17
H index
20
i10 index
3547
Citations
University of Pennsylvania (50% share) | 17 H index 20 i10 index 3547 Citations RESEARCH PRODUCTION: 24 Articles 39 Papers RESEARCH ACTIVITY: 30 years (1993 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pje4 |
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 |
Review of Financial Studies | 2 |
Econometrica | 2 |
Journal of Monetary Economics | 2 |
European Economic Review | 2 |
Journal of Financial Economics | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
NBER Working Papers / National Bureau of Economic Research, Inc | 19 |
Working Papers / University of Pennsylvania, Wharton School, Weiss Center | 2 |
2005 Meeting Papers / Society for Economic Dynamics | 2 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year | Title of citing document |
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2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper |
2023 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper |
2023 | Commitment and the Dynamics of Household Labor Supply. (2023). Theloudis, Alexandros ; Gim, Ignacio J ; Pierre-Andr'e Chiappori, ; Velilla, Jorge. In: Papers. RePEc:arx:papers:2307.10983. Full description at Econpapers || Download paper |
2023 | Dealer capacity and US Treasury market functionality. (2023). Van Tassel, Peter ; Fleming, Michael ; Shachar, OR ; Nelson, Claire ; Keane, Frank ; Duffie, Darrell. In: BIS Working Papers. RePEc:bis:biswps:1138. Full description at Econpapers || Download paper |
2023 | Anti?dumping Policies and International Portfolio Allocation: The View from the Global Funds. (2023). Ding, Haoyuan ; Ying, Jiezhou ; Li, Xiao. In: China & World Economy. RePEc:bla:chinae:v:31:y:2023:i:2:p:58-83. Full description at Econpapers || Download paper |
2023 | How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208. Full description at Econpapers || Download paper |
2023 | International Yield Curves and Currency Puzzles. (2023). Creal, Drew ; Chernov, Mikhail. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:209-245. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The market for sharing interest rate risk: quantities behind prices. (2023). Sen, Ishita ; Neamu, Ioana ; Khetan, Umang. In: Bank of England working papers. RePEc:boe:boeewp:1031. Full description at Econpapers || Download paper |
2023 | Import competition, trade credit and financial frictions in general equilibrium. (2023). Hassan, Fadi ; Esposito, Federico. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1901. Full description at Econpapers || Download paper |
2023 | Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes. (2023). Frankel, Jeffrey. In: CID Working Papers. RePEc:cid:wpfacu:429. Full description at Econpapers || Download paper |
2023 | Debt-Ridden Borrowers and Persistent Stagnation. (2023). Shirai, Daichi ; Kobayashi, Keiichiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-001e. Full description at Econpapers || Download paper |
2023 | Financial Constraints and Firm Size: Micro-Evidence and Aggregate Implications. (2023). Haber, Timo ; Rorig, Christian ; Ferreira, Miguel. In: Working Papers. RePEc:dnb:dnbwpp:777. Full description at Econpapers || Download paper |
2023 | Sharing risk to avoid tragedy: Informal insurance and irrigation in village economies. (2023). Mazur, Karol. In: Journal of Development Economics. RePEc:eee:deveco:v:161:y:2023:i:c:s0304387822001729. Full description at Econpapers || Download paper |
2023 | Long-term bank lending and the transfer of aggregate risk. (2023). Zessner-Spitzenberg, Leopold ; Reiter, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300057x. Full description at Econpapers || Download paper |
2023 | Did the policy responses influence credit and business cycle co-movement during the COVID-19 crisis? Evidence from Indonesia. (2023). Indawan, Fiskara ; Sasongko, Aryo ; Prabheesh, K P. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:243-255. Full description at Econpapers || Download paper |
2023 | Households’ assets, sentiment shocks and business cycles. (2023). Miura, Shogo. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003121. Full description at Econpapers || Download paper |
2023 | Macroeconomic conditions, corporate default, and default clustering. (2023). Liu, Lanlan ; Luo, Dan ; Xing, Kai. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003169. Full description at Econpapers || Download paper |
2023 | Digital innovation and financial access for small and medium-sized enterprises in a currency union. (2023). Kame, Thierry U. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004199. Full description at Econpapers || Download paper |
2023 | Robust investment and hedging policy with limited commitment. (2023). Liang, Yongtang ; Wu, Yaoyao ; Ma, Jinrun. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001566. Full description at Econpapers || Download paper |
2023 | Endogenous cycles in a competitive search credit market. (2023). Gu, Chao. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002501. Full description at Econpapers || Download paper |
2023 | Inclusion of the RMB in SDRs and the impossible trinity in China. (2023). Yuan, Fan ; Le, Duong Thuy ; Feng, Ling. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000036. Full description at Econpapers || Download paper |
2023 | Corporate debt maturity and investment over the business cycle. (2023). Poeschl, Johannes. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002288. Full description at Econpapers || Download paper |
2023 | The long-run effects of risk: an equilibrium approach. (2023). Palma, Nuno ; Madeira, Joao ; van der Kwaak, Christiaan. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000041. Full description at Econpapers || Download paper |
2023 | The heterogeneous welfare effects of business cycles. (2023). Ma, Eunseong ; Cho, Daeha. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000296. Full description at Econpapers || Download paper |
2023 | Banks, nonbanks, and business cycles. (2023). Gauthier, David ; Becard, Yvan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000375. Full description at Econpapers || Download paper |
2023 | Firms’ financing dynamics around lumpy capacity adjustments. (2023). Tsoukalas, John D ; Sakellaris, Plutarchos ; Gortz, Christoph. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s0014292123001101. Full description at Econpapers || Download paper |
2023 | Financial contracting as behavior towards risk: The corporate finance of business cycles 8/3/22. (2023). Krainer, Robert E. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000049. Full description at Econpapers || Download paper |
2023 | Bank credit, inflation, and default risks over an infinite horizon. (2023). Wang, Xuan ; Tsomocos, Dimitrios P. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000311. Full description at Econpapers || Download paper |
2023 | Optimal monetary policy under bounded rationality. (2023). Bounader, Lahcen ; Benchimol, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000517. Full description at Econpapers || Download paper |
2023 | Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453. Full description at Econpapers || Download paper |
2023 | International capital markets with interdependent preferences: Theory and empirical evidence. (2023). Curatola, Giuliano ; Dergunov, Ilya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:403-421. Full description at Econpapers || Download paper |
2023 | Financial markets and unemployment. (2023). Trigari, Antonella ; Quadrini, Vincenzo ; Monacelli, Tommaso. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:3:p:596-626. Full description at Econpapers || Download paper |
2023 | Market power in wholesale funding: A structural perspective from the triparty repo market. (2023). Huber, Amy Wang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:2:p:235-259. Full description at Econpapers || Download paper |
2023 | Union debt management. (2023). Oikonomou, Rigas ; Faraglia, Elisa ; Equiza-Goi, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001504. Full description at Econpapers || Download paper |
2023 | The portfolio balance channel of capital flows and foreign exchange intervention in a small open economy. (2023). Ortiz, Marco ; Montoro, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000268. Full description at Econpapers || Download paper |
2023 | An investment-based explanation of currency excess returns. (2023). Smallwood, Aaron D ; Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000311. Full description at Econpapers || Download paper |
2023 | How can financial constraints force a central bank to exit a currency peg? An application to the Swiss franc peg. (2023). Pourroy, Marc ; Pinter, Julien. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000866. Full description at Econpapers || Download paper |
2023 | Hysteresis, financial frictions and monetary policy. (2023). Giakas, Konstantinos. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000469. Full description at Econpapers || Download paper |
2023 | Returns to scale, firm entry, and the business cycle. (2023). Smirnyagin, Vladimir. In: Journal of Monetary Economics. RePEc:eee:moneco:v:134:y:2023:i:c:p:118-134. Full description at Econpapers || Download paper |
2023 | Diminishing treasury convenience premiums: Effects of dealers’ excess demand and balance sheet constraints. (2023). Sundaresan, Suresh ; Klingler, Sven. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:55-69. Full description at Econpapers || Download paper |
2023 | Learning and the capital age premium. (2023). Xu, Chenjie ; Tsou, Chi-Yang ; Li, Kai. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:76-90. Full description at Econpapers || Download paper |
2023 | Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market. (2023). Shang, Yuhuang ; Zhu, Chunhui ; Li, Shaoyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:170-185. Full description at Econpapers || Download paper |
2023 | Volatility spillover between oil and stock prices: Structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation. (2023). Qiao, Hui ; Chan, Ying Tung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:265-286. Full description at Econpapers || Download paper |
2023 | Capital misallocation and financial market frictions: Empirical evidence from equity cost of capital. (2023). Shen, Junyan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:486-504. Full description at Econpapers || Download paper |
2023 | International portfolio diversification and the home bias puzzle. (2023). Oh, Frederick Dongchuhl ; Lee, Kyounghun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001933. Full description at Econpapers || Download paper |
2023 | Bank credit, inflation, and default risks over an infinite horizon. (2023). Wang, Xuan ; Tsomocos, Dimitrios P. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119771. Full description at Econpapers || Download paper |
2023 | Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000. Full description at Econpapers || Download paper |
2023 | Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114. Full description at Econpapers || Download paper |
2023 | The Long-Run Real Effects of Banking Crises: Firm-Level Investment Dynamics and the Role of Wage Rigidity. (2023). Wix, Carlo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-19. Full description at Econpapers || Download paper |
2023 | Dealer Capacity and U.S. Treasury Market Functionality. (2023). van Tassel, Peter ; Shachar, OR ; Nelson, Claire ; Keane, Frank M ; Fleming, Michael J ; Duffie, Darrell. In: Staff Reports. RePEc:fip:fednsr:96553. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The real effects of financial disruptions in a monetary economy. (2023). Kospentaris, Ioannis ; Herrenbrueck, Lucas ; Geromichalos, Athanasios ; Gabrovski, Miroslav ; Lee, Sukjoon. In: Working Papers. RePEc:hai:wpaper:202302. Full description at Econpapers || Download paper |
2023 | Technological Determinants of Financial Constraints. (2023). Starmans, Jan. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:3003-3024. Full description at Econpapers || Download paper |
2023 | Cross-country Spillovers in Interbank Liquidity Crises. (2023). Hasan, Mohammad ; Singh, Rajesh. In: ISU General Staff Papers. RePEc:isu:genstf:202311011603320000. Full description at Econpapers || Download paper |
2023 | Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances. (2023). Adarov, Amat. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-022-09566-5. Full description at Econpapers || Download paper |
2023 | Household Debt and Economic Growth: Debt Service Matters. (2023). Kilinc, Mustafa ; Tunc, Cengiz. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-021-09659-x. Full description at Econpapers || Download paper |
2023 | Intertemporal elasticity of substitution with leisure margin. (2023). Du, Juan ; Yagihashi, Takeshi. In: Review of Economics of the Household. RePEc:kap:reveho:v:21:y:2023:i:4:d:10.1007_s11150-022-09639-1. Full description at Econpapers || Download paper |
2023 | The impact of sovereign defaults on lending countries. (2023). Pei, Yun ; Guo, SI. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:1:d:10.1007_s11156-022-01096-2. Full description at Econpapers || Download paper |
2023 | Financial Intermediation, Capital Accumulation, and Crisis Recovery*. (2023). Scheffel, Martin ; Rochet, Jean-Charles ; Gersbach, Hans. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1423-1469.. Full description at Econpapers || Download paper |
2023 | Inflation Dynamics and Quantitative Easing. (2023). Yu, Sherry ; Khemraj, Tarron. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:4:d:10.1057_s41302-023-00257-y. Full description at Econpapers || Download paper |
2023 | Equity Home Bias in a Capital Market Union. (2023). Sihvonen, Markus. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:4:d:10.1057_s41308-023-00197-9. Full description at Econpapers || Download paper |
2023 | Financial Constraints and Firm Size: Micro-Evidence and Aggregate Implications. (2023). Rorig, Christian ; Haber, Timo ; Ferreira, Miguel H. In: Working Papers. RePEc:qmw:qmwecw:948. Full description at Econpapers || Download paper |
2023 | Firm Entry and Exit during Recessions. (). Raveendranathan, Gajendran ; Ayres, Joao. In: Review of Economic Dynamics. RePEc:red:issued:20-136. Full description at Econpapers || Download paper |
2023 | Aggregate Implications of Financial Frictions for Unemployment. (). Dong, Feng. In: Review of Economic Dynamics. RePEc:red:issued:20-16. Full description at Econpapers || Download paper |
2023 | Should Monetary Policy Target Financial Stability. (). Phelan, Gregory ; Chen, William. In: Review of Economic Dynamics. RePEc:red:issued:21-244. Full description at Econpapers || Download paper |
2023 | Optimal GDP-indexed Bonds. (). Onder, Yasin Kursat. In: Review of Economic Dynamics. RePEc:red:issued:21-334. Full description at Econpapers || Download paper |
2023 | Market Uncertainty and International Trade. (). Xu, Zhiwei ; Nie, Guangyu ; Fan, Haichao. In: Review of Economic Dynamics. RePEc:red:issued:21-348. Full description at Econpapers || Download paper |
2023 | Climate Policy, Financial Frictions, and Transition Risk. (). Melkadze, Givi ; Heutel, Garth ; Carattini, Stefano. In: Review of Economic Dynamics. RePEc:red:issued:22-114. Full description at Econpapers || Download paper |
2023 | Global GDSGE Models. (). Nie, Guangyu ; Luo, Wenlan ; Cao, Dan. In: Review of Economic Dynamics. RePEc:red:issued:22-86. Full description at Econpapers || Download paper |
2023 | On a Lender of Last Resort with a Central Bank and a Stability Fund. (). Zavalloni, Luca ; Wicht, Adrien ; Marimon, Ramon ; Callegari, Giovanni. In: Review of Economic Dynamics. RePEc:red:issued:23-166. Full description at Econpapers || Download paper |
2023 | US-Financial Conditions and Macro-economy of Emerging Markets. (2023). Jabeen, Hummaira. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:1:p:51-63. Full description at Econpapers || Download paper |
2023 | Expectation-Driven Boom-Bust Cycles. (2023). Cormun, Vito ; Brianti, Marco. In: Working Papers. RePEc:ris:albaec:2023_004. Full description at Econpapers || Download paper |
2023 | Classifying Exchange Rate Regimes: 20 Years Later. (2022). Sturzenegger, Federico ; Yeyati, Eduardo Levy ; Levyyeyati, Eduardo. In: Working Papers. RePEc:sad:wpaper:166. Full description at Econpapers || Download paper |
2023 | Productivity-conditioned market reaction of US Bank acquisitions during regulation-deregulation eras. (2023). Sanchez, Benito A ; Nusair, Salah A ; Essaddam, Naceur ; Al-Khasawneh, Jamal Ali. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09610-x. Full description at Econpapers || Download paper |
2023 | Complete markets with bankruptcy risk and pecuniary default punishments. (2023). Rosa, Rafael Mouallem ; Martins-Da, Filipe V. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:3:d:10.1007_s00199-022-01429-1. Full description at Econpapers || Download paper |
2023 | Clean innovation and heterogeneous financing costs. (2023). Wiskich, Anthony ; Spiganti, Alessandro ; Campiglio, Emanuele. In: Working Papers. RePEc:ven:wpaper:2023:07. Full description at Econpapers || Download paper |
2023 | A Sieve?SMM Estimator for Dynamic Models. (2023). Forneron, Jeanjacques. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:3:p:943-977. Full description at Econpapers || Download paper |
2023 | UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION. (2023). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:2:p:577-606. Full description at Econpapers || Download paper |
2023 | A monetary policy–based explanation of swap spreads in China. (2023). Hou, Xin ; Fan, Longzhen ; Sun, Qian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1645-1667. Full description at Econpapers || Download paper |
2023 | Credit Crunch and Downward Nominal Wage Rigidities. (2023). Rouillard, Jeanfranois. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:4:p:889-914. Full description at Econpapers || Download paper |
2023 | Delayed Adjustment and Persistence in Macroeconomic Models. (2023). Vukoti, Marija ; van Rens, Thijs. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:6:p:1325-1356. Full description at Econpapers || Download paper |
2023 | Trust in risk sharing: A double-edged sword. (2023). Park, Yena ; Mailath, George J ; Krueger, Dirk ; Cole, Harold L. In: CFS Working Paper Series. RePEc:zbw:cfswop:697. Full description at Econpapers || Download paper |
2023 | Neoclassical growth with long-term one-sided commitment contracts. (2023). Uhlig, Harald ; Krueger, Dirk. In: CFS Working Paper Series. RePEc:zbw:cfswop:698. Full description at Econpapers || Download paper |
2023 | Uncertainty, risk, and capital growth. (2023). Shaliastovich, Ivan ; Segal, Gill. In: SAFE Working Paper Series. RePEc:zbw:safewp:388. Full description at Econpapers || Download paper |
2023 | Quantitative easing, the repo market, and the term structure of interest rates. (2023). Subrahmanyam, Marti G ; Pelizzon, Loriana ; Jappelli, Ruggero. In: SAFE Working Paper Series. RePEc:zbw:safewp:395. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2012 | Macroeconomic Effects of Financial Shocks In: American Economic Review. [Full Text][Citation analysis] | article | 610 |
2009 | Macroeconomic Effects of Financial Shocks.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 610 | paper | |
2009 | Macroeconomic Effects of Financial Shocks.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 610 | paper | |
2012 | Erratum: Macroeconomic Effects of Financial Shocks In: American Economic Review. [Full Text][Citation analysis] | article | 454 |
2016 | Sticky Leverage In: American Economic Review. [Full Text][Citation analysis] | article | 27 |
2014 | Sticky Leverage.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
1997 | The International Diversification Puzzle Is Worse Than You Think. In: American Economic Review. [Full Text][Citation analysis] | article | 395 |
1995 | The International Diversification Puzzle is Worse Than You Think.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 395 | paper | |
1993 | The International Diversification Puzzle is Worse than you Think..(1993) In: RCER Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 395 | paper | |
1999 | Household Production and the Excess Sensitivity of Consumption to Current Income In: American Economic Review. [Full Text][Citation analysis] | article | 128 |
1999 | Household Production and the Excess Sensitivity of Consumption to Current Income.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 128 | paper | |
2022 | The Two?Pillar Policy for the RMB In: Journal of Finance. [Full Text][Citation analysis] | article | 3 |
2019 | The Two-Pillar Policy for the RMB.(2019) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | 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 nother version. Agregated cites: 12 | paper | |
2006 | Financial Innovations and Macroeconomic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 98 |
2006 | Financial innovations and macroeconomic volatility.(2006) In: Proceedings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | article | |
2006 | Financial Innovations and Macroeconomic Volatility.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | paper | |
2007 | Financial Innovations and Macroeconomic Volatility.(2007) In: 2007 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | paper | |
2013 | Interest rate swaps and corporate default In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2018 | Interest rate swaps and corporate default.(2018) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2013 | Interest rate swaps and corporate default.(2013) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2006 | Interest Rate Swap and Corporate Default.(2006) In: 2006 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2000 | Using Asset Prices to Measure the Cost of Business Cycles In: Working Papers. [Full Text][Citation analysis] | paper | 147 |
2000 | Using Asset Prices to Measure the Cost of Business Cycles..(2000) In: Weiss Center Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 147 | paper | |
2000 | Using Asset Prices to Measure the Cost of Business Cycles.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | 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 nother version. Agregated cites: 147 | article | |
2001 | The Size of the Permanent Component of Asset Pricing Kernels In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2001 | The Size of the Permanent Component of Asset Pricing Kernels.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2000 | Efficiency, Equilibrium, and Asset Pricing with Risk of Default In: Econometrica. [Citation analysis] | article | 408 |
2005 | Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth In: Econometrica. [Full Text][Citation analysis] | article | 161 |
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 | 10 |
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 | 19 |
1998 | International Portfolio Diversification and Endogenous Labour Supply Choice.(1998) In: Weiss Center Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
1998 | Nontraded goods, nontraded factors, and international non-diversification In: Journal of International Economics. [Full Text][Citation analysis] | article | 118 |
1995 | Nontraded Goods, Nontraded Factors, and International Non-Diversification.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
2013 | A production-based model for the term structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 18 |
2013 | A Production-Based Model for the Term Structure.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2010 | The equity premium implied by production In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 39 |
2006 | The Equity Premium Implied by Production.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2005 | The Equity Premium Implied by Production.(2005) In: 2005 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | 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 | 660 |
2007 | Stock market boom and the productivity gains of the 1990s In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 60 |
2002 | Stock Market Boom and the Productivity Gains of the 1990s.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
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 nother version. Agregated cites: 4 | paper | |
1999 | Quantitative asset pricing implications of endogenous solvency constraints In: Working Papers. [Full Text][Citation analysis] | paper | 119 |
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 nother version. Agregated cites: 119 | paper | |
1999 | Quantitative Asset Pricing Implications of Endogenous Solvency Constraints.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2001 | Quantitative Asset Pricing Implications of Endogenous Solvency Constraints..(2001) In: Review of Financial Studies. [Citation analysis] This paper has nother version. Agregated cites: 119 | article | |
2016 | Financial Markets’ Views about the Euro-Swiss Franc Floor In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
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 nother version. Agregated cites: 16 | article | |
2019 | Negative Swap Spreads and Limited Arbitrage In: NBER Working Papers. [Full Text][Citation analysis] | paper | 24 |
2020 | Negative Swap Spreads and Limited Arbitrage.(2020) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
2020 | Should the U.S. Government Issue Floating Rate Notes? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | Dynamic Banking with Non-Maturing Deposits In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Golds Value as an Investment 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 |
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