Concepedia

Urban J. Jermann

UJ

28

Publications

4.7K

Citations

16

H-Index

1995

Active since

Affiliations

University of Pennsylvania(Current)

National Bureau of Economic Research

University of Southern California

Universidad Torcuato Di Tella

University of Chicago

Urban J. Jermann is an author at University of Pennsylvania specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsAsset PricingEconomic AnalysisFinancial EconomicsMacroeconomicsManagementAsset AllocationEmpirical Finance

Publications per year

1995–2023

28

Publications

28

Macroeconomic Effects of Financial Shocks

Urban J. Jermann, Vincenzo Quadrini · American Economic Review · 2012 · 1.2K citations

Us Firms, Economic Fluctuation, International Financial Crisis +18

Asset pricing in production economies

Urban J. Jermann · Journal of Monetary Economics · 1998 · 1.1K citations · Full text

Economics, Solution Technique, Financial Economics +12

Efficiency, Equilibrium, and Asset Pricing with Risk of Default

Fernando Álvarez, Urban J. Jermann · Econometrica · 2000 · 769 citations

New Equilibrium Concept, Economics, Financial Economics +13

Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth

Fernando Álvarez, Urban J. Jermann · Econometrica · 2005 · 341 citations

Empirical Finance, Volatility Modeling, Asset Allocation +17

Quantitative Asset Pricing Implications of Endogenous Solvency Constraints

Fernando Álvarez, Urban J. Jermann · Review of Financial Studies · 2001 · 205 citations

Economics, Computational Finance, Financial Economics +15

Rows per page

1–5 of 28