Urban Joseph Jermann : Citation Profile

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

17

H index

19

i10 index

3691

Citations

RESEARCH PRODUCTION:

28

Articles

41

Papers

RESEARCH ACTIVITY:

   32 years (1993 - 2025). See details.
   Cites by year: 115
   Journals where Urban Joseph Jermann has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 21 (0.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pje4
   Updated: 2025-04-12    RAS profile: 2024-06-07    
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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)

Wang, Pengfei (43)

Perri, Fabrizio (42)

Miao, Jianjun (41)

Lustig, Hanno (32)

Van Nieuwerburgh, Stijn (32)

Jaccard, Ivan (29)

Mendicino, Caterina (28)

Gourinchas, Pierre-Olivier (27)

Krueger, Dirk (25)

Uhlig, Harald (25)

Cites to:

Campbell, John (29)

Cochrane, John (18)

Baxter, Marianne (17)

Mehra, Rajnish (12)

Abel, Andrew (12)

Alvarez, Fernando (11)

Danthine, Jean-Pierre (9)

Constantinides, George (9)

Hercowitz, Zvi (8)

Cheung, Yin-Wong (8)

King, Robert (8)

Main data

Production by document typearticlepaper19931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202502.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202505001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 17Most cited documents123456789101112131415161718190250500750Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Urban Joseph Jermann has published?

Journals with more than one article published# docs
American Economic Review5
Journal of Financial Economics3
The Review of Financial Studies3
Journal of Monetary Economics2
Econometrica2
European Economic Review2

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
2005 Meeting Papers / Society for Economic Dynamics2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Urban Joseph Jermann (2025 and 2024)

Year  ↓Title of citing document  ↓
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.

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2025(Non-Monotonic) Effects of Productivity and Credit Constraints on Equilibrium Aggregate Production in General Equilibrium Models with Heterogeneous Producers. (2025). Pham, Ngoc-Sang. In: Papers. RePEc:arx:papers:2501.12700.

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2025Perpetual Demand Lending Pools. (2025). Chitra, Tarun ; Yusubov, Kamil ; Sterle, Luke ; Sheng, Nathan ; Diamandis, Theo. In: Papers. RePEc:arx:papers:2502.06028.

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2025The Unequal Costs of Pollution: Carbon Tax, Inequality, and Redistribution. (2025). Di Bartolomeo, Giovanni ; Gaudio, Francesco Saverio ; Cantore, Cristiano. In: Papers. RePEc:arx:papers:2503.00142.

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2024State?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.

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2024The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2024). Wright, Jonathan ; Lucca, David O. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085.

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2024Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2797-2844.

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2024The Working Capital Credit Multiplier. (2024). Kim, Taehyun ; Carvalho, Daniel ; Almeida, Heitor. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4247-4302.

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2024.

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2024Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2025Portfolio choice analysis in a multi-country macro model. (2025). Hu, Chenyue. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt94z0d865.

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2024Debt-Ridden Borrowers and Persistent Stagnation. (2023). Shirai, Daichi ; Kobayashi, Keiichiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-001e.

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

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2025Green and brown returns in a production economy. (2025). Schüler, Yves ; Schler, Yves ; Jaccard, Ivan ; Kockerols, Thore. In: Working Paper Series. RePEc:ecb:ecbwps:20253030.

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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.

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2024Dynamic incentive contracts for ESG investing. (2024). Yang, Zhaojun ; Zhang, Yuqian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000762.

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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.

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2024Financial crises with different collateral types. (2024). Shah, Rohan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001076.

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2024Replicating business cycles and asset returns with sentiment and low risk aversion. (2024). Lansing, Kevin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001131.

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2024Financing green entrepreneurs under limited commitment. (2024). Bensoussan, Alain ; Chevalier-Roignant, Benoit ; Nguyen, Nam ; Rivera, Alejandro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001222.

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2024Firm financing and the relative demand for labor and capital. (2024). Elfayoumi, Khalid. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001386.

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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.

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2024Optimizing composite early warning indicators. (2024). Dalal, Vihar M ; Jahan-Parvar, Mohammad R ; Paine, Fiona A ; Beltran, Daniel O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400175x.

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2024Macroeconomic effects of political risk shocks. (2024). Haciolu-Hoke, Sinem. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003616.

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2024Foreign portfolio investments and voting bias in the Eurovision Song Contest. (2024). Giofre, Maela. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003872.

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2024Robust inference for moment condition models without rational expectations. (2024). Chen, Xiaohong ; Hansen, Peter G. In: Journal of Econometrics. RePEc:eee:econom:v:243:y:2024:i:1:s030440762300369x.

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

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2024The welfare costs of business cycles unveiled: Measuring the extent of stabilization policies. (2024). Doherty Luduvice, André Victor ; Barros, Fernando ; Augusto, Fabio ; Victor, Andre. In: European Economic Review. RePEc:eee:eecrev:v:169:y:2024:i:c:s001429212400151x.

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2024Time-varying relative risk aversion: Theoretical mechanism and empirical evidence. (2024). Liu, Haiyong ; Cai, Zongwu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000707.

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2024Would macro policy promote green and low-carbon transformation of energy companies?. (2024). Li, Danna ; Ma, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007233.

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2024Excessive bank risk-taking in an infinite horizon economy. (2024). Pozo, Jorge. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000482.

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2024Disaster learning and aggregate investment. (2024). Zou, Zhentao ; Niu, Yingjie ; Yang, Jinqiang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:220:y:2024:i:c:s0022053124000784.

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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.

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2024Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977.

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2025Arbitrage-based recovery. (2025). Horvath, Ferenc. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001922.

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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.

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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.

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2024Expectation-driven boom-bust cycles. (2024). Cormun, Vito ; Brianti, Marco. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s030439322400028x.

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2024Macroprudential policy with earnings-based borrowing constraints. (2024). Drechsel, Thomas ; Kim, Seho. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000485.

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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.

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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.

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2025An information-theoretic asset pricing model. (2025). Ghosh, Anisha ; Taylor, Alex P ; Julliard, Christian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126155.

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2024Revisiting Risky Money. (2024). Nesmith, Travis. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-90.

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2024The Changing Nature of Technology Shocks. (2024). Lubik, Thomas ; Gunn, Christopher ; Gortz, Christoph. In: Working Paper. RePEc:fip:fedrwp:99119.

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2025How Costly Are Business Cycle Volatility and Inflation? A Vox Populi Approach. (2025). Weber, Michael ; Gorodnichenko, Yuriy ; Kenny, Geoff ; Lee, Myunghwan Andrew ; Shim, Myungkyu ; Coibion, Olivier ; Kim, Kwang Hwan ; Georgarakos, Dimitris ; Han, Seowoo. In: IZA Discussion Papers. RePEc:iza:izadps:dp17675.

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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.

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2024Spillover Effects of Foreign Currency Loans: the Role of the Bank Lending Channel. (2024). Kaszab, Lorant ; Filep-Mosberger, Palma ; Ren, Zhou. In: MNB Working Papers. RePEc:mnb:wpaper:2024/2.

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2024Liquidity Traps: A Unified Theory of the Great Depression and Great Recession. (2024). Eggertsson, Gauti ; Egiev, Sergey. In: NBER Working Papers. RePEc:nbr:nberwo:33195.

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2024Uncovering CIP Deviations in Emerging Markets: Distinctions, Determinants, and Disconnect. (2024). Zhou, Haonan ; Cerutti, Eugenio. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00222-x.

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2024Neoclassical Growth with Long-Term One-Sided Commitment Contracts. (2022). Uhlig, Harald ; Krueger, Dirk. In: PIER Working Paper Archive. RePEc:pen:papers:22-023.

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2025(Non-Monotonic) Effects of Productivity and Credit Constraints on Equilibrium Aggregate Production in General Equilibrium Models with Heterogeneous Producers. (2025). Pham, Ngoc-Sang. In: MPRA Paper. RePEc:pra:mprapa:123394.

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2025Online Appendix to Solving DSGE models with incomplete markets by perturbation. (2025). Hausmann Guil, Guillermo ; Hausmann-Guil, Guillermo. In: Online Appendices. RePEc:red:append:24-34.

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2025Solving DSGE models with incomplete markets by perturbation. (2025). Hausmann Guil, Guillermo ; Hausmann-Guil, Guillermo. In: Review of Economic Dynamics. RePEc:red:issued:24-34.txt.

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2025Habit Formation and News-driven Business Cycles. (2025). XUE, Jianpo ; Liu, Keqing. In: Review of Economic Dynamics. RePEc:red:issued:24-8.

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2025Are survey stock price forecasts anchored by fundamental forecasts? A long-run perspective. (2025). Kuang, Pei ; Zhang, Tongbin ; Tang, LI. In: Economic Theory. RePEc:spr:joecth:v:79:y:2025:i:2:d:10.1007_s00199-024-01597-2.

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2024Optimal Fiscal Rules and Macroprudential Policies with Sovereign Default Risk. (2024). Maideu-Morera, Gerard. In: TSE Working Papers. RePEc:tse:wpaper:129336.

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2024Asset liquidity and the welfare costs of business cycles. (2024). Duarte, Joao ; Nobrega, Valter ; Ferreira, Ana Melissa ; Brinca, Pedro. In: Nova SBE Working Paper Series. RePEc:unl:unlfep:wp667.

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Works by Urban Joseph Jermann:

Year  ↓Title  ↓Type  ↓Cited  ↓
2012Macroeconomic Effects of Financial Shocks In: American Economic Review.
[Full Text][Citation analysis]		article643
2009Macroeconomic Effects of Financial Shocks.(2009) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 643		paper
2009Macroeconomic Effects of Financial Shocks.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 643		paper
2012Erratum: Macroeconomic Effects of Financial Shocks In: American Economic Review.
[Full Text][Citation analysis]		article487
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]		article404
1995The International Diversification Puzzle is Worse Than You Think.(1995) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 404		paper
1993The International Diversification Puzzle is Worse than you Think..(1993) In: RCER Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 404		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]		paper1
2024Perpetual Futures Pricing.(2024) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2022The Two‐Pillar Policy for the RMB In: Journal of Finance.
[Full Text][Citation analysis]		article4
2019The Two-Pillar Policy for the RMB.(2019) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 4		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.
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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.
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This paper has nother version. Agregated cites: 98		article
2006Financial Innovations and Macroeconomic Volatility.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 98		paper
2007Financial Innovations and Macroeconomic Volatility.(2007) In: 2007 Meeting Papers.
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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.
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This paper has nother version. Agregated cites: 7		article
2013Interest rate swaps and corporate default.(2013) In: International Finance Discussion Papers.
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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]		paper150
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: 150		paper
2000Using Asset Prices to Measure the Cost of Business Cycles.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 150		paper
2004Using Asset Prices to Measure the Cost of Business Cycles.(2004) In: Journal of Political Economy.
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This paper has nother version. Agregated cites: 150		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.
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This paper has nother version. Agregated cites: 5		paper
2000Efficiency, Equilibrium, and Asset Pricing with Risk of Default In: Econometrica.
[Citation analysis]		article426
2005Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth In: Econometrica.
[Full Text][Citation analysis]		article167
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]		article9
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.
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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.
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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.
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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.
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This paper has nother version. Agregated cites: 39		paper
2005The Equity Premium Implied by Production.(2005) In: 2005 Meeting Papers.
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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]		article685
2007Stock market boom and the productivity gains of the 1990s In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article61
2002Stock Market Boom and the Productivity Gains of the 1990s.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 61		paper
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.
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This paper has nother version. Agregated cites: 4		paper
1999Quantitative asset pricing implications of endogenous solvency constraints In: Working Papers.
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1999Quantitative Asset Pricing Implications of Endogenous Solvency Constraints..(1999) In: Rodney L. White Center for Financial Research Working Papers.
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1999Quantitative Asset Pricing Implications of Endogenous Solvency Constraints.(1999) In: NBER Working Papers.
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2001Quantitative Asset Pricing Implications of Endogenous Solvency Constraints..(2001) In: The Review of Financial Studies.
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2021Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans.(2021) In: NBER Working Papers.
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2020Negative Swap Spreads and Limited Arbitrage.(2020) In: The Review of Financial Studies.
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2025Gold’s Value as an Investment.(2025) In: The Review of Financial Studies.
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2002EconomicDynamics Interviews Urban Jermann on Asset Pricing In: EconomicDynamics Newsletter.
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