NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Urban Jermann

Working Papers and Chapters

September 2009Macroeconomic Effects of Financial Shocks
with Vincenzo Quadrini: w15338
August 2006The Equity Premium Implied by Production
w12487
June 2006Financial Innovations and Macroeconomic Volatility
with Vincenzo Quadrini: w12308
June 2002Stock Market Boom and the Productivity Gains of the 1990s
with Vincenzo Quadrini: w9034
July 2001The Size of the Permanent Component of Asset Pricing Kernels
with Fernando Alvarez: w8360
October 2000Using Asset Prices to Measure the Cost of Business Cycles
with Fernando Alvarez: w7978
March 1999Household Production and the Excess Sensitivity of Consumption to Current Income
with Marianne Baxter: w7046
February 1999Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
with Fernando Alvarez: w6953
March 1998Asset Pricing when Risk Sharing is Limited by Default
with Fernando Alvarez: w6476
January 1998International Portfolio Diversification and Labor/Leisure Choice
w6382
July 1995Nontraded Goods, Nontraded Factors, and International Non-Diversification
with Marianne Baxter, Robert G. King: w5175
February 1995The International Diversification Puzzle is Worse Than You Think
with Marianne Baxter: w5019

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