Følg
Urban Jermann
Urban Jermann
Professor of Finance, Wharton School, University of Pennsylvania
Verifisert e-postadresse på wharton.upenn.edu - Startside
Tittel
Sitert av
Sitert av
År
Macroeconomic effects of financial shocks
U Jermann, V Quadrini
American Economic Review 102 (1), 238-271, 2012
18532012
Asset pricing in production economies
UJ Jermann
Journal of monetary Economics 41 (2), 257-275, 1998
13511998
Efficiency, equilibrium, and asset pricing with risk of default
F Alvarez, UJ Jermann
Econometrica 68 (4), 775-797, 2000
9622000
The international diversification puzzle is worse than you think
M Baxter, U Jermann
National Bureau of Economic Research, 1995
8521995
Using asset prices to measure the persistence of the marginal utility of wealth
F Alvarez, UJ Jermann
Econometrica 73 (6), 1977-2016, 2005
3672005
Using asset prices to measure the cost of business cycles
F Alvarez, UJ Jermann
Journal of Political economy 112 (6), 1223-1256, 2004
2642004
Quantitative asset pricing implications of endogenous solvency constraints
F Alvarez, UJ Jermann
The Review of Financial Studies 14 (4), 1117-1151, 2001
2562001
Financial innovations and macroeconomic volatility
U Jermann, V Quadrini
National Bureau of Economic Research, 2006
2452006
Sticky leverage
J Gomes, U Jermann, L Schmid
American Economic Review 106 (12), 3800-3828, 2016
2332016
Nontraded goods, nontraded factors, and international non-diversification
M Baxter, UJ Jermann, RG King
Journal of international Economics 44 (2), 211-229, 1998
2121998
Household production and the excess sensitivity of consumption to current income
M Baxter, UJ Jermann
American Economic Review 89 (4), 902-920, 1999
1961999
Stock market boom and the productivity gains of the 1990s
UJ Jermann, V Quadrini
Journal of Monetary Economics 54 (2), 413-432, 2007
1602007
The equity premium implied by production
UJ Jermann
Journal of Financial Economics 98 (2), 279-296, 2010
1092010
Negative swap spreads and limited arbitrage
U J Jermann
The Review of Financial Studies 33 (1), 212-238, 2020
762020
Asset pricing when risk sharing is limited by default
FE Alvarez, U Jermann
National Bureau of Economic Research, 1998
701998
Financial Markets' Views about the Euro–Swiss Franc Floor
UJ Jermann
Journal of Money, Credit and Banking 49 (2-3), 553-565, 2017
542017
A production-based model for the term structure
UJ Jermann
Journal of Financial Economics 109 (2), 293-306, 2013
502013
International portfolio diversification and endogenous labor supply choice
UJ Jermann
European Economic Review 46 (3), 507-522, 2002
502002
Interest rate swaps and corporate default
UJ Jermann, VZ Yue
Journal of Economic Dynamics and Control 88, 104-120, 2018
412018
VEffi ciency, Equilibrium, and Asset Pricing with Risk of DefaultV
F Alvarez, U Jermann
Econometrica 68 (4), 775&797, 2000
402000
Systemet kan ikke utføre handlingen. Prøv på nytt senere.
Artikler 1–20