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Urban Joseph Jermann

Global rank #1109 98%

Institution: University of Pennsylvania

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://finance.wharton.upenn.edu/~jermann/

First Publication: 1997

Most Recent: 2025

RePEc ID: pje4 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 4.69 0.00 0.00 9.38
Last 10 Years 0.67 6.70 3.02 0.00 19.10
All Time 5.70 15.42 5.70 0.00 59.32

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 26.93

Publications (21)

Year Article Journal Tier Authors
2025 Gold’s Value as an Investment The Review of Financial Studies A 1
2024 The pricing of U.S. Treasury floating rate notes Journal of Financial Economics A 2
2023 Dynamic banking with non-maturing deposits Journal of Economic Theory A 2
2022 The Two‐Pillar Policy for the RMB Journal of Finance A 3
2020 Negative Swap Spreads and Limited Arbitrage The Review of Financial Studies A 1
2018 Interest rate swaps and corporate default Journal of Economic Dynamics and Control B 2
2017 Financial Markets' Views about the Euro–Swiss Franc Floor Journal of Money, Credit, and Banking B 1
2016 Sticky Leverage American Economic Review S 3
2013 A production-based model for the term structure Journal of Financial Economics A 1
2012 Macroeconomic Effects of Financial Shocks American Economic Review S 2
2012 Erratum: Macroeconomic Effects of Financial Shocks American Economic Review S 2
2010 The equity premium implied by production Journal of Financial Economics A 1
2007 Stock market boom and the productivity gains of the 1990s Journal of Monetary Economics A 2
2004 Using Asset Prices to Measure the Cost of Business Cycles Journal of Political Economy S 2
2002 International portfolio diversification and endogenous labor supply choice European Economic Review B 1
2001 Quantitative Asset Pricing Implications of Endogenous Solvency Constraints. The Review of Financial Studies A 2
1999 Household Production and the Excess Sensitivity of Consumption to Current Income American Economic Review S 2
1998 Nontraded goods, nontraded factors, and international non-diversification Journal of International Economics A 3
1998 Synthetic returns on NIPA assets: An international comparison European Economic Review B 3
1998 Asset pricing in production economies Journal of Monetary Economics A 1
1997 The International Diversification Puzzle Is Worse Than You Think. American Economic Review S 2