Urban Joseph Jermann : Citation Profile

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

18

H index

19

i10 index

3337

Citations

RESEARCH PRODUCTION:

28

Articles

43

Papers

RESEARCH ACTIVITY:

   32 years (1993 - 2025). See details.
   Cites by year: 104
   Journals where Urban Joseph Jermann has often published
   Relations with other researchers
   Recent citing documents: 139.    Total self citations: 21 (0.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pje4
   Updated: 2025-12-27    RAS profile: 2025-04-28    
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Relations with other researchers

Works with:

Hugonnier, Julien (2)

Yue, Vivian (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 (35)

Miao, Jianjun (35)

Van Nieuwerburgh, Stijn (32)

Lustig, Hanno (32)

Jaccard, Ivan (27)

Krueger, Dirk (25)

Gourinchas, Pierre-Olivier (25)

Uhlig, Harald (25)

Rey, Helene (23)

Cites to:

Campbell, John (29)

Cochrane, John (18)

Baxter, Marianne (17)

Abel, Andrew (12)

Mehra, Rajnish (12)

Alvarez, Fernando (11)

Constantinides, George (9)

Danthine, Jean-Pierre (9)

Hercowitz, Zvi (8)

Cheung, Yin-Wong (8)

King, Robert (8)

Main data

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
Econometrica2
European Economic Review2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc22
2005 Meeting Papers / Society for Economic Dynamics2
Working Papers / University of Pennsylvania, Wharton School, Weiss Center2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Urban Joseph Jermann (2025 and 2024)

YearTitle of citing document
2025The Debt-Inflation Channel of the German (Hyper) Inflation. (2025). Verner, Emil ; Zimmermann, Tom ; Luck, Stephan ; Correia, Sergio ; Brunnermeier, Markus. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:7:p:2111-50.

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2024Commitment and the Dynamics of Household Labor Supply. (2024). Theloudis, Alexandros ; Pierre-Andr'e Chiappori, ; Velilla, Jorge ; Gim, Ignacio J. In: Papers. RePEc:arx:papers:2307.10983.

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2024The Debt-Inflation Channel of the German (Hyper-)Inflation. (2024). Zimmermann, Tom ; Verner, Emil ; Luck, Stephan ; Correia, Sergio ; Brunnermeier, Markus K. In: Papers. RePEc:arx:papers:2405.13296.

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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 ; Cantore, Cristiano ; Gaudio, Francesco Saverio. In: Papers. RePEc:arx:papers:2503.00142.

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2025Designing funding rates for perpetual futures in cryptocurrency markets. (2025). Kim, Jae Hyun ; Park, Hyungbin. In: Papers. RePEc:arx:papers:2506.08573.

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2025A Case for AXI. (2025). Tsyrennikov, Viktor. In: Papers. RePEc:arx:papers:2509.03035.

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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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2024Terms‐of‐trade effects of productivity shocks in developing economies. (2024). Tuan, Mustafa ; Zelik, Emre. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:4:p:1587-1606.

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

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2025The positive neutral countercyclical capital buffer. (2025). Smets, Frank ; Muoz, Manuel A. In: Bank of England working papers. RePEc:boe:boeewp:1128.

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2024Nowcasting Inflation at Quantiles: Causality from Commodities. (2024). Caporin, Massimiliano ; Boni, Sara ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps102.

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2025Adaptive Importance Sampling Estimation of an Open Economy Model with Fiscal Policy. (2025). Ravazzolo, Francesco ; Lorusso, Marco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps111.

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2024Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713.

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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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2024The Changing Nature of Technology Shocks. (2024). Gunn, Christopher ; Görtz, Christoph ; Lubik, Thomas A ; Grtz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11385.

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2025The Cross Border Effects of Bank Capital Regulation in General Equilibrium. (2025). san Milln, Maximiliano. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1046.

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

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2024Monetary Asymmetries without (and with) Price Stickiness. (2024). Jaccard, Ivan. In: Dynare Working Papers. RePEc:cpm:dynare:081.

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2025Inattentive Capital Investment with Nonconvex Costs. (2025). Wang, Xiaowen. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:1:wang.

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2025Institution-Based Asset Pricing: A Generalization of Consumption- and Production-Based Models. (2025). zou, heng-fu. In: CEMA Working Papers. RePEc:cuf:wpaper:765.

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2025Institutional Volatility and the Equity Premium Puzzle: A Dynamic Asset Pricing Framework for OECD Economies. (2025). zou, heng-fu. In: CEMA Working Papers. RePEc:cuf:wpaper:775.

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2024Managing the transition to central bank digital currency. (2024). Assenmacher, Katrin ; Pagliari, Maria Sole ; Mehl, Arnaud ; Minesso, Massimo Ferrari. In: Working Papers. RePEc:dnb:dnbwpp:803.

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2025The effects of government spending in a model with a borrowing constraint. (2025). Choi, Yoonseok. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00214.

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

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2024Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments. (2024). Azzone, Michele ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20242979.

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2024Real effects of credit supply shocks: evidence from Danish banks, firms, and workers. (2024). Schroeder, Christofer ; Hviid, Simon Juul. In: Working Paper Series. RePEc:ecb:ecbwps:20243001.

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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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2025The central bank’s balance sheet and treasury market disruptions. (2025). Petersen, Damon ; Vandeweyer, Quentin ; D'Avernas, Adrien. In: Working Paper Series. RePEc:ecb:ecbwps:20253066.

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2025Banking on assumptions? How banks model deposit maturities. (2025). Reghezza, Alessio ; Coulier, Lara ; Pancaro, Cosimo ; Pancotto, Livia. In: Working Paper Series. RePEc:ecb:ecbwps:20253140.

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2025Optimal strategies for collective defined contribution plans when the stock and labor markets are co-integrated. (2025). Zhang, Jiannan ; Li, Shuanming ; Chen, Ping ; Jin, Zhuo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:490:y:2025:i:c:s0096300324006714.

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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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2025Portfolio choice analysis in a multi-country macro model. (2025). Hu, Chenyue. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924002136.

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2025The credit card and small business lending channels of monetary policy. (2025). Littlejohn, Maximillian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188925000119.

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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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2025Time-varying sources of fluctuations in global inflation. (2025). Ko, Juyoung ; Kim, Won Joong ; Piao, Chunyan ; Kwon, Won Soon. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003274.

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2024Optimizing composite early warning indicators. (2024). Beltran, Daniel ; Dalal, Vihar M ; Jahan-Parvar, Mohammad R ; Paine, Fiona A. 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). Hacioglu Hoke, Sinem ; 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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2025Managing government debt, taxes and public investment. (2025). Yang, Jinqiang ; Peng, Juan ; Zhang, Zhanhao ; Tang, Zian. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000291.

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2025Iterative refinement of the QZ decomposition for solving linear DSGE models. (2025). Meyer-Gohde, Alexander ; Huber, Johannes. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525002484.

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

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2024Made in Europe: Monetary–Fiscal policy mix with financial frictions. (2024). Seoane, Hernán ; Gomes, Pedro. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000564.

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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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2025Long shadow of the U.S. mortgage expansion: Evidence from local labour markets. (2025). Mitra, Aruni ; Wei, Mengying. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002605.

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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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2025Investment, Tobin’s q, and the stochastic price of fossil fuel. (2025). Zhao, Pengxiang ; Yang, Jinqiang ; Peng, Juan. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325003779.

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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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2025Business closures in uncertain times: Theory and evidence. (2025). Ghosh, Amit ; Yayi, Constant L. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007731.

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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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2025The evolution of the relationship between onshore and offshore RMB markets under asymmetric volatility spillovers. (2025). Li, Jie ; Smallwood, Aaron D. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000134.

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2024Sovereign debt crises and low interest rates. (2024). Vailakis, Yiannis ; Bloise, Gaetano. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s0022199624000175.

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2024Corporate foreign bond issuance and interfirm loans in China. (2024). Panizza, Ugo ; Portes, Richard ; Huang, YI. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001028.

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2025The effects of the counter-cyclical factor on renminbi co-movements. (2025). Sun, Yike. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000344.

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2024Inflation targeting and output stabilization in an estimated monetary model. (2024). Platonov, Konstantin ; Goren, Amir. In: Journal of Economics and Business. RePEc:eee:jebusi:v:132:y:2024:i:c:s0148619524000511.

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2024Clean innovation, heterogeneous financing costs, and the optimal climate policy mix. (2024). Spiganti, Alessandro ; Campiglio, Emanuele ; Wiskich, Anthony. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:128:y:2024:i:c:s0095069624001451.

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2024On bankruptcy in general equilibrium with uncertainty. (2024). Tsomocos, Dimitrios ; Ritzberger, Klaus. In: Journal of Economic Theory. RePEc:eee:jetheo:v:218:y:2024:i:c:s0022053124000449.

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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). Hanson, Samuel G ; Venter, Gyuri ; Malkhozov, Aytek. 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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2025The SOFR discount. (2025). Syrstad, Olav ; Klingler, Sven. In: Journal of Financial Economics. RePEc:eee:jfinec:v:164:y:2025:i:c:s0304405x24002125.

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2025Q: Risk, rents, or growth?. (2025). Kung, Howard ; Corhay, Alexandre ; Schmid, Lukas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x24002137.

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2025Rules versus discretion in capital regulation. (2025). Xiang, Haotian ; Jermann, Urban. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x25000686.

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

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2025What did the Bank of Japan do under the yield curve control policy?. (2025). Shiratsuka, Shigenori. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:76:y:2025:i:c:s0889158325000012.

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2024An overlapping-generations model with data-driven equilibrium behavior. (2024). Rubinchik, Anna ; Gorokhovsky, Alexander. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:115:y:2024:i:c:s0304406824001253.

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2025Intergenerational redistribution with endogenous constraints to household debt. (2025). Eryzhenskiy, Ilya. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:116:y:2025:i:c:s0304406824001289.

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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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2025The collateral link between volatility and risk sharing. (2025). Ordoez, Guillermo ; Infante, Sebastian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224001466.

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2025Bond market stimulus: Firm-level evidence. (2025). Darmouni, Olivier ; Siani, Kerry Y. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393224001818.

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2025The adoption and termination of suppliers over the business cycle. (2025). Zanetti, Francesco ; Yu, Yang ; Xu, LE. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000017.

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2025The real effects of financial disruptions in a monetary economy. (2025). Kospentaris, Ioannis ; Herrenbrueck, Lucas ; Gabrovski, Miroslav ; Lee, Sukjoon ; Geromichalos, Athanasios. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000066.

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2025The anatomy of fiscal dynamics in a model with financial frictions. (2025). Choi, Yoonseok. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s1062976925000444.

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2025The effects of FinTech development on corporate employment. (2025). Zhou, Yuwen ; Shi, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003351.

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2024Overextrapolation of disaster probabilities and asset pricing in a production economy. (2024). Zhao, Siqi ; Peng, Juan ; Gao, Han ; Lin, Chunpeng. 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). Yi, Zhen ; Zhang, Yuwei ; Zhu, Chao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:978-997.

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2024Financial intermediation and informational efficiency: Predicting business cycles. (2024). Gurdgiev, Constantin ; French, Joseph ; Chatterjee, Ujjal ; Borochin, Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005999.

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2024Clean innovation, heterogeneous financing costs, and the optimal climate policy mix. (2024). Spiganti, Alessandro ; Wiskich, Anthony ; Campiglio, Emanuele. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126063.

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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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2024The Macroeconomics of Labor, Credit and Financial Market Imperfections. (2024). Lebeau, Lucie ; Kospentaris, Ioannis ; Gabrovski, Miroslav. In: Working Papers. RePEc:fip:feddwp:99019.

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2025Information Acquisition and the Finance-Uncertainty Trap. (2025). Liu, Zheng ; Hu, Allen ; Dong, Ding. In: Working Paper Series. RePEc:fip:fedfwp:101432.

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2025Turbulent Business Cycles. (2021). Wang, Pengfei ; Liu, Zheng ; Dong, Ding. In: Working Paper Series. RePEc:fip:fedfwp:93061.

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2024Quantities and Covered-Interest Parity. (2024). Moskowitz, Tobias J ; Ross, Sharon Y ; Vasudevan, Kaushik. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-61.

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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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2025Corporate Debt Maturity and Business Cycle Fluctuations. (2025). Prestipino, Andrea ; Ferrante, Francesco ; Schott, Immo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1409.

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2025When Liquidity Matters: Firm Balance Sheets during Large Crises. (2025). Kozlowski, Julian ; Faria-e-Castro, Miguel ; Ebsim, Mahdi. In: Working Papers. RePEc:fip:fedlwp:101435.

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

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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]		article666
2012Erratum: Macroeconomic Effects of Financial Shocks.(2012) In: American Economic Review.
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This paper has nother version. Agregated cites: 666		article
2009Macroeconomic Effects of Financial Shocks.(2009) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 666		paper
2009Macroeconomic Effects of Financial Shocks.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 666		paper
2016Sticky Leverage In: American Economic Review.
[Full Text][Citation analysis]		article27
2014Sticky Leverage.(2014) In: 2014 Meeting Papers.
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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]		article406
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: 406		paper
1993The International Diversification Puzzle is Worse than you Think..(1993) In: RCER Working Papers.
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This paper has nother version. Agregated cites: 406		paper
1999Household Production and the Excess Sensitivity of Consumption to Current Income In: American Economic Review.
[Full Text][Citation analysis]		article131
1999Household Production and the Excess Sensitivity of Consumption to Current Income.(1999) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 131		paper
2024Perpetual Futures Pricing In: Papers.
[Full Text][Citation analysis]		paper2
2024Perpetual Futures Pricing.(2024) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2022The Two‐Pillar Policy for the RMB In: Journal of Finance.
[Full Text][Citation analysis]		article7
2019The Two-Pillar Policy for the RMB.(2019) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 7		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]		paper99
2006Financial Innovations and Macroeconomic Volatility.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 99		paper
2007Financial Innovations and Macroeconomic Volatility.(2007) In: 2007 Meeting Papers.
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This paper has nother version. Agregated cites: 99		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]		paper151
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: 151		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: 151		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: 151		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]		article430
2005Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth In: Econometrica.
[Full Text][Citation analysis]		article168
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]		article5
2023Dynamic Banking with Non-Maturing Deposits.(2023) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2013A production-based model for the term structure In: Journal of Financial Economics.
[Full Text][Citation analysis]		article19
2013A Production-Based Model for the Term Structure.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2024The pricing of U.S. Treasury floating rate notes In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1
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.
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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]		article696
2007Stock market boom and the productivity gains of the 1990s In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article62
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: 62		paper
2006Financial innovations and macroeconomic volatility In: Proceedings.
[Full Text][Citation analysis]		article69
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.
[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.
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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]		article5
2021Interest Received by Banks during the Financial Crisis: LIBOR vs Hypothetical SOFR Loans.(2021) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2016Financial Markets’ Views about the Euro-Swiss Franc Floor In: NBER Working Papers.
[Full Text][Citation analysis]		paper18
2017Financial Markets Views about the Euro–Swiss Franc Floor.(2017) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 18		article
2019Negative Swap Spreads and Limited Arbitrage In: NBER Working Papers.
[Full Text][Citation analysis]		paper35
2020Negative Swap Spreads and Limited Arbitrage.(2020) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 35		article
2020Should the U.S. Government Issue Floating Rate Notes? In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2023Golds Value as an Investment In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2025Gold’s Value as an Investment.(2025) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 0		article
2025Rules versus Discretion in Capital Regulation In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2025How Credible is Hong Kongs Currency Peg? 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 December, 22 2025. Contact: CitEc Team