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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"Using Asset Prices to Measure the Cost of Business Cycles,"
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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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