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 0 0 190 0 0 7 509
A Century of Global Stock Markets 0 0 1 362 0 0 7 774
A Century of Global Stock Markets 0 0 1 364 0 0 7 1,326
A Century of Global Stock Markets 0 0 0 60 0 0 1 244
A Longer Look at Dividend Yields 0 0 2 203 0 2 11 505
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 0 5 415 5 7 21 1,082
Bank Trading Risk and Systemic Risk 0 0 1 329 1 2 11 781
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 1 3 51
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 1 14 710
Re-Emerging Markets 0 0 0 120 1 2 5 319
Re-emerging Markets 0 0 0 63 0 0 2 216
Re-emerging Markets 0 1 1 253 0 2 6 1,092
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 0 5 624
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 1 3 170 1 2 10 640
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 1 75 0 0 2 288
Total Working Papers 0 2 15 2,607 8 19 112 9,161


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 0 4 156 0 0 6 531
A multicountry comparison of term-structure forecasts at long horizons 0 0 4 156 6 8 17 455
An empirical investigation of the early exercise premium of foreign currency options 0 0 1 1 0 0 3 4
Are hedge fund managers systematically misreporting? Or not? 0 3 3 20 0 7 16 94
Bayes-Stein Estimation for Portfolio Analysis 1 2 7 215 5 12 29 480
Bayesian and CAPM estimators of the means: Implications for portfolio selection 0 0 13 645 3 8 36 1,211
Credit Contagion from Counterparty Risk 1 1 6 114 1 4 18 335
Currency Hedging for International Portfolios 0 0 3 592 1 2 14 1,231
Does real interest parity hold at longer maturities? 0 0 2 62 0 0 6 214
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 2 6 416 5 15 30 1,081
Foreign exchange risk premia volatility once again 0 0 1 10 0 0 2 50
Global Stock Markets in the Twentieth Century 1 2 4 216 2 11 26 635
Good and bad credit contagion: Evidence from credit default swaps 1 4 9 357 8 25 60 893
Information Transfer Effects of Bond Rating Downgrades 0 0 0 21 0 2 7 82
Informational effects of regulation FD: evidence from rating agencies 0 0 10 173 3 6 33 442
Integration vs. Segmentation in the Canadian Stock Market 0 0 0 171 1 2 7 592
Interest rates and risk premia in the stock market and in the foreign exchange market 0 4 7 164 1 6 20 397
International Portfolio Diversification with Estimation Risk 1 8 23 1,380 6 28 61 2,845
Mean reversion in real exchange rates: evidence and implications for forecasting 0 1 5 185 0 1 14 465
Multivariate unit root tests of the PPP hypothesis 0 0 0 144 0 0 5 338
On Jump Processes in the Foreign Exchange and Stock Markets 2 8 18 558 4 13 32 1,111
Option listing and stock returns: An empirical analysis 1 3 7 274 1 4 18 579
Predicting Volatility in the Foreign Exchange Market 1 1 5 598 5 10 36 1,622
Purchasing Power Parity in the Long Run 1 9 18 1,092 4 20 66 2,739
Re-Emerging Markets 2 2 3 21 2 2 6 96
Returns to Japanese investors from US investments 0 0 0 8 0 0 1 69
Risk Management 0 3 10 152 0 7 26 325
Risk management lessons from Long‐Term Capital Management 2 5 8 59 3 8 23 148
Term premiums and the integration of the eurocurrency markets 0 0 0 30 0 0 4 131
Testing the Predictive Power of Dividend Yields 1 2 2 353 3 8 18 807
The Determinants of Operational Risk in U.S. Financial Institutions 0 0 3 8 0 1 7 19
The Exchange-Rate Exposure of U.S. Multinationals 9 34 145 1,968 19 78 342 3,935
The Long-Term Risks of Global Stock Markets 0 0 0 0 0 2 13 343
The Pricing of Exchange Rate Risk in the Stock Market 1 6 14 324 1 9 50 659
The Strategic Listing Decisions of Hedge Funds 1 1 2 9 1 1 2 22
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 1 103 0 2 8 344
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 0 0 1 135
The performance of emerging hedge funds and managers 0 2 22 156 2 21 80 589
Time-series tests of a non-expected-utility model of asset pricing 0 0 1 43 0 2 8 192
Valuing executive stock options with endogenous departure 0 0 0 69 0 0 5 212
Total Journal Articles 26 103 367 11,066 87 325 1,156 26,452


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 0 0 5 89 1 3 31 261
Risk and Turnover in the Foreign Exchange Market 0 1 3 65 0 1 11 167
Total Chapters 0 1 8 154 1 4 42 428


Statistics updated 2017-07-04