Urban Joseph Jermann : Citation Profile

Are you Urban Joseph Jermann?

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

17

H index

20

i10 index

3635

Citations

RESEARCH PRODUCTION:

26

Articles

41

Papers

RESEARCH ACTIVITY:

   31 years (1993 - 2024). See details.
   Cites by year: 117
   Journals where Urban Joseph Jermann has often published
   Relations with other researchers
   Recent citing documents: 156.    Total self citations: 21 (0.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pje4
   Updated: 2024-12-03    RAS profile: 2024-06-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Hugonnier, Julien (2)

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

Is cited by:

Coeurdacier, Nicolas (66)

Perri, Fabrizio (42)

Wang, Pengfei (41)

Miao, Jianjun (41)

Van Nieuwerburgh, Stijn (32)

Lustig, Hanno (32)

Jaccard, Ivan (29)

Mendicino, Caterina (28)

Gourinchas, Pierre-Olivier (27)

Krueger, Dirk (25)

Rey, Helene (23)

Cites to:

Campbell, John (29)

Cochrane, John (18)

Baxter, Marianne (17)

Mehra, Rajnish (12)

Abel, Andrew (12)

Alvarez, Fernando (11)

Danthine, Jean-Pierre (9)

Cheung, Yin-Wong (9)

Constantinides, George (9)

King, Robert (8)

Weil, Philippe (8)

Main data

Where Urban Joseph Jermann has published?

Journals with more than one article published# docs
American Economic Review5
Journal of Financial Economics3
Econometrica2
European Economic Review2
Journal of Monetary Economics2
The Review of Financial Studies2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc20
Working Papers / University of Pennsylvania, Wharton School, Weiss Center2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
2005 Meeting Papers / Society for Economic Dynamics2

Recent works citing Urban Joseph Jermann (2024 and 2023)

YearTitle of citing document
2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

Full description at Econpapers || Download paper

2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

Full description at Econpapers || Download paper

2024Commitment 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

2023Dealer 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

2023Valuation Effects of US–China Trade Conflict: The Role of Institutional Investors. (2023). Nie, Guangyu ; Chen, Jiahui. In: China & World Economy. RePEc:bla:chinae:v:31:y:2023:i:6:p:56-78.

Full description at Econpapers || Download paper

2023State?owned enterprises and entrusted lending: Economic growth and business cycles in China. (2024). Zhang, Shuonan. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:197-222.

Full description at Econpapers || Download paper

2023How 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

2023International 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

2024Risky 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

2023The 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

2023Import 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

2023Estimation 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

2024Debt-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

2023Financial 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

2024Monetary asmmetries without (and with) price stickiness. (2024). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20242928.

Full description at Econpapers || Download paper

2024Uncertainty shocks, equity financing, and business cycle amplifications. (2024). Park, Jongho. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000233.

Full description at Econpapers || Download paper

2023Sharing 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

2023Long-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

2024Asymmetric information in frictional markets for liquidity: Collateralized credit vs asset sale. (2024). Madison, Florian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002142.

Full description at Econpapers || Download paper

2023Did 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

2023Households’ 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

2023Macroeconomic 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

2023Digital 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

2023Robust 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

2023No place like home: Home bias and flight-to-quality in Group of Seven countries. (2023). Nagy, Balint-Zsolt ; Socaciu, Erzsebet-Mirjam ; Benedek, Botond. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003619.

Full description at Econpapers || Download paper

2024The return on everything and the business cycle in production economies. (2024). Fehrle, Daniel ; Heiberger, Christopher. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324000981.

Full description at Econpapers || Download paper

2023Endogenous 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

2023Business-cycle consumption risk and asset prices. (2023). Tamoni, Andrea ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001410.

Full description at Econpapers || Download paper

2023Inclusion 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

2023Corporate 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

2023The 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

2023The 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

2023Banks, 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

2023Firms’ 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

2023What explains equity home bias? Theory and evidence at the sector level. (2023). Hu, Chenyue. In: European Economic Review. RePEc:eee:eecrev:v:160:y:2023:i:c:s0014292123002131.

Full description at Econpapers || Download paper

2024Asset prices in a production network. (2024). Ruge-Murcia, Francisco. In: European Economic Review. RePEc:eee:eecrev:v:166:y:2024:i:c:s0014292124000801.

Full description at Econpapers || Download paper

2023Transformational insurance and green credit incentive policies as financial mechanisms for green energy transitions and low-carbon economic development. (2023). Zhang, Chunhong ; Liu, Zexiao. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005145.

Full description at Econpapers || Download paper

2023A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526.

Full description at Econpapers || Download paper

2023Financial 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

2023Bank 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

2023Optimal 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

2023Judgment 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

2023Making sovereign debt safe with a financial stability fund. (2023). Liu, Yan ; Marimon, Ramon ; Wicht, Adrien. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001204.

Full description at Econpapers || Download paper

2023International 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

2023Financial 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

2023Market 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

2023Intermediary balance sheets and the treasury yield curve. (2023). Hebert, Benjamin ; Du, Wenxin ; Li, Wenhao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001629.

Full description at Econpapers || Download paper

2024Demand-and-supply imbalance risk and long-term swap spreads. (2024). Venter, Gyuri ; Malkhozov, Aytek ; Hanson, Samuel G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370.

Full description at Econpapers || Download paper

2023Union 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

2023The 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

2023An 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

2024Welfare gains from market insurance: The case of Mexican oil price risk. (2024). Valencia, Fabian ; Ma, Chang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000159.

Full description at Econpapers || Download paper

2023How 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

2023Hysteresis, 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

2023Returns 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

2023Diminishing 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

2023Learning 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

2023Financial crises and shadow banks: A quantitative analysis. (2023). Rottner, Matthias. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:74-92.

Full description at Econpapers || Download paper

2024Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084.

Full description at Econpapers || Download paper

2023Hedging 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

2023Volatility 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

2023Capital 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

2024Overextrapolation of disaster probabilities and asset pricing in a production economy. (2024). Peng, Juan ; Lin, Chunpeng ; Gao, Han ; Zhao, Siqi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:845-854.

Full description at Econpapers || Download paper

2024Why risk attitude differs between macro and micro level? A decoherence perspective. (2024). Zhang, Yuwei ; Zhu, Chao ; Yi, Zhen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:978-997.

Full description at Econpapers || Download paper

2023International 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

2023Bank 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

2023Welfare 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

2023Nominal 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

2023The 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

2023Dealer 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

2023The 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

2023Technological 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

2023Cross-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

2023Financial 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

2024Robust Abatement Policy with Uncertainty About Environmental Disasters. (2024). Zou, Zhentao ; Niu, Yingjie. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:4:d:10.1007_s10640-024-00843-4.

Full description at Econpapers || Download paper

2023Household 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

2023Intertemporal 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

2023The 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

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]		article631
2009Macroeconomic Effects of Financial Shocks.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 631		paper
2009Macroeconomic Effects of Financial Shocks.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 631		paper
2012Erratum: Macroeconomic Effects of Financial Shocks In: American Economic Review.
[Full Text][Citation analysis]		article475
2016Sticky Leverage In: American Economic Review.
[Full Text][Citation analysis]		article27
2014Sticky Leverage.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
1997The International Diversification Puzzle Is Worse Than You Think. In: American Economic Review.
[Full Text][Citation analysis]		article400
1995The International Diversification Puzzle is Worse Than You Think.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 400		paper
1993The International Diversification Puzzle is Worse than you Think..(1993) In: RCER Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 400		paper
1999Household Production and the Excess Sensitivity of Consumption to Current Income In: American Economic Review.
[Full Text][Citation analysis]		article129
1999Household 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: 129		paper
2024Perpetual Futures Pricing In: Papers.
[Full Text][Citation analysis]		paper0
2024Perpetual Futures Pricing.(2024) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		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 nother version. Agregated cites: 12		paper
2006Financial Innovations and Macroeconomic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper98
2006Financial innovations and macroeconomic volatility.(2006) In: Proceedings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		article
2006Financial Innovations and Macroeconomic Volatility.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		paper
2007Financial Innovations and Macroeconomic Volatility.(2007) In: 2007 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		paper
2013Interest rate swaps and corporate default In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2018Interest rate swaps and corporate default.(2018) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2013Interest rate swaps and corporate default.(2013) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2006Interest Rate Swap and Corporate Default.(2006) In: 2006 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2000Using Asset Prices to Measure the Cost of Business Cycles In: Working Papers.
[Full Text][Citation analysis]		paper147
2000Using 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
2000Using 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
2004Using 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
2001The Size of the Permanent Component of Asset Pricing Kernels In: Working Papers.
[Full Text][Citation analysis]		paper5
2001The 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
2000Efficiency, Equilibrium, and Asset Pricing with Risk of Default In: Econometrica.
[Citation analysis]		article419
2005Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth In: Econometrica.
[Full Text][Citation analysis]		article163
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]		article10
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]		article19
1998International Portfolio Diversification and Endogenous Labour Supply Choice.(1998) In: Weiss Center Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 19		paper
1998Nontraded goods, nontraded factors, and international non-diversification In: Journal of International Economics.
[Full Text][Citation analysis]		article120
1995Nontraded Goods, Nontraded Factors, and International Non-Diversification.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 120		paper
2023Dynamic banking with non-maturing deposits In: Journal of Economic Theory.
[Full Text][Citation analysis]		article1
2023Dynamic Banking with Non-Maturing Deposits.(2023) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013A production-based model for the term structure In: Journal of Financial Economics.
[Full Text][Citation analysis]		article18
2013A 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
2024The pricing of U.S. Treasury floating rate notes In: Journal of Financial Economics.
[Full Text][Citation analysis]		article0
2010The equity premium implied by production In: Journal of Financial Economics.
[Full Text][Citation analysis]		article39
2006The Equity Premium Implied by Production.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2005The Equity Premium Implied by Production.(2005) In: 2005 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2021Cryptocurrencies and Cagan’s model of hyperinflation In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
1998Asset pricing in production economies In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article677
2007Stock market boom and the productivity gains of the 1990s In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article60
2002Stock 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
2019The Two-Pillar Policy for the RMB In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper3
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 nother version. Agregated cites: 4		paper
1999Quantitative asset pricing implications of endogenous solvency constraints In: Working Papers.
[Full Text][Citation analysis]		paper120
1999Quantitative 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: 120		paper
1999Quantitative Asset Pricing Implications of Endogenous Solvency Constraints.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 120		paper
2001Quantitative Asset Pricing Implications of Endogenous Solvency Constraints..(2001) In: The Review of Financial Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 120		article
2024Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article3
2021Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2016Financial Markets’ Views about the Euro-Swiss Franc Floor In: NBER Working Papers.
[Full Text][Citation analysis]		paper16
2017Financial 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
2019Negative Swap Spreads and Limited Arbitrage In: NBER Working Papers.
[Full Text][Citation analysis]		paper28
2020Negative Swap Spreads and Limited Arbitrage.(2020) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2020Should the U.S. Government Issue Floating Rate Notes? In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2023Golds Value as an Investment In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2002EconomicDynamics Interviews Urban Jermann on Asset Pricing In: EconomicDynamics Newsletter.
[Full Text][Citation analysis]		article0
2005Financial Development and Macroeconomic Stability In: 2005 Meeting Papers.
[Full Text][Citation analysis]		paper2
2009On the Macroeconomic Effects of Credit Shocks In: 2009 Meeting Papers.
[Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team