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 60 0 1 5 244
A Century of Global Stock Markets 0 0 0 190 1 4 8 509
A Century of Global Stock Markets 0 1 1 362 0 5 8 774
A Century of Global Stock Markets 0 1 3 364 1 3 12 1,325
A Longer Look at Dividend Yields 0 1 2 203 0 1 11 502
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 1 5 414 1 3 15 1,073
Bank Trading Risk and Systemic Risk 0 1 2 329 0 4 11 777
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 0 6 50
OPTION LISTING AND STOCK RETURNS 0 0 0 1 1 5 15 707
Re-Emerging Markets 0 0 0 120 0 2 7 316
Re-emerging Markets 0 0 0 63 0 1 7 216
Re-emerging Markets 0 0 1 252 0 2 10 1,090
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 3 10 624
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 4 169 0 2 14 638
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 1 1 1 75 1 1 7 288
Total Working Papers 1 6 19 2,604 5 37 146 9,133


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 5 155 0 1 13 530
A multicountry comparison of term-structure forecasts at long horizons 1 2 6 156 2 3 13 446
An empirical investigation of the early exercise premium of foreign currency options 0 0 1 1 0 1 4 4
Are hedge fund managers systematically misreporting? Or not? 0 0 7 17 1 3 20 86
Bayes-Stein Estimation for Portfolio Analysis 0 1 8 213 1 6 27 468
Bayesian and CAPM estimators of the means: Implications for portfolio selection 1 3 33 644 1 6 62 1,202
Credit Contagion from Counterparty Risk 0 0 7 113 1 3 18 330
Currency Hedging for International Portfolios 1 1 5 592 3 4 17 1,228
Does real interest parity hold at longer maturities? 0 0 2 62 0 0 11 214
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 1 1 5 413 1 5 23 1,064
Foreign exchange risk premia volatility once again 0 0 1 10 0 0 7 50
Global Stock Markets in the Twentieth Century 0 1 4 214 0 2 24 623
Good and bad credit contagion: Evidence from credit default swaps 0 1 20 353 1 8 59 865
Information Transfer Effects of Bond Rating Downgrades 0 0 1 21 0 2 9 80
Informational effects of regulation FD: evidence from rating agencies 1 3 12 172 3 6 30 431
Integration vs. Segmentation in the Canadian Stock Market 0 0 1 171 1 1 11 590
Interest rates and risk premia in the stock market and in the foreign exchange market 0 0 6 160 0 1 28 391
International Portfolio Diversification with Estimation Risk 3 3 25 1,368 4 7 53 2,806
Mean reversion in real exchange rates: evidence and implications for forecasting 0 3 4 183 0 4 21 463
Multivariate unit root tests of the PPP hypothesis 0 0 0 144 0 1 11 338
On Jump Processes in the Foreign Exchange and Stock Markets 2 2 11 549 3 5 24 1,096
Option listing and stock returns: An empirical analysis 0 2 7 271 1 5 24 574
Predicting Volatility in the Foreign Exchange Market 2 2 8 596 4 9 34 1,608
Purchasing Power Parity in the Long Run 1 3 18 1,081 6 13 69 2,710
Re-Emerging Markets 0 1 1 19 0 2 9 94
Returns to Japanese investors from US investments 0 0 0 8 0 0 3 69
Risk Management 1 3 10 149 2 8 33 317
Risk management lessons from Long‐Term Capital Management 0 0 1 52 3 6 15 137
Term premiums and the integration of the eurocurrency markets 0 0 1 30 0 0 6 131
Testing the Predictive Power of Dividend Yields 0 0 7 351 1 3 21 796
The Determinants of Operational Risk in U.S. Financial Institutions 0 1 5 8 0 2 8 18
The Exchange-Rate Exposure of U.S. Multinationals 22 36 141 1,919 37 70 332 3,816
The Long-Term Risks of Global Stock Markets 0 0 0 0 0 3 21 341
The Pricing of Exchange Rate Risk in the Stock Market 2 2 14 317 4 9 59 641
The Strategic Listing Decisions of Hedge Funds 0 0 2 8 0 0 3 21
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 2 103 0 2 10 341
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 0 0 4 135
The performance of emerging hedge funds and managers 2 6 22 151 5 18 84 558
Time-series tests of a non-expected-utility model of asset pricing 0 1 1 43 0 2 12 190
Valuing executive stock options with endogenous departure 0 0 0 69 0 2 10 211
Total Journal Articles 40 78 404 10,929 85 223 1,242 26,013


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 89 1 9 33 255
Risk and Turnover in the Foreign Exchange Market 1 1 1 63 1 2 10 164
Total Chapters 1 2 8 152 2 11 43 419


Statistics updated 2017-03-07