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

16

i10 index

2552

Citations

RESEARCH PRODUCTION:

17

Articles

33

Papers

RESEARCH ACTIVITY:

   27 years (1993 - 2020). See details.
   Cites by year: 94
   Journals where Urban Joseph Jermann has often published
   Relations with other researchers
   Recent citing documents: 133.    Total self citations: 17 (0.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pje4
   Updated: 2021-03-27    RAS profile: 2013-05-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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)

Miao, Jianjun (30)

Wang, Pengfei (30)

Coeurdacier, Nicolas (30)

Lustig, Hanno (29)

Mendicino, Caterina (22)

Guillén, Osmani (21)

Kollmann, Robert (20)

Krueger, Dirk (20)

Zhang, Lu (18)

Bloise, Gaetano (17)

Cites to:

Campbell, John (24)

Baxter, Marianne (14)

Mehra, Rajnish (12)

Prescott, Edward (11)

Cochrane, John (10)

Alvarez, Fernando (10)

Cheung, Yin-Wong (9)

Danthine, Jean-Pierre (9)

Constantinides, George (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 Review4
Journal of Monetary Economics2
Econometrica2
European Economic Review2

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Collateral constraints and asset prices. (2020). Han, Brandon Yueyang ; Chabakauri, Georgy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:754-776.

Full description at Econpapers || Download paper

2020Sovereign risk and asset market dynamics in the euro area. (2020). Perego, Erica. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s026156062030190x.

Full description at Econpapers || Download paper

2021Why are countries’ asset portfolios exposed to nominal exchange rates?. (2021). Barrett, Philip ; Adams, Jonathan J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302333.

Full description at Econpapers || Download paper

2020A demographic headwind: Will an aging society reduce the real interest rate and potential growth?. (2020). Knabb, Shawn ; Emerson, Patrick. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:17:y:2020:i:c:s2212828x18300823.

Full description at Econpapers || Download paper

2020Credit market frictions and trade liberalizations. (2020). Brooks, Wyatt ; Dovis, Alessandro. In: Journal of Monetary Economics. RePEc:eee:moneco:v:111:y:2020:i:c:p:32-47.

Full description at Econpapers || Download paper

2020Financial integration and growth in a risky world. (2020). Winant, Pablo ; Rey, Helene ; Coeurdacier, Nicolas. In: Journal of Monetary Economics. RePEc:eee:moneco:v:112:y:2020:i:c:p:1-21.

Full description at Econpapers || Download paper

2020The Great Depression and the Great Recession: A view from financial markets. (2020). Bianchi, Francesco. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:240-261.

Full description at Econpapers || Download paper

2020Is the IT revolution over? An asset pricing view. (2020). Ward, Colin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:283-316.

Full description at Econpapers || Download paper

2020The role of learning for asset prices and business cycles. (2020). Winkler, Fabian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:42-58.

Full description at Econpapers || Download paper

2020The risks of old capital age: Asset pricing implications of technology adoption. (2020). Lin, Xiaoji ; Palazzo, Berardino ; Yang, Fan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:145-161.

Full description at Econpapers || Download paper

2020Financial intermediation, resource allocation, and macroeconomic interdependence. (2020). Ozhan, Galip Kemal. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:265-278.

Full description at Econpapers || Download paper

2020Bank capital in the short and in the long run. (2020). Suarez, Javier ; Nikolov, Kalin ; Mendicino, Caterina ; Supera, Dominik. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:64-79.

Full description at Econpapers || Download paper

2020Adverse selection, lemons shocks and business cycles. (2020). Ikeda, Daisuke. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:94-112.

Full description at Econpapers || Download paper

2021Effectiveness and addictiveness of quantitative easing. (2021). Nakov, Anton ; Karadi, Peter. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:1096-1117.

Full description at Econpapers || Download paper

2020Labor hiring and stock return: A model and new evidence from China. (2020). Zheng, Xinwei ; Li, Lifang ; Tian, Cunzhi ; Rong, Yuen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302422.

Full description at Econpapers || Download paper

2020The potential effect of taxes on the equity home bias in New Zealand PIEs. (2020). Marsden, Alastair ; Lee, John B ; McDowell, Shaun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19304974.

Full description at Econpapers || Download paper

2021Composite-asset-risk approach to solving the equity premium puzzle. (2021). Kim, Yun-Yeong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:200-216.

Full description at Econpapers || Download paper

2020On the role of Islamic and conventional banks in the monetary policy transmission in Malaysia: Do size and liquidity matter?. (2020). Hassan, M. Kabir ; Rehman, Muhammad Abdul ; Rashid, Abdul. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919304489.

Full description at Econpapers || Download paper

2020Repurchase Options in the Market for Lemons. (2020). Shi, Liyan ; Bigio, Saki. In: EIEF Working Papers Series. RePEc:eie:wpaper:2104.

Full description at Econpapers || Download paper

2020The COVID19-Pandemic in the EU: Macroeconomic Transmission and Economic Policy Response. (2020). In, Jan ; Roeger, Werner ; Pfeiffer, Philipp . In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:127.

Full description at Econpapers || Download paper

2020Twin Default Crises. (2020). Suarez, Javier ; Nikolov, Kalin ; Rubio-Ramirez, Juan ; Mendicino, Caterina. In: Working Papers. RePEc:fda:fdaddt:2020-01.

Full description at Econpapers || Download paper

2020Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates. (2020). Xu, Yu ; Mitra, Indrajit . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:89452.

Full description at Econpapers || Download paper

2020Output Gap, Monetary Policy Trade-offs, and Financial Frictions. (2020). Gelain, Paolo ; Furlanetto, Francesco ; Sanjani, Marzie . In: Working Papers. RePEc:fip:fedcwq:87474.

Full description at Econpapers || Download paper

2020Asset Prices and Unemployment Fluctuations. (2020). Lopez, Pierlauro ; Kehoe, Patrick J ; Midrigan, Virgiliu ; Pastorino, Elena. In: Working Papers. RePEc:fip:fedcwq:87582.

Full description at Econpapers || Download paper

2020On the Importance of Household versus Firm Credit Frictions in the Great Recession. (2020). Pastorino, Elena ; Lopez, Pierlauro ; Kehoe, Patrick ; Midrigan, Virgiliu. In: Working Papers. RePEc:fip:fedcwq:88790.

Full description at Econpapers || Download paper

2020Asset Prices and Unemployment Fluctuations. (2020). Midrigan, Virgiliu ; Kehoe, Patrick J ; Lopez, Pierlauro ; Pastorino, Elena. In: Staff Report. RePEc:fip:fedmsr:87571.

Full description at Econpapers || Download paper

2020Cash-Forward Arbitrage and Dealer Capital in MBS Markets: COVID-19 and Beyond ves. (2020). SONG, ZHAOGANG ; Sarkar, Asani ; Liu, Haoyang ; Chen, Jiakai. In: Staff Reports. RePEc:fip:fednsr:88380.

Full description at Econpapers || Download paper

2020The Investment Home Bias with Peer Effect. (2020). Levy, Haim. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:94-:d:356432.

Full description at Econpapers || Download paper

2020Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties. (2020). Rosa, Rafael Mouallem ; Martins, Victor Filipe. In: Working Papers. RePEc:hal:wpaper:hal-02921220.

Full description at Econpapers || Download paper

2021The Transmission Channels of Government Spending Uncertainty. (2021). Poilly, Celine ; Eyquem, Aurelien ; Belianska, Anna. In: Working Papers. RePEc:hal:wpaper:halshs-03160370.

Full description at Econpapers || Download paper

2020How Should Credit Gaps Be Measured? An Application to European Countries. (2020). Detragiache, Enrica ; Shahmoradi, Asghar ; Musayev, Anvar ; Mineshima, Aiko ; Harrison, Olamide ; Dell'Erba, Salvatore ; Baba, Chikako. In: IMF Working Papers. RePEc:imf:imfwpa:2020/006.

Full description at Econpapers || Download paper

2021Real and Nominal Equilibrium Yield Curves. (2021). Rica, E ; Hsu, Alex ; Palomino, Francisco. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1138-1158.

Full description at Econpapers || Download paper

2021Trust, Collaboration, and Economic Growth. (2021). Papanikolaou, Dimitris ; Li, Danielle ; Kondo, Jiro. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1825-1850.

Full description at Econpapers || Download paper

2021Heterogeneous beliefs, monetary policy, and stock price volatility. (2021). Oshima, Katsuhiro. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:1:d:10.1007_s10436-020-00379-9.

Full description at Econpapers || Download paper

2020How Cyclical Is Bank Capital?. (2020). Haubrich, Joseph G. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:58:y:2020:i:1:d:10.1007_s10693-019-00331-7.

Full description at Econpapers || Download paper

2020Why does stock-market investor sentiment influence corporate investment?. (2020). Du, Ding ; Hu, OU. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:4:d:10.1007_s11156-019-00823-6.

Full description at Econpapers || Download paper

2020Risk Premium Shocks Can Create Inefficient Recessions. (2020). Hall, Robert E ; di Tella, Sebastian. In: NBER Working Papers. RePEc:nbr:nberwo:26721.

Full description at Econpapers || Download paper

2020Leverage Dynamics and Financial Flexibility. (2020). Wang, Neng ; Bolton, Patrick ; Yang, Jinqiang. In: NBER Working Papers. RePEc:nbr:nberwo:26802.

Full description at Econpapers || Download paper

2020The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros. In: NBER Working Papers. RePEc:nbr:nberwo:26974.

Full description at Econpapers || Download paper

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]
article380
2009Macroeconomic Effects of Financial Shocks.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 380
paper
2009Macroeconomic Effects of Financial Shocks.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 380
paper
2012Erratum: Macroeconomic Effects of Financial Shocks In: American Economic Review.
[Full Text][Citation analysis]
article326
1997The International Diversification Puzzle Is Worse Than You Think. In: American Economic Review.
[Full Text][Citation analysis]
article289
1995The International Diversification Puzzle is Worse Than You Think.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 289
paper
1993The International Diversification Puzzle is Worse than you Think..(1993) In: RCER Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 289
paper
1999Household Production and the Excess Sensitivity of Consumption to Current Income In: American Economic Review.
[Full Text][Citation analysis]
article99
1999Household Production and the Excess Sensitivity of Consumption to Current Income.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2006Financial Innovations and Macroeconomic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper71
2006Financial innovations and macroeconomic volatility.(2006) In: Proceedings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
article
2006Financial Innovations and Macroeconomic Volatility.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
paper
2007Financial Innovations and Macroeconomic Volatility.(2007) In: 2007 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
paper
2000Using Asset Prices to Measure the Cost of Business Cycles In: Working Papers.
[Full Text][Citation analysis]
paper110
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: 110
paper
2000Using Asset Prices to Measure the Cost of Business Cycles.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 110
paper
2004Using Asset Prices to Measure the Cost of Business Cycles.(2004) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 110
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2000Efficiency, Equilibrium, and Asset Pricing with Risk of Default In: Econometrica.
[Citation analysis]
article289
2005Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth In: Econometrica.
[Full Text][Citation analysis]
article95
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]
article16
1998International Portfolio Diversification and Endogenous Labour Supply Choice.(1998) In: Weiss Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 16
paper
1998Nontraded goods, nontraded factors, and international non-diversification In: Journal of International Economics.
[Full Text][Citation analysis]
article99
1995Nontraded Goods, Nontraded Factors, and International Non-Diversification.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2005The Equity Premium Implied by Production.(2005) In: 2005 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
1998Asset pricing in production economies In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article563
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]
paper87
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: 87
paper
1999Quantitative Asset Pricing Implications of Endogenous Solvency Constraints.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87
paper
2001Quantitative Asset Pricing Implications of Endogenous Solvency Constraints..(2001) In: Review of Financial Studies.
[Citation analysis]
This paper has another version. Agregated cites: 87
article
2013A Production-Based Model for the Term Structure In: NBER Working Papers.
[Full Text][Citation analysis]
paper14
2016Financial Markets’ Views about the Euro-Swiss Franc Floor In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
2019Negative Swap Spreads and Limited Arbitrage In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2020Should the U.S. Government Issue Floating Rate Notes? In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
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
2006Interest Rate Swap and Corporate Default In: 2006 Meeting Papers.
[Citation analysis]
paper0
2009On the Macroeconomic Effects of Credit Shocks In: 2009 Meeting Papers.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team