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EconomicDynamics Interviews Urban Jermann on Asset Pricing

Author

Listed:
  • Urban Jermann

    (University of Pennsylvania)

Abstract

Urban 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.

Suggested Citation

  • Urban Jermann, 2002. "EconomicDynamics Interviews Urban Jermann on Asset Pricing," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 3(2), April.
    • Handle: RePEc:red:ecodyn:v:3:y:2002:i:2:interview
    as

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    File URL: https://www.economicdynamics.org/newsletter-april-2002/#8d796abdf942e9d1e
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    References listed on IDEAS

    as
    1. McCallum, Bennett T. & Nelson, Edward, 1999. "Nominal income targeting in an open-economy optimizing model," Journal of Monetary Economics, Elsevier, vol. 43(3), pages 553-578, June.
    2. Philippe Weil, 1990. "Nonexpected Utility in Macroeconomics," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 105(1), pages 29-42.
    3. 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.
    4. 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.
    5. Jeffrey C. Fuhrer, 2000. "Optimal monetary policy in a model with habit formation," Working Papers 00-5, Federal Reserve Bank of Boston.
    6. Larry G. Epstein & Stanley E. Zin, 2013. "Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 12, pages 207-239, World Scientific Publishing Co. Pte. Ltd..
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