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 0 3 8 227
A Century of Global Stock Markets 1 1 2 357 1 3 7 1,301
A Century of Global Stock Markets 0 0 2 359 1 1 9 759
A Century of Global Stock Markets 0 0 0 190 2 6 29 486
A Longer Look at Dividend Yields 0 0 3 196 1 1 15 471
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 2 3 11 402 3 6 27 1,037
Bank Trading Risk and Systemic Risk 3 4 11 318 3 4 28 742
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 1 4 37
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 1 5 682
Re-Emerging Markets 0 0 0 120 0 1 6 305
Re-emerging Markets 0 0 0 61 1 1 6 203
Re-emerging Markets 0 0 0 251 0 1 8 1,067
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 0 13 606
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 1 1 5 159 1 2 25 603
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 73 0 0 6 268
Total Working Papers 7 11 38 2,546 13 31 196 8,794


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 3 146 0 0 11 507
A multicountry comparison of term-structure forecasts at long horizons 2 3 4 148 3 9 31 411
Bayes-Stein Estimation for Portfolio Analysis 0 0 12 191 0 3 28 413
Bayesian and CAPM estimators of the means: Implications for portfolio selection 3 5 22 584 4 9 42 1,083
Credit Contagion from Counterparty Risk 1 2 10 93 3 6 30 276
Currency Hedging for International Portfolios 2 3 6 584 2 3 12 1,199
Does real interest parity hold at longer maturities? 0 0 3 58 0 9 22 195
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 1 12 406 3 5 29 1,027
Foreign exchange risk premia volatility once again 0 0 0 7 0 0 2 37
Global Stock Markets in the Twentieth Century 1 1 7 207 1 2 17 583
Good and bad credit contagion: Evidence from credit default swaps 8 12 40 275 17 32 104 684
Information Transfer Effects of Bond Rating Downgrades 0 0 0 15 1 1 11 60
Informational effects of regulation FD: evidence from rating agencies 0 3 10 151 3 8 42 368
Integration vs. Segmentation in the Canadian Stock Market 2 3 8 170 6 7 28 565
Interest rates and risk premia in the stock market and in the foreign exchange market 1 1 7 138 1 1 14 341
International Portfolio Diversification with Estimation Risk 4 9 62 1,300 7 19 128 2,661
Mean reversion in real exchange rates: evidence and implications for forecasting 0 3 9 168 1 6 32 418
Multivariate unit root tests of the PPP hypothesis 0 0 1 143 0 0 7 319
On Jump Processes in the Foreign Exchange and Stock Markets 3 7 21 524 4 9 33 1,048
Option listing and stock returns: An empirical analysis 4 13 19 253 7 23 47 524
Predicting Volatility in the Foreign Exchange Market 1 2 17 580 4 8 44 1,536
Purchasing Power Parity in the Long Run 1 1 8 1,051 2 5 50 2,603
Returns to Japanese investors from US investments 0 0 0 8 0 0 1 66
Risk Management 0 7 28 111 3 17 70 229
Risk management lessons from Long‐Term Capital Management 0 4 9 46 0 6 21 106
Term premiums and the integration of the eurocurrency markets 0 0 0 29 0 0 12 124
Testing the Predictive Power of Dividend Yields 1 1 7 331 2 2 21 745
The Exchange-Rate Exposure of U.S. Multinationals 5 20 185 1,624 9 37 433 3,177
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 1 1 29 275 12 19 76 496
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 1 100 1 4 26 311
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 1 7 17 100 4 32 99 328
Time-series tests of a non-expected-utility model of asset pricing 0 0 0 40 2 6 23 155
Valuing executive stock options with endogenous departure 0 0 1 69 1 4 7 179
Total Journal Articles 41 109 558 9,966 103 297 1,582 23,202


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 7 64 4 7 29 179
Risk and Turnover in the Foreign Exchange Market 0 0 2 61 0 1 10 146
Total Chapters 0 1 9 125 4 8 39 325


Statistics updated 2014-11-03