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 0 361 1 1 6 767
A Century of Global Stock Markets 1 1 3 362 1 3 11 1,316
A Century of Global Stock Markets 0 0 1 60 2 3 10 242
A Century of Global Stock Markets 0 0 0 190 1 1 11 502
A Longer Look at Dividend Yields 0 0 1 201 0 2 7 493
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 1 6 410 2 3 16 1,061
Bank Trading Risk and Systemic Risk 0 0 3 327 0 1 13 767
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 2 6 46
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 4 8 696
Re-Emerging Markets 0 0 0 120 2 4 6 313
Re-emerging Markets 0 0 2 63 0 5 10 214
Re-emerging Markets 0 0 0 251 0 4 12 1,084
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 4 11 618
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 2 3 167 0 6 15 630
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 74 1 4 10 285
Total Working Papers 1 4 19 2,589 10 47 152 9,034


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 3 151 3 4 8 521
A multicountry comparison of term-structure forecasts at long horizons 0 1 2 151 0 2 13 435
Bayes-Stein Estimation for Portfolio Analysis 2 3 9 208 4 8 21 449
Bayesian and CAPM estimators of the means: Implications for portfolio selection 1 11 25 622 3 18 48 1,158
Credit Contagion from Counterparty Risk 1 2 10 108 3 5 30 317
Currency Hedging for International Portfolios 1 2 3 589 2 4 12 1,215
Does real interest parity hold at longer maturities? 0 0 2 60 2 4 9 207
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 2 2 410 2 8 17 1,049
Foreign exchange risk premia volatility once again 0 0 0 9 4 4 5 47
Global Stock Markets in the Twentieth Century 1 2 4 212 4 9 22 608
Good and bad credit contagion: Evidence from credit default swaps 3 12 38 345 3 21 81 827
Information Transfer Effects of Bond Rating Downgrades 1 1 2 21 2 2 5 73
Informational effects of regulation FD: evidence from rating agencies 0 2 6 162 2 7 24 408
Integration vs. Segmentation in the Canadian Stock Market 0 0 0 170 2 5 12 584
Interest rates and risk premia in the stock market and in the foreign exchange market 1 2 13 156 2 9 22 372
International Portfolio Diversification with Estimation Risk 5 12 28 1,355 6 27 64 2,780
Mean reversion in real exchange rates: evidence and implications for forecasting 0 0 7 179 1 7 21 449
Multivariate unit root tests of the PPP hypothesis 0 0 1 144 2 5 11 332
On Jump Processes in the Foreign Exchange and Stock Markets 1 2 10 540 2 5 18 1,077
Option listing and stock returns: An empirical analysis 0 2 7 266 4 9 21 559
Predicting Volatility in the Foreign Exchange Market 0 4 6 592 3 10 29 1,584
Purchasing Power Parity in the Long Run 1 10 18 1,073 8 27 51 2,668
Returns to Japanese investors from US investments 0 0 0 8 1 1 1 67
Risk Management 1 2 10 141 3 11 31 295
Risk management lessons from Long‐Term Capital Management 0 0 3 51 1 2 12 124
Term premiums and the integration of the eurocurrency markets 0 0 0 29 1 1 2 126
Testing the Predictive Power of Dividend Yields 0 6 14 350 2 9 30 784
The Exchange-Rate Exposure of U.S. Multinationals 15 35 114 1,813 30 88 249 3,572
The Long-Term Risks of Global Stock Markets 0 0 0 0 2 9 19 329
The Pricing of Exchange Rate Risk in the Stock Market 4 5 16 308 9 22 52 604
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 0 101 1 4 10 335
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 1 2 9 133
The performance of emerging hedge funds and managers 4 5 19 134 14 30 99 504
Time-series tests of a non-expected-utility model of asset pricing 0 0 1 42 0 6 16 184
Valuing executive stock options with endogenous departure 0 0 0 69 1 3 23 204
Total Journal Articles 42 124 373 10,612 130 388 1,097 24,980


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 2 15 84 1 5 32 227
Risk and Turnover in the Foreign Exchange Market 0 0 1 62 0 2 7 156
Total Chapters 1 2 16 146 1 7 39 383


Statistics updated 2016-06-03