Access Statistics for Philippe Jorion

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Century of Global Stock Markets 0 1 7 54 0 2 13 222
A Century of Global Stock Markets 0 1 4 356 0 1 8 1,295
A Century of Global Stock Markets 0 0 8 357 2 2 19 754
A Century of Global Stock Markets 0 0 0 190 4 7 28 467
A Longer Look at Dividend Yields 0 0 4 194 1 2 21 464
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 2 4 11 395 3 10 37 1,022
Bank Trading Risk and Systemic Risk 1 1 5 309 5 6 20 725
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 2 4 35
OPTION LISTING AND STOCK RETURNS 0 0 0 1 1 3 6 680
Re-Emerging Markets 0 0 1 120 0 1 8 300
Re-emerging Markets 0 0 0 61 2 2 5 200
Re-emerging Markets 0 0 0 251 1 2 10 1,062
Testing the Predictive Power of Dividend Yields 0 0 0 2 2 3 19 602
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 3 9 157 0 6 49 596
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 2 73 1 1 23 268
Total Working Papers 3 10 51 2,520 22 50 270 8,692


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Longer Look at Dividend Yields 0 1 5 145 1 5 15 502
A multicountry comparison of term-structure forecasts at long horizons 0 0 4 144 1 5 31 389
Bayes-Stein Estimation for Portfolio Analysis 2 6 16 187 2 13 42 402
Bayesian and CAPM estimators of the means: Implications for portfolio selection 0 6 34 572 1 15 60 1,063
Credit Contagion from Counterparty Risk 1 1 7 85 1 8 28 258
Currency Hedging for International Portfolios 0 1 10 580 0 3 16 1,193
Does real interest parity hold at longer maturities? 0 0 5 57 0 4 21 181
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 2 5 26 403 6 10 74 1,015
Foreign exchange risk premia volatility once again 0 0 0 7 1 2 2 37
Global Stock Markets in the Twentieth Century 1 3 6 203 3 7 17 574
Good and bad credit contagion: Evidence from credit default swaps 3 11 41 254 5 27 130 627
Information Transfer Effects of Bond Rating Downgrades 0 0 3 15 0 2 11 54
Informational effects of regulation FD: evidence from rating agencies 1 3 17 146 5 12 40 344
Integration vs. Segmentation in the Canadian Stock Market 2 2 14 165 2 6 37 551
Interest rates and risk premia in the stock market and in the foreign exchange market 2 4 9 135 3 7 17 335
International Portfolio Diversification with Estimation Risk 6 16 59 1,261 13 31 117 2,579
Mean reversion in real exchange rates: evidence and implications for forecasting 1 1 7 162 2 5 28 397
Multivariate unit root tests of the PPP hypothesis 1 1 1 143 2 4 11 317
On Jump Processes in the Foreign Exchange and Stock Markets 0 4 20 513 1 8 38 1,032
Option listing and stock returns: An empirical analysis 0 1 7 237 3 8 30 492
Predicting Volatility in the Foreign Exchange Market 0 3 13 567 3 10 58 1,507
Purchasing Power Parity in the Long Run 2 3 18 1,048 5 19 88 2,584
Returns to Japanese investors from US investments 0 0 0 8 1 1 4 66
Risk Management 4 7 31 98 6 13 57 184
Risk management lessons from Long‐Term Capital Management 0 0 7 39 0 2 23 92
Term premiums and the integration of the eurocurrency markets 0 0 1 29 1 2 15 124
Testing the Predictive Power of Dividend Yields 0 0 9 325 1 6 51 734
The Exchange-Rate Exposure of U.S. Multinationals 36 69 164 1,526 90 160 359 2,941
The Long-Term Risks of Global Stock Markets 0 0 0 0 6 10 16 288
The Pricing of Exchange Rate Risk in the Stock Market 2 7 21 261 5 16 48 445
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 1 2 100 1 6 26 295
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 1 41 0 0 1 122
The performance of emerging hedge funds and managers 2 3 16 88 13 26 65 264
Time-series tests of a non-expected-utility model of asset pricing 0 0 0 40 1 4 18 138
Valuing executive stock options with endogenous departure 0 0 1 69 1 1 4 174
Total Journal Articles 68 159 575 9,653 186 458 1,598 22,300


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bank Trading Risk and Systemic Risk 2 4 11 63 7 14 40 170
Risk and Turnover in the Foreign Exchange Market 0 1 4 60 0 1 11 139
Total Chapters 2 5 15 123 7 15 51 309


Statistics updated 2014-04-04