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 4 363 1 5 14 1,320
A Century of Global Stock Markets 0 0 0 361 2 3 7 769
A Century of Global Stock Markets 0 0 0 60 0 3 8 243
A Century of Global Stock Markets 0 0 0 190 0 1 9 502
A Longer Look at Dividend Yields 1 1 1 202 2 3 8 496
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 2 2 7 412 7 9 21 1,068
Bank Trading Risk and Systemic Risk 0 1 4 328 2 5 16 772
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 2 7 48
OPTION LISTING AND STOCK RETURNS 0 0 0 1 3 3 9 699
Re-Emerging Markets 0 0 0 120 0 3 6 314
Re-emerging Markets 0 1 1 252 1 3 15 1,087
Re-emerging Markets 0 0 2 63 1 1 11 215
Testing the Predictive Power of Dividend Yields 0 0 0 2 2 3 12 621
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 2 167 1 1 14 631
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 74 0 2 10 286
Total Working Papers 3 7 21 2,595 22 47 167 9,071


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 2 3 5 154 2 9 11 527
A multicountry comparison of term-structure forecasts at long horizons 1 2 4 153 3 6 16 441
Bayes-Stein Estimation for Portfolio Analysis 1 3 7 209 3 9 21 454
Bayesian and CAPM estimators of the means: Implications for portfolio selection 2 13 32 634 4 24 60 1,179
Credit Contagion from Counterparty Risk 1 2 10 109 1 4 28 318
Currency Hedging for International Portfolios 1 2 4 590 2 6 15 1,219
Does real interest parity hold at longer maturities? 0 0 2 60 1 4 11 209
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 1 1 3 411 1 5 17 1,052
Foreign exchange risk premia volatility once again 0 0 0 9 1 6 7 49
Global Stock Markets in the Twentieth Century 0 1 4 212 2 7 23 611
Good and bad credit contagion: Evidence from credit default swaps 1 7 37 349 9 18 82 842
Information Transfer Effects of Bond Rating Downgrades 0 1 2 21 1 5 8 76
Informational effects of regulation FD: evidence from rating agencies 2 3 9 165 6 9 29 415
Integration vs. Segmentation in the Canadian Stock Market 0 1 1 171 2 5 14 587
Interest rates and risk premia in the stock market and in the foreign exchange market 3 5 16 160 5 12 31 382
International Portfolio Diversification with Estimation Risk 2 9 30 1,359 3 13 65 2,787
Mean reversion in real exchange rates: evidence and implications for forecasting 0 1 8 180 4 7 26 455
Multivariate unit root tests of the PPP hypothesis 0 0 1 144 1 4 12 334
On Jump Processes in the Foreign Exchange and Stock Markets 2 3 9 542 3 7 20 1,082
Option listing and stock returns: An empirical analysis 0 1 8 267 1 7 23 562
Predicting Volatility in the Foreign Exchange Market 0 1 7 593 3 8 29 1,589
Purchasing Power Parity in the Long Run 1 3 20 1,075 4 17 58 2,677
Returns to Japanese investors from US investments 0 0 0 8 1 3 3 69
Risk Management 0 2 8 142 3 10 30 302
Risk management lessons from Long‐Term Capital Management 0 0 3 51 0 2 12 125
Term premiums and the integration of the eurocurrency markets 0 1 1 30 2 4 4 129
Testing the Predictive Power of Dividend Yields 0 1 11 351 2 9 29 791
The Exchange-Rate Exposure of U.S. Multinationals 12 37 119 1,835 32 83 266 3,625
The Long-Term Risks of Global Stock Markets 0 0 0 0 2 5 21 332
The Pricing of Exchange Rate Risk in the Stock Market 3 9 18 313 9 23 62 618
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 1 1 102 0 2 11 336
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 0 2 7 134
The performance of emerging hedge funds and managers 2 6 18 136 5 24 96 514
Time-series tests of a non-expected-utility model of asset pricing 0 0 1 42 3 3 17 187
Valuing executive stock options with endogenous departure 0 0 0 69 2 6 10 209
Total Journal Articles 37 119 399 10,689 123 368 1,174 25,218


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 2 3 14 86 3 7 33 233
Risk and Turnover in the Foreign Exchange Market 0 0 1 62 1 1 7 157
Total Chapters 2 3 15 148 4 8 40 390


Statistics updated 2016-08-02