IDEAS home Printed from https://ideas.repec.org/a/red/ecodyn/v3y2002i2interview.html
   My bibliography  Save this article

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

    Download full text from publisher

    File URL: https://www.economicdynamics.org/newsletter-april-2002/#8d796abdf942e9d1e
    Download Restriction: no

    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, Oxford University Press, vol. 105(1), pages 29-42.
    3. Jeffrey C. Fuhrer, 2000. "Optimal monetary policy in a model with habit formation," Working Papers 00-5, Federal Reserve Bank of Boston.
    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. 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.
    6. Epstein, Larry G & Zin, Stanley E, 1989. "Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework," Econometrica, Econometric Society, vol. 57(4), pages 937-969, July.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Journal: EconomicDynamics Newsletter;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:red:ecodyn:v:3:y:2002:i:2:interview. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann). General contact details of provider: http://edirc.repec.org/data/sedddea.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.