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 2 359 0 1 7 759
A Century of Global Stock Markets 0 0 4 57 0 0 7 227
A Century of Global Stock Markets 1 2 3 358 1 2 8 1,302
A Century of Global Stock Markets 0 0 0 190 0 5 29 489
A Longer Look at Dividend Yields 1 1 3 197 2 4 12 474
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 3 12 403 1 5 27 1,039
Bank Trading Risk and Systemic Risk 0 3 10 318 1 7 27 746
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 2 2 6 39
OPTION LISTING AND STOCK RETURNS 0 0 0 1 1 2 7 684
Re-Emerging Markets 0 0 0 120 1 1 7 306
Re-emerging Markets 0 0 0 61 0 1 5 203
Re-emerging Markets 0 0 0 251 1 1 8 1,068
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 1 8 607
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 1 5 159 1 2 14 604
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 73 0 0 1 268
Total Working Papers 2 10 39 2,549 11 34 173 8,815


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 1 1 3 147 1 2 12 509
A multicountry comparison of term-structure forecasts at long horizons 0 2 4 148 2 6 30 414
Bayes-Stein Estimation for Portfolio Analysis 1 3 13 194 1 4 28 417
Bayesian and CAPM estimators of the means: Implications for portfolio selection 2 6 21 587 9 16 47 1,095
Credit Contagion from Counterparty Risk 0 2 10 94 0 5 28 278
Currency Hedging for International Portfolios 0 3 6 585 1 4 11 1,201
Does real interest parity hold at longer maturities? 0 0 1 58 1 1 19 196
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 0 8 406 0 4 23 1,028
Foreign exchange risk premia volatility once again 0 0 0 7 0 0 2 37
Global Stock Markets in the Twentieth Century 0 1 7 207 0 1 16 583
Good and bad credit contagion: Evidence from credit default swaps 1 14 38 281 6 32 99 699
Information Transfer Effects of Bond Rating Downgrades 1 1 1 16 1 3 10 62
Informational effects of regulation FD: evidence from rating agencies 0 0 8 151 1 4 37 369
Integration vs. Segmentation in the Canadian Stock Market 0 2 7 170 2 11 25 570
Interest rates and risk premia in the stock market and in the foreign exchange market 0 1 7 138 0 2 14 342
International Portfolio Diversification with Estimation Risk 5 14 65 1,310 7 25 131 2,679
Mean reversion in real exchange rates: evidence and implications for forecasting 0 0 7 168 0 1 26 418
Multivariate unit root tests of the PPP hypothesis 0 0 1 143 1 2 8 321
On Jump Processes in the Foreign Exchange and Stock Markets 2 5 17 526 3 7 27 1,051
Option listing and stock returns: An empirical analysis 0 7 20 256 3 14 47 531
Predicting Volatility in the Foreign Exchange Market 0 2 17 581 1 7 42 1,539
Purchasing Power Parity in the Long Run 1 2 7 1,052 5 9 45 2,610
Returns to Japanese investors from US investments 0 0 0 8 0 0 1 66
Risk Management 6 8 28 119 7 12 67 238
Risk management lessons from Long‐Term Capital Management 0 0 7 46 1 2 18 108
Term premiums and the integration of the eurocurrency markets 0 0 0 29 0 0 2 124
Testing the Predictive Power of Dividend Yields 1 3 8 333 1 5 20 748
The Exchange-Rate Exposure of U.S. Multinationals 9 30 192 1,649 24 58 445 3,226
The Long-Term Risks of Global Stock Markets 0 0 0 0 0 1 29 307
The Pricing of Exchange Rate Risk in the Stock Market 1 5 25 279 8 31 86 515
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 1 100 3 5 26 315
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 2 2 2 43 2 2 2 124
The performance of emerging hedge funds and managers 1 5 19 104 6 33 119 357
Time-series tests of a non-expected-utility model of asset pricing 0 0 0 40 2 6 25 159
Valuing executive stock options with endogenous departure 0 0 0 69 0 2 7 180
Total Journal Articles 34 119 550 10,044 99 317 1,574 23,416


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 6 65 3 10 29 185
Risk and Turnover in the Foreign Exchange Market 0 0 2 61 1 1 9 147
Total Chapters 1 1 8 126 4 11 38 332


Statistics updated 2015-01-03