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  6. Alvarez, Fernando [Author] ; Jermann, Urban J. [Other] National Bureau of Economic Research

    The Size of the Permanent Component of Asset Pricing Kernels

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    Cambridge, Mass: National Bureau of Economic Research, July 2001

    Published in: NBER working paper series ; no. w8360

  8. Alvarez, Fernando [Author] ; Jermann, Urban J. [Other] National Bureau of Economic Research

    Using Asset Prices to Measure the Cost of Business Cycles

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    Cambridge, Mass: National Bureau of Economic Research, October 2000

    Published in: NBER working paper series ; no. w7978

  9. Alvarez, Fernando [Author] ; Jermann, Urban J. [Other] National Bureau of Economic Research

    Asset Pricing when Risk Sharing is Limited by Default

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    Cambridge, Mass: National Bureau of Economic Research, March 1998

    Published in: NBER working paper series ; no. w6476

  10. Baxter, Marianne [Author] ; Jermann, Urban J. [Other] National Bureau of Economic Research

    Household Production and the Excess Sensitivity of Consumption to Current Income

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    Cambridge, Mass: National Bureau of Economic Research, March 1999

    Published in: NBER working paper series ; no. w7046

  11. Alvarez, Fernando [Author] ; Jermann, Urban J. [Other] National Bureau of Economic Research

    Quantitative Asset Pricing Implications of Endogenous Solvency Constraints

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    Cambridge, Mass: National Bureau of Economic Research, February 1999

    Published in: NBER working paper series ; no. w6953

  12. Baxter, Marianne [Author] ; Jermann, Urban J. [Other] National Bureau of Economic Research

    The International Diversification Puzzle is Worse Than You Think

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    Cambridge, Mass: National Bureau of Economic Research, February 1995

    Published in: NBER working paper series ; no. w5019

  16. Jermann, Urban J. [Author] ; National Bureau of Economic Research

    Interest Received by Banks during the Financial Crisis : LIBOR vs Hypothetical SOFR Loans

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    Cambridge, Mass: National Bureau of Economic Research, 2021

    Published in: NBER working paper series ; no. w29614