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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- 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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- McCallum, B.T. & Nelson, E., 1998. "Nominal Income Targeting in an Open-Economy Optimizing Model," Papers 644, Stockholm - International Economic Studies.
- 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.
- Jeffrey C. Fuhrer, 2000.
"Optimal monetary policy in a model with habit formation,"
00-5, Federal Reserve Bank of Boston.
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