NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Urban Jermann

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

February 2013A Production-Based Model for the Term Structure
w18774
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

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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