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 1 3 8 505
A Century of Global Stock Markets 0 0 0 60 1 1 7 244
A Century of Global Stock Markets 0 0 0 361 0 0 4 769
A Century of Global Stock Markets 0 0 4 363 0 2 13 1,322
A Longer Look at Dividend Yields 0 0 1 202 2 2 11 501
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 1 1 7 413 1 2 19 1,070
Bank Trading Risk and Systemic Risk 0 0 2 328 0 1 13 773
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 1 6 50
OPTION LISTING AND STOCK RETURNS 0 0 0 1 1 3 11 702
Re-Emerging Markets 0 0 0 120 0 0 6 314
Re-emerging Markets 0 0 1 252 1 1 12 1,088
Re-emerging Markets 0 0 1 63 0 0 8 215
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 0 8 621
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 1 4 169 1 4 16 636
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 74 0 0 8 287
Total Working Papers 1 2 20 2,598 8 20 150 9,097


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 6 155 0 1 13 529
A multicountry comparison of term-structure forecasts at long horizons 0 1 4 154 0 2 13 443
An empirical investigation of the early exercise premium of foreign currency options 0 1 1 1 0 2 3 3
Are hedge fund managers systematically misreporting? Or not? 0 0 7 17 0 4 22 83
Bayes-Stein Estimation for Portfolio Analysis 1 3 8 212 3 7 25 462
Bayesian and CAPM estimators of the means: Implications for portfolio selection 1 6 34 641 4 13 65 1,196
Credit Contagion from Counterparty Risk 1 3 12 113 3 8 26 328
Currency Hedging for International Portfolios 0 0 5 591 1 2 17 1,224
Does real interest parity hold at longer maturities? 0 1 2 62 0 3 12 214
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 1 1 4 412 2 4 22 1,059
Foreign exchange risk premia volatility once again 0 1 1 10 0 1 8 50
Global Stock Markets in the Twentieth Century 0 0 4 213 1 8 29 621
Good and bad credit contagion: Evidence from credit default swaps 1 2 31 352 9 13 68 857
Information Transfer Effects of Bond Rating Downgrades 0 0 1 21 1 2 9 78
Informational effects of regulation FD: evidence from rating agencies 1 3 10 169 2 8 33 425
Integration vs. Segmentation in the Canadian Stock Market 0 0 1 171 0 2 14 589
Interest rates and risk premia in the stock market and in the foreign exchange market 0 0 11 160 2 5 33 390
International Portfolio Diversification with Estimation Risk 1 4 27 1,365 3 9 57 2,799
Mean reversion in real exchange rates: evidence and implications for forecasting 0 0 7 180 2 3 24 459
Multivariate unit root tests of the PPP hypothesis 0 0 1 144 1 2 13 338
On Jump Processes in the Foreign Exchange and Stock Markets 0 4 9 547 3 8 21 1,092
Option listing and stock returns: An empirical analysis 1 2 6 269 1 6 23 569
Predicting Volatility in the Foreign Exchange Market 0 1 7 594 4 10 31 1,599
Purchasing Power Parity in the Long Run 0 1 19 1,078 4 15 69 2,697
Re-Emerging Markets 0 0 1 18 1 2 11 92
Returns to Japanese investors from US investments 0 0 0 8 1 1 4 70
Risk Management 2 4 8 146 3 5 30 309
Risk management lessons from Long‐Term Capital Management 1 1 2 52 4 6 13 131
Term premiums and the integration of the eurocurrency markets 0 0 1 30 1 2 6 131
Testing the Predictive Power of Dividend Yields 0 0 8 351 1 2 23 793
The Determinants of Operational Risk in U.S. Financial Institutions 0 1 4 7 0 2 6 16
The Exchange-Rate Exposure of U.S. Multinationals 12 34 127 1,883 27 90 323 3,746
The Long-Term Risks of Global Stock Markets 0 0 0 0 1 2 26 338
The Pricing of Exchange Rate Risk in the Stock Market 0 1 14 315 1 7 62 632
The Strategic Listing Decisions of Hedge Funds 0 1 2 8 0 1 7 21
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 2 103 2 3 12 340
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 0 1 4 135
The performance of emerging hedge funds and managers 2 7 19 145 7 22 89 543
Time-series tests of a non-expected-utility model of asset pricing 0 0 1 42 0 1 17 188
Valuing executive stock options with endogenous departure 0 0 0 69 0 0 9 209
Total Journal Articles 25 84 407 10,851 95 285 1,292 25,798


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 1 9 88 4 11 31 246
Risk and Turnover in the Foreign Exchange Market 0 0 0 62 2 4 9 162
Total Chapters 0 1 9 150 6 15 40 408


Statistics updated 2016-12-03