentao ; Yang, Jinqiang. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:503-524.

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2020Market Excess Returns, Variance and the Third Cumulant. (2020). Zhao, Huimin ; Chang, Eric C ; Zhang, Jin E. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:605-637.

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2020Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2020). Borovička, Jaroslav ; Stachurski, John ; Borovika, Jaroslav. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1457-1493.

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2020The Employment Effects of Faster Payment: Evidence from the Federal Quickpay Reform. (2020). Nanda, Ramana ; Barrot, Jeannoel. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3139-3173.

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2021Inalienable Customer Capital, Corporate Liquidity, and Stock Returns. (2021). Reibstein, David ; Ji, Yan ; Dou, Winston Wei ; Wu, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:211-265.

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2021Do Household Wealth Shocks Affect Productivity? Evidence from Innovative Workers During the Great Recession. (2021). Townsend, Richard R ; McQuade, Timothy ; Bernstein, Shai. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:57-111.

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2021Liquidity Supply in the Corporate Bond Market. (2021). Nozawa, Yoshio ; Goldberg, Jonathan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:755-796.

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2021Equilibrium Asset Pricing with Leverage and Default. (2021). Schmid, Lukas ; Gomes, Joo F. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:977-1018.

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2021Negative Home Equity and Household Labor Supply. (2021). Bernstein, Asaf. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2963-2995.

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2020Bank loan supply shocks and alternative financing of non‐financial corporations in the euro area. (2020). Mandler, Martin ; Scharnagl, Michael. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:126-150.

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2021Shadow banking activity and entrusted loans in a DSGE model of China. (2021). Matthews, Kent ; Mai, Vo Phuong ; Wang, Chaowei ; Zhou, Peng. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:5:p:445-469.

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2022The determinants of aggregate fluctuations: The role of firm?borrowing channels. (2022). Ghosh Dastidar, Sayantan ; Apergis, Nicholas. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:1:p:20-34.

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2020Shadow of the great firewall: The impact of Google blockade on innovation in China. (2020). Wang, Qinyu ; Zheng, Yanfeng. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:12:p:2234-2260.

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2021Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2021Computational Methods for Production-Based Asset Pricing Models with Recursive Utility. (2021). Howard, Kung ; Mark, Aldrich Eric. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:26:n:5.

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2021Adaptive Importance Sampling for DSGE Models. (2021). Ravazzolo, Francesco ; Lorusso, Marco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps84.

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2021Governmental Risk Taking Under Market Imperfections: Working Paper 2021-07. (2021). Falkenheim, Michael. In: Working Papers. RePEc:cbo:wpaper:57255.

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2020Dynamic Equity Slope. (2020). Marfè, Roberto ; Zucchi, Francesca ; Colonnello, Stefano ; Breugem, Matthijs. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:626.

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2021Asset Prices and Business Cycles with Liquidity Shocks. (2021). Slavik, Ctirad ; Nezafat, Mahdi. In: CERGE-EI Working Papers. RePEc:cer:papers:wp711.

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2020Twin Default Crises. (2020). Nikolov, Kalin ; Mendicino, Caterina ; Supera, Dominik ; Suarez, Javier ; Rubio-Ramirez, Juan. In: Working Papers. RePEc:cmf:wpaper:wp2020_2006.

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2021Optimal Monetary Policy Under Bounded Rationality. (2021). Benchimol, Jonathan ; Bounader, Lahcen. In: Dynare Working Papers. RePEc:cpm:dynare:067.

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2020Twin Default Crises. (2020). Mendicino, Caterina ; Nikolov, Kalin ; Rubio-Ramirez, Juan Francisco ; Suarez, Javier ; Supera, Dominik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14427.

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2020Effectiveness and Addictiveness of Quantitative Easing. (2020). Nakov, Anton ; Karadi, Peter. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14951.

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2020Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2236.

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2020Twin default crises. (2020). Nikolov, Kalin ; Ramirez, Juan-Rubio ; Supera, Dominik ; Suarez, Javier ; Mendicino, Caterina. In: Working Paper Series. RePEc:ecb:ecbwps:20202414.

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2020Macroprudential capital requirements with non-bank finance. (2020). Dempsey, Kyle P. In: Working Paper Series. RePEc:ecb:ecbwps:20202415.

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2020Bank capital regulation in a zero interest environment. (2020). Döttling, Robin ; Dottling, Robin. In: Working Paper Series. RePEc:ecb:ecbwps:20202422.

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2020Green asset pricing. (2020). Vermandel, Gauthier ; Jaccard, Ivan ; Benmir, Ghassane. In: Working Paper Series. RePEc:ecb:ecbwps:20202477.

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2021Leveraged property cycles. (2021). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20212539.

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2021The corporate saving glut and the current account in Germany. (2021). Mayer, Eric ; Klug, Thorsten ; Schuler, Tobias. In: Working Paper Series. RePEc:ecb:ecbwps:20212586.

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2022The financial accelerator mechanism: does frequency matter?. (2022). Marcellino, Massimiliano ; Foroni, Claudia ; Gelain, Paolo. In: Working Paper Series. RePEc:ecb:ecbwps:20222637.

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2021How common are credit-less recoveries? Firm-level evidence on the role of financial markets in crisis recovery. (2021). Demirguc-Kunt, Asli ; Maksimovic, Vojislav ; Demirgu-Kunt, Asli ; Ayyagari, Meghana. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001371.

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2020Capital misallocation: Cyclicality and sources. (2020). Alam, M. Jahangir. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300014.

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2020Perturbation solution and welfare costs of business cycles in DSGE models. (2020). Maussner, Alfred ; Heiberger, Christopher. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188919302143.

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2020The extensive margin and US aggregate fluctuations: A quantitative assessment. (2020). Casares, Miguel ; Poutineau, Jean-Christophe ; Khan, Hashmat. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301652.

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2020Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925.

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2021Sovereign illiquidity and recessions.. (2021). Gutkowski, Violeta A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920301974.

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2021Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000385.

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2021Risk matters: Breaking certainty equivalence in linear approximations. (2021). Polattimur, Hamza ; Posch, Olaf ; Parra-Alvarez, Juan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001834.

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2021Resolution of financial crises. (2021). Gonzalez-Eiras, Martin ; Fanelli, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001871.

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2022Managing macroeconomic fluctuations with flexible exchange rate targeting. (2022). Santacreu, Ana Maria ; Mihov, Ilian ; Heipertz, Jonas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188922000161.

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2021Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China. (2021). Wei, Xiaohui ; Yan, Jing ; Li, Xiao-Lin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:640-652.

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2021In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy. (2021). Martinez-Garcia, Enrique ; Balke, Nathan S ; Zeng, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000766.

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2021Logarithmic depreciation. (2021). Brock, William ; Anderson, Evan W. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321000924.

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2020Time-varying money demand and real balance effects. (2020). Benchimol, Jonathan ; Qureshi, Irfan. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:197-211.

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2020The transmission of financial shocks in an estimated DSGE model with housing and banking. (2020). Zheng, Ling ; Li, Xiao-Lin ; Ge, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:215-231.

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2020Aggregate labor market fluctuations under news shocks. (2020). Miao, Jiaming ; Sun, Yang ; Shi, Yukun ; Zhao, Ningru. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:397-405.

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2021The dynamics of global financial cycle and domestic economic cycles: Evidence from India and Indonesia. (2021). Juhro, Solikin ; Anglingkusumo, Reza ; Prabheesh, K P. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:831-842.

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2021Equity premium and monetary policy in a model with limited asset market participation. (2021). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:430-440.

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2021Deep recessions. (2021). Nolan, Charles ; Shafiei, Maryam ; Kirsanova, Tatiana. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:310-323.

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2020The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach. (2020). Rodríguez, Gabriel ; Guevara, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819304656.

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2020The effective of Chinas monetary policy: Quantity versus price rules. (2020). Wang, Hua ; Li, Xiangfa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302396.

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2021Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare. (2021). Grüning, Patrick ; Donadelli, Michael ; Gruning, Patrick. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000607.

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2022Belief-driven growth slowdowns and zero-bounded risk-free rate. (2022). Zhang, Xiaoge. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001996.

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2020A financial accelerator in the business sector of a macroeconometric model of a small open economy. (2020). Hammersland, Roger ; Benedictow, Andreas. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:1:s0939362518300578.

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2020Lending relationships and labor market dynamics. (2020). Finkelstein Shapiro, Alan ; Olivero, Maria Pia. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120301070.

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2020A search-based neoclassical model of capital reallocation. (2020). Wen, YI ; Wang, Pengfei ; Dong, Feng. In: European Economic Review. RePEc:eee:eecrev:v:128:y:2020:i:c:s001429212030146x.

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2020Discounts, rationing, and unemployment. (2020). Clymo, Alex. In: European Economic Review. RePEc:eee:eecrev:v:128:y:2020:i:c:s0014292120301495.

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2020Financial intermediation, house prices, and the welfare effects of the U.S. Great Recession. (2020). Oliviero, Tommaso ; Menno, Dominik . In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301987.

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2021Optimal carbon abatement in a stochastic equilibrium model with climate change. (2021). Schwartz, Eduardo ; Kraft, Holger ; Hambel, Christoph. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302725.

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2021Adaptive learning with term structure information. (2021). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000428.

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2021Cyclical net entry and exit. (2021). Throckmorton, Nathaniel A ; Richter, Alexander W ; Bernstein, Joshua. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001057.

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2021Global temperature, R&D expenditure, and growth. (2021). Jüppner, Marcus ; Kizys, Renatas ; Juppner, Marcus ; Gruning, Patrick ; Donadelli, Michael. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004758.

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2020The dynamics of sovereign yields over swap rates in the Eurozone market. (2020). Galil, Koresh ; David-Pur, Lior ; Rosenboim, Mosi. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302222.

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2020Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries. (2020). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300218.

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2020Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies. (2020). Nilavongse, Rachatar ; Bekiros, Stelios ; Uddin, Gazi Salah. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300590.

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2020Sovereign and private default risks over the business cycle. (2020). Kaas, Leo ; Mellert, Jan ; Scholl, Almuth. In: Journal of International Economics. RePEc:eee:inecon:v:123:y:2020:i:c:s002219962030012x.

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2020Industrial specialization matters: A new angle on equity home Bias. (2020). Hu, Chenyue. In: Journal of International Economics. RePEc:eee:inecon:v:126:y:2020:i:c:s0022199620300702.

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2020Currency areas and voluntary transfers. (2020). Picard, Pierre ; Worrall, Tim. In: Journal of International Economics. RePEc:eee:inecon:v:127:y:2020:i:c:s0022199620301057.

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2021Trade and firm financing. (2021). Lin, Ching-Yi ; Feng, Ling ; Bergin, Paul R. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000386.

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2021The social cost of carbon in a non-cooperative world. (2021). Schwartz, Eduardo ; Kraft, Holger ; Hambel, Christoph. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000672.

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2020The post-crises output growth effects in a globalized economy. (2020). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Lu, Jing ; Carare, Alina. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:139-158.

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2020Liquidity connectedness and output synchronisation. (2020). Inekwe, John. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925.

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2020The cross-border credit channel and lending standards surveys. (2020). Siklos, Pierre L ; Filardo, Andrew J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300901.

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2021The effect of credit shocks in the context of labor market frictions. (2021). Liao, Shushu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000492.

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2020Internationalization and firm default risk: The roles of environmental dynamism and marketing capability. (2020). Ding, Zhihua ; Sun, Wenbin ; Cui, Kacie ; Xu, Xiaobo. In: Journal of Business Research. RePEc:eee:jbrese:v:121:y:2020:i:c:p:142-153.

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2021Stability of equilibrium asset pricing models: A necessary and sufficient condition. (2021). Stachurski, John ; Borovika, Jaroslav. In: Journal of Economic Theory. RePEc:eee:jetheo:v:193:y:2021:i:c:s0022053121000442.

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2020International R&D spillovers and asset prices. (2020). Santacreu, Ana Maria ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:330-354.

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2020Capital requirements, risk choice, and liquidity provision in a business-cycle model. (2020). Begenau, Juliane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:355-378.

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2020Financial intermediation and capital reallocation. (2020). Yang, Fang ; Li, Kai ; Ai, Hengjie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:663-686.

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More than 100 citations found, this list is not complete...

Works by Urban Joseph Jermann:

YearTitleTypeCited
2012Macroeconomic Effects of Financial Shocks In: American Economic Review.
[Full Text][Citation analysis]		article433
2009Macroeconomic Effects of Financial Shocks.(2009) In: CEPR Discussion Papers.
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2009Macroeconomic Effects of Financial Shocks.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 433		paper
2012Erratum: Macroeconomic Effects of Financial Shocks In: American Economic Review.
[Full Text][Citation analysis]		article379
2016Sticky Leverage In: American Economic Review.
[Full Text][Citation analysis]		article3
2014Sticky Leverage.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 3		paper
1997The International Diversification Puzzle Is Worse Than You Think. In: American Economic Review.
[Full Text][Citation analysis]		article296
1995The International Diversification Puzzle is Worse Than You Think.(1995) In: NBER Working Papers.
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1993The International Diversification Puzzle is Worse than you Think..(1993) In: RCER Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 296		paper
1999Household Production and the Excess Sensitivity of Consumption to Current Income In: American Economic Review.
[Full Text][Citation analysis]		article106
1999Household Production and the Excess Sensitivity of Consumption to Current Income.(1999) In: NBER Working Papers.
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2010Asset Pricing When Risk Sharing is Limited by Default In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper12
1998Asset Pricing when Risk Sharing is Limited by Default.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 12		paper
2006Financial Innovations and Macroeconomic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper74
2006Financial innovations and macroeconomic volatility.(2006) In: Proceedings.
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2006Financial Innovations and Macroeconomic Volatility.(2006) In: NBER Working Papers.
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2007Financial Innovations and Macroeconomic Volatility.(2007) In: 2007 Meeting Papers.
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2013Interest rate swaps and corporate default In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2018Interest rate swaps and corporate default.(2018) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 2		article
2013Interest rate swaps and corporate default.(2013) In: International Finance Discussion Papers.
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2006Interest Rate Swap and Corporate Default.(2006) In: 2006 Meeting Papers.
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This paper has another version. Agregated cites: 2		paper
2000Using Asset Prices to Measure the Cost of Business Cycles In: Working Papers.
[Full Text][Citation analysis]		paper115
2000Using Asset Prices to Measure the Cost of Business Cycles..(2000) In: Weiss Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 115		paper
2000Using Asset Prices to Measure the Cost of Business Cycles.(2000) In: NBER Working Papers.
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2004Using Asset Prices to Measure the Cost of Business Cycles.(2004) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 115		article
2001The Size of the Permanent Component of Asset Pricing Kernels In: Working Papers.
[Full Text][Citation analysis]		paper3
2001The Size of the Permanent Component of Asset Pricing Kernels.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3		paper
2000Efficiency, Equilibrium, and Asset Pricing with Risk of Default In: Econometrica.
[Citation analysis]		article302
2005Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth In: Econometrica.
[Full Text][Citation analysis]		article101
1999Social security and institutions for intergenerational, intragenerational, and international risk-sharing : A comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article3
1998Synthetic returns on NIPA assets: An international comparison In: European Economic Review.
[Full Text][Citation analysis]		article0
2002International portfolio diversification and endogenous labor supply choice In: European Economic Review.
[Full Text][Citation analysis]		article17
1998International Portfolio Diversification and Endogenous Labour Supply Choice.(1998) In: Weiss Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 17		paper
1998Nontraded goods, nontraded factors, and international non-diversification In: Journal of International Economics.
[Full Text][Citation analysis]		article103
1995Nontraded Goods, Nontraded Factors, and International Non-Diversification.(1995) In: NBER Working Papers.
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This paper has another version. Agregated cites: 103		paper
2013A production-based model for the term structure In: Journal of Financial Economics.
[Full Text][Citation analysis]		article14
2013A Production-Based Model for the Term Structure.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 14		paper
2010The equity premium implied by production In: Journal of Financial Economics.
[Full Text][Citation analysis]		article33
2006The Equity Premium Implied by Production.(2006) In: NBER Working Papers.
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2005The Equity Premium Implied by Production.(2005) In: 2005 Meeting Papers.
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This paper has another version. Agregated cites: 33		paper
2021Cryptocurrencies and Cagan’s model of hyperinflation In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
1998Asset pricing in production economies In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article595
2007Stock market boom and the productivity gains of the 1990s In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article50
2002Stock Market Boom and the Productivity Gains of the 1990s.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		paper
2019The Two-Pillar Policy for the RMB In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper0
1997International portfolio diversification and labor/leisure choice In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]		paper4
1998International Portfolio Diversification and Labor/Leisure Choice.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
1999Quantitative asset pricing implications of endogenous solvency constraints In: Working Papers.
[Full Text][Citation analysis]		paper94
1999Quantitative Asset Pricing Implications of Endogenous Solvency Constraints..(1999) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 94		paper
1999Quantitative Asset Pricing Implications of Endogenous Solvency Constraints.(1999) In: NBER Working Papers.
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2001Quantitative Asset Pricing Implications of Endogenous Solvency Constraints..(2001) In: Review of Financial Studies.
[Citation analysis]
This paper has another version. Agregated cites: 94		article
2016Financial Markets’ Views about the Euro-Swiss Franc Floor In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2017Financial Markets Views about the Euro–Swiss Franc Floor.(2017) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 7		article
2019Negative Swap Spreads and Limited Arbitrage In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
2020Negative Swap Spreads and Limited Arbitrage.(2020) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 10		article
2020Should the U.S. Government Issue Floating Rate Notes? In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2021Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2002EconomicDynamics Interviews Urban Jermann on Asset Pricing In: EconomicDynamics Newsletter.
[Full Text][Citation analysis]		article0
2005Financial Development and Macroeconomic Stability In: 2005 Meeting Papers.
[Full Text][Citation analysis]		paper2
2009On the Macroeconomic Effects of Credit Shocks In: 2009 Meeting Papers.
[Citation analysis]		paper0

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