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List of works by Urban Joseph Jermann

A Production-Based Model for the Term Structure

scientific article published in February 2013

Asset Pricing when Risk Sharing is Limited by Default

scientific article published in March 1998

Financial Innovations and Macroeconomic Volatility

scientific article published in June 2006

Financial Markets’ Views about the Euro-Swiss Franc Floor

scientific article published in February 2016

Household Production and the Excess Sensitivity of Consumption to Current Income

scientific article published in March 1999

International Portfolio Diversification and Labor/Leisure Choice

scientific article published in January 1998

Macroeconomic Effects of Financial Shocks

scientific article published in September 2009

Negative Swap Spreads and Limited Arbitrage

scientific article published in January 2019

Nontraded Goods, Nontraded Factors, and International Non-Diversification

scientific article published in July 1995

Quantitative Asset Pricing Implications of Endogenous Solvency Constraints

scientific article published in February 1999

Should the U.S. Government Issue Floating Rate Notes?

scientific article published in April 2020

Stock Market Boom and the Productivity Gains of the 1990s

scientific article published in June 2002

The Equity Premium Implied by Production

The International Diversification Puzzle is Worse Than You Think

scientific article published in February 1995

The Size of the Permanent Component of Asset Pricing Kernels

scientific article published in July 2001

Using Asset Prices to Measure the Cost of Business Cycles

scientific article published in October 2000