EconomicDynamics Interviews Urban Jermann on Asset Pricing
AbstractUrban Jermann is Associate Professor of Finance at the Wharton School, University of Pennsylvania. His general fields of interest are international macroeconomics and asset pricing. In this interview, he talks about various aspects of his recent research.
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Bibliographic InfoArticle provided by Review of Economic Dynamics in its journal EconomicDynamics Newsletter.
Volume (Year): 3 (2002)
Issue (Month): 2 (April)
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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644, Stockholm University, Institute for International Economic Studies.
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- Bennett T. McCallum & Edward Nelson, 2000. "Nominal Income Targeting in an Open-Economy Optimizing Model," NBER Working Papers 6675, National Bureau of Economic Research, Inc.
- McCallum, B.T. & Nelson, E., 1998. "Nominal Income Targeting in an Open-Economy Optimizing Model," Papers 644, Stockholm - International Economic Studies.
- Jeff Fuhrer, 2000.
"Optimal Monetary Policy In A Model With Habit Formation,"
Computing in Economics and Finance 2000
306, Society for Computational Economics.
- Jeffrey C. Fuhrer, 2000. "Optimal monetary policy in a model with habit formation," Working Papers 00-5, Federal Reserve Bank of Boston.
- Alvarez, F. & Jermann, U.J., 2000.
"Using Asset Prices to Measure the Cost of Business Cycles,"
Weiss Center Working Papers
00-1, Wharton School - Weiss Center for International Financial Research.
- Fernando Alvarez & Urban J. Jermann, 2004. "Using Asset Prices to Measure the Cost of Business Cycles," Journal of Political Economy, University of Chicago Press, vol. 112(6), pages 1223-1256, December.
- Fernando Alvarez & Urban J. Jermann, 2000. "Using Asset Prices to Measure the Cost of Business Cycles," NBER Working Papers 7978, National Bureau of Economic Research, Inc.
- Alvarez, Fernando & Jermann, Urban J., 2000. "Using Asset Prices to Measure the Cost of Business Cycles," Working Papers 00-1, University of Pennsylvania, Wharton School, Weiss Center.
- Weil, Philippe, 1990. "Nonexpected Utility in Macroeconomics," The Quarterly Journal of Economics, MIT Press, vol. 105(1), pages 29-42, February.
- Fernando Alvarez & Urban J. Jermann, 2005. "Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth," Econometrica, Econometric Society, vol. 73(6), pages 1977-2016, November.
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