14
H index
17
i10 index
2759
Citations
University of Pennsylvania (50% share) | 14 H index 17 i10 index 2759 Citations RESEARCH PRODUCTION: 23 Articles 37 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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American Economic Review | 5 |
Journal of Monetary Economics | 2 |
European Economic Review | 2 |
Econometrica | 2 |
Review of Financial Studies | 2 |
Journal of Financial Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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2005 Meeting Papers / Society for Economic Dynamics | 2 |
Working Papers / University of Pennsylvania, Wharton School, Weiss Center | 2 |
Year | Title of citing document | |
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2020 | Uncertainty 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 | |
2021 | The 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 | |
2020 | Repurchase Options in the Market for Lemons. (2020). Shi, Liyan ; Bigio, Saki. In: Working Papers. RePEc:apc:wpaper:169. Full description at Econpapers || Download paper | |
2020 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper | |
2020 | Regret 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 | |
2021 | A 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 | |
2021 | Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963. Full description at Econpapers || Download paper | |
2021 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper | |
2021 | Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405. Full description at Econpapers || Download paper | |
2020 | The 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 | |
2020 | The 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 | |
2020 | Learning, 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 | |
2020 | Identifying 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 | |
2020 | Macroeconomics, firm dynamics and IPOs. (2020). Gonzalez, Beatriz. In: Working Papers. RePEc:bde:wpaper:2030. Full description at Econpapers || Download paper | |
2021 | Evaluating the Effects of the Home Affordable Modification Program. (2021). Condor, Richard . In: Working Papers. RePEc:bdm:wpaper:2021-08. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2020 | Uncertainty Spillovers for Markets and Policy. (2020). Hansen, Lars Peter. In: Working Papers. RePEc:bfi:wpaper:2020-121. Full description at Econpapers || Download paper | |
2020 | Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong. In: Working Papers. RePEc:bfi:wpaper:2020-69. Full description at Econpapers || Download paper | |
2020 | Treasury 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 | |
2020 | Credit 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 | |
2021 | News Shocks under Financial Frictions. (2021). Zanetti, Francesco ; Görtz, Christoph ; Tsoukalas, John ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:21-08. Full description at Econpapers || Download paper | |
2020 | Timeâ€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 | |
2020 | Market 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 | |
2020 | Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2020). BoroviÄka, 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 | |
2020 | The 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 | |
2021 | Inalienable 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | Liquidity 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. Full description at Econpapers || Download paper | |
2021 | Equilibrium 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. Full description at Econpapers || Download paper | |
2021 | Negative 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. Full description at Econpapers || Download paper | |
2020 | Bank loan supply shocks and alternative financing of nonâ€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 | |
2021 | Shadow 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2020 | Shadow 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 | |
2021 | Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029. Full description at Econpapers || Download paper | |
2021 | Computational 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. Full description at Econpapers || Download paper | |
2021 | Adaptive Importance Sampling for DSGE Models. (2021). Ravazzolo, Francesco ; Lorusso, Marco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps84. Full description at Econpapers || Download paper | |
2021 | Governmental Risk Taking Under Market Imperfections: Working Paper 2021-07. (2021). Falkenheim, Michael. In: Working Papers. RePEc:cbo:wpaper:57255. Full description at Econpapers || Download paper | |
2020 | Dynamic 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 | |
2021 | Asset Prices and Business Cycles with Liquidity Shocks. (2021). Slavik, Ctirad ; Nezafat, Mahdi. In: CERGE-EI Working Papers. RePEc:cer:papers:wp711. Full description at Econpapers || Download paper | |
2020 | Twin 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 | |
2021 | Optimal Monetary Policy Under Bounded Rationality. (2021). Benchimol, Jonathan ; Bounader, Lahcen. In: Dynare Working Papers. RePEc:cpm:dynare:067. Full description at Econpapers || Download paper | |
2020 | Twin 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 | |
2020 | Effectiveness and Addictiveness of Quantitative Easing. (2020). Nakov, Anton ; Karadi, Peter. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14951. Full description at Econpapers || Download paper | |
2020 | Robust 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 | |
2020 | Twin 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 | |
2020 | Macroprudential capital requirements with non-bank finance. (2020). Dempsey, Kyle P. In: Working Paper Series. RePEc:ecb:ecbwps:20202415. Full description at Econpapers || Download paper | |
2020 | Bank 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 | |
2020 | Green asset pricing. (2020). Vermandel, Gauthier ; Jaccard, Ivan ; Benmir, Ghassane. In: Working Paper Series. RePEc:ecb:ecbwps:20202477. Full description at Econpapers || Download paper | |
2021 | Leveraged property cycles. (2021). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20212539. Full description at Econpapers || Download paper | |
2021 | The corporate saving glut and the current account in Germany. (2021). Mayer, Eric ; Klug, Thorsten ; Schuler, Tobias. In: Working Paper Series. RePEc:ecb:ecbwps:20212586. Full description at Econpapers || Download paper | |
2022 | The financial accelerator mechanism: does frequency matter?. (2022). Marcellino, Massimiliano ; Foroni, Claudia ; Gelain, Paolo. In: Working Paper Series. RePEc:ecb:ecbwps:20222637. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2020 | Capital 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 | |
2020 | Perturbation 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 | |
2020 | The 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 | |
2020 | Time 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 | |
2021 | Sovereign 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 | |
2021 | Stock 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. Full description at Econpapers || Download paper | |
2021 | Risk 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. Full description at Econpapers || Download paper | |
2021 | Resolution 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. Full description at Econpapers || Download paper | |
2022 | Managing 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | In 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. Full description at Econpapers || Download paper | |
2021 | Logarithmic depreciation. (2021). Brock, William ; Anderson, Evan W. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321000924. Full description at Econpapers || Download paper | |
2020 | Time-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 | |
2020 | The 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 | |
2020 | Aggregate 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 | |
2021 | The 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 | |
2021 | Equity 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 | |
2021 | Deep recessions. (2021). Nolan, Charles ; Shafiei, Maryam ; Kirsanova, Tatiana. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:310-323. Full description at Econpapers || Download paper | |
2020 | The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach. (2020). RodrÃÂguez, 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 | |
2020 | The 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 | |
2021 | Innovation 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. Full description at Econpapers || Download paper | |
2022 | Belief-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. Full description at Econpapers || Download paper | |
2020 | A 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 | |
2020 | Lending 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 | |
2020 | A 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 | |
2020 | Discounts, 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 | |
2020 | Financial 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 | |
2021 | Optimal 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 | |
2021 | Adaptive 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. Full description at Econpapers || Download paper | |
2021 | Cyclical 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. Full description at Econpapers || Download paper | |
2021 | Global 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Bank-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 | |
2020 | Expectation-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 | |
2020 | Sovereign 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 | |
2020 | Industrial 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 | |
2020 | Currency 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 | |
2021 | Trade 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | The 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 | |
2020 | Liquidity 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 | |
2020 | The 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 | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | Internationalization 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 | |
2021 | Stability 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. Full description at Econpapers || Download paper | |
2020 | International 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 | |
2020 | Capital 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 | |
2020 | Financial 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 | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2012 | Macroeconomic Effects of Financial Shocks In: American Economic Review. [Full Text][Citation analysis] | article | 433 |
2009 | Macroeconomic Effects of Financial Shocks.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 433 | paper | |
2009 | Macroeconomic Effects of Financial Shocks.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 433 | paper | |
2012 | Erratum: Macroeconomic Effects of Financial Shocks In: American Economic Review. [Full Text][Citation analysis] | article | 379 |
2016 | Sticky Leverage In: American Economic Review. [Full Text][Citation analysis] | article | 3 |
2014 | Sticky Leverage.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
1997 | The International Diversification Puzzle Is Worse Than You Think. In: American Economic Review. [Full Text][Citation analysis] | article | 296 |
1995 | The International Diversification Puzzle is Worse Than You Think.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 296 | paper | |
1993 | The International Diversification Puzzle is Worse than you Think..(1993) In: RCER Working Papers. [Citation analysis] This paper has another version. Agregated cites: 296 | paper | |
1999 | Household Production and the Excess Sensitivity of Consumption to Current Income In: American Economic Review. [Full Text][Citation analysis] | article | 106 |
1999 | Household 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: 106 | paper | |
2010 | Asset Pricing When Risk Sharing is Limited by Default In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 12 |
1998 | Asset 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 | |
2006 | Financial Innovations and Macroeconomic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 74 |
2006 | Financial innovations and macroeconomic volatility.(2006) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | article | |
2006 | Financial Innovations and Macroeconomic Volatility.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
2007 | Financial Innovations and Macroeconomic Volatility.(2007) In: 2007 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
2013 | Interest rate swaps and corporate default In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2018 | Interest rate swaps and corporate default.(2018) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2013 | Interest rate swaps and corporate default.(2013) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2006 | Interest Rate Swap and Corporate Default.(2006) In: 2006 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2000 | Using Asset Prices to Measure the Cost of Business Cycles In: Working Papers. [Full Text][Citation analysis] | paper | 115 |
2000 | Using 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 | |
2000 | Using 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: 115 | paper | |
2004 | Using 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: 115 | article | |
2001 | The Size of the Permanent Component of Asset Pricing Kernels In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2001 | The 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 | |
2000 | Efficiency, Equilibrium, and Asset Pricing with Risk of Default In: Econometrica. [Citation analysis] | article | 302 |
2005 | Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth In: Econometrica. [Full Text][Citation analysis] | article | 101 |
1999 | Social security and institutions for intergenerational, intragenerational, and international risk-sharing : A comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 3 |
1998 | Synthetic returns on NIPA assets: An international comparison In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
2002 | International portfolio diversification and endogenous labor supply choice In: European Economic Review. [Full Text][Citation analysis] | article | 17 |
1998 | International Portfolio Diversification and Endogenous Labour Supply Choice.(1998) In: Weiss Center Working Papers. [Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
1998 | Nontraded goods, nontraded factors, and international non-diversification In: Journal of International Economics. [Full Text][Citation analysis] | article | 103 |
1995 | Nontraded Goods, Nontraded Factors, and International Non-Diversification.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
2013 | A production-based model for the term structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 14 |
2013 | A Production-Based Model for the Term Structure.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2010 | The equity premium implied by production In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 33 |
2006 | The Equity Premium Implied by Production.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2005 | The Equity Premium Implied by Production.(2005) In: 2005 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2021 | Cryptocurrencies and Cagan’s model of hyperinflation In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
1998 | Asset pricing in production economies In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 595 |
2007 | Stock market boom and the productivity gains of the 1990s In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 50 |
2002 | Stock 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 | |
2019 | The Two-Pillar Policy for the RMB In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
1997 | International portfolio diversification and labor/leisure choice In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 4 |
1998 | International Portfolio Diversification and Labor/Leisure Choice.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1999 | Quantitative asset pricing implications of endogenous solvency constraints In: Working Papers. [Full Text][Citation analysis] | paper | 94 |
1999 | Quantitative 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 | |
1999 | Quantitative Asset Pricing Implications of Endogenous Solvency Constraints.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 94 | paper | |
2001 | Quantitative Asset Pricing Implications of Endogenous Solvency Constraints..(2001) In: Review of Financial Studies. [Citation analysis] This paper has another version. Agregated cites: 94 | article | |
2016 | Financial Markets’ Views about the Euro-Swiss Franc Floor In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2017 | Financial Markets Views about the Euro–Swiss Franc Floor.(2017) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2019 | Negative Swap Spreads and Limited Arbitrage In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
2020 | Negative Swap Spreads and Limited Arbitrage.(2020) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2020 | Should the U.S. Government Issue Floating Rate Notes? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | EconomicDynamics Interviews Urban Jermann on Asset Pricing In: EconomicDynamics Newsletter. [Full Text][Citation analysis] | article | 0 |
2005 | Financial Development and Macroeconomic Stability In: 2005 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | On the Macroeconomic Effects of Credit Shocks In: 2009 Meeting Papers. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team