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 2 4 57 1 3 8 227
A Century of Global Stock Markets 0 0 2 356 2 2 9 1,300
A Century of Global Stock Markets 0 0 4 359 0 0 12 758
A Century of Global Stock Markets 0 0 0 190 1 4 31 484
A Longer Look at Dividend Yields 0 0 5 196 0 1 17 470
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 1 9 400 0 4 24 1,034
Bank Trading Risk and Systemic Risk 0 2 8 315 0 4 27 739
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 1 1 4 37
OPTION LISTING AND STOCK RETURNS 0 0 0 1 1 1 5 682
Re-Emerging Markets 0 0 0 120 1 2 8 305
Re-emerging Markets 0 0 0 61 0 0 6 202
Re-emerging Markets 0 0 0 251 0 1 8 1,067
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 2 16 606
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 6 158 0 2 27 602
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 73 0 0 9 268
Total Working Papers 0 5 38 2,539 7 27 211 8,781


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 4 146 0 2 14 507
A multicountry comparison of term-structure forecasts at long horizons 0 2 2 146 2 10 29 408
Bayes-Stein Estimation for Portfolio Analysis 0 1 14 191 2 6 31 413
Bayesian and CAPM estimators of the means: Implications for portfolio selection 0 7 22 581 2 10 43 1,079
Credit Contagion from Counterparty Risk 0 4 10 92 1 6 29 273
Currency Hedging for International Portfolios 1 1 5 582 1 1 11 1,197
Does real interest parity hold at longer maturities? 0 1 3 58 9 10 23 195
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 1 1 15 406 2 4 39 1,024
Foreign exchange risk premia volatility once again 0 0 0 7 0 0 2 37
Global Stock Markets in the Twentieth Century 0 0 7 206 1 1 17 582
Good and bad credit contagion: Evidence from credit default swaps 3 7 35 267 7 19 97 667
Information Transfer Effects of Bond Rating Downgrades 0 0 0 15 0 0 10 59
Informational effects of regulation FD: evidence from rating agencies 3 3 10 151 4 8 41 365
Integration vs. Segmentation in the Canadian Stock Market 0 1 9 168 0 3 32 559
Interest rates and risk premia in the stock market and in the foreign exchange market 0 0 6 137 0 0 13 340
International Portfolio Diversification with Estimation Risk 3 10 62 1,296 6 18 129 2,654
Mean reversion in real exchange rates: evidence and implications for forecasting 1 4 9 168 3 9 31 417
Multivariate unit root tests of the PPP hypothesis 0 0 1 143 0 0 9 319
On Jump Processes in the Foreign Exchange and Stock Markets 3 4 19 521 3 6 33 1,044
Option listing and stock returns: An empirical analysis 7 9 15 249 13 16 42 517
Predicting Volatility in the Foreign Exchange Market 1 5 16 579 4 10 45 1,532
Purchasing Power Parity in the Long Run 0 0 8 1,050 1 6 54 2,601
Returns to Japanese investors from US investments 0 0 0 8 0 0 2 66
Risk Management 3 9 29 111 6 28 70 226
Risk management lessons from Long‐Term Capital Management 1 7 10 46 3 13 27 106
Term premiums and the integration of the eurocurrency markets 0 0 0 29 0 0 12 124
Testing the Predictive Power of Dividend Yields 0 3 7 330 0 4 25 743
The Exchange-Rate Exposure of U.S. Multinationals 7 21 196 1,619 14 38 455 3,168
The Long-Term Risks of Global Stock Markets 0 0 0 0 0 5 29 306
The Pricing of Exchange Rate Risk in the Stock Market 0 1 28 274 4 14 67 484
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 2 100 2 5 27 310
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 41 0 0 0 122
The performance of emerging hedge funds and managers 4 7 19 99 17 36 103 324
Time-series tests of a non-expected-utility model of asset pricing 0 0 0 40 3 6 23 153
Valuing executive stock options with endogenous departure 0 0 1 69 3 3 6 178
Total Journal Articles 38 108 564 9,925 113 297 1,620 23,099


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 1 1 7 64 1 4 29 175
Risk and Turnover in the Foreign Exchange Market 0 0 2 61 0 2 10 146
Total Chapters 1 1 9 125 1 6 39 321


Statistics updated 2014-10-03