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 4 59 1 1 9 233
A Century of Global Stock Markets 0 1 3 359 1 3 8 1,306
A Century of Global Stock Markets 0 0 2 361 1 1 4 762
A Century of Global Stock Markets 0 0 0 190 1 2 12 492
A Longer Look at Dividend Yields 0 0 4 200 0 3 17 486
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 1 5 404 0 3 15 1,045
Bank Trading Risk and Systemic Risk 0 5 11 324 1 6 20 755
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 1 1 5 41
OPTION LISTING AND STOCK RETURNS 0 0 0 1 2 4 9 690
Re-Emerging Markets 0 0 0 120 1 2 5 308
Re-emerging Markets 0 0 0 61 0 1 2 204
Re-emerging Markets 0 0 0 251 0 1 6 1,072
Testing the Predictive Power of Dividend Yields 0 0 0 2 2 2 5 609
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 1 3 7 165 1 4 16 616
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 1 1 74 1 2 8 276
Total Working Papers 1 11 37 2,571 13 36 141 8,895


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 3 149 2 2 10 515
A multicountry comparison of term-structure forecasts at long horizons 0 1 5 149 1 5 25 423
Bayes-Stein Estimation for Portfolio Analysis 1 1 10 200 3 4 24 431
Bayesian and CAPM estimators of the means: Implications for portfolio selection 4 8 27 601 6 13 47 1,116
Credit Contagion from Counterparty Risk 0 2 10 98 1 6 21 288
Currency Hedging for International Portfolios 0 1 5 586 1 3 8 1,204
Does real interest parity hold at longer maturities? 0 0 1 58 0 1 13 198
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 0 3 408 3 3 15 1,035
Foreign exchange risk premia volatility once again 0 1 2 9 0 4 5 42
Global Stock Markets in the Twentieth Century 0 0 2 208 2 3 7 588
Good and bad credit contagion: Evidence from credit default swaps 3 15 50 310 7 25 105 753
Information Transfer Effects of Bond Rating Downgrades 0 0 4 19 0 0 9 68
Informational effects of regulation FD: evidence from rating agencies 0 2 8 156 2 6 29 386
Integration vs. Segmentation in the Canadian Stock Market 0 0 3 170 1 1 17 573
Interest rates and risk premia in the stock market and in the foreign exchange market 0 5 6 143 0 8 10 350
International Portfolio Diversification with Estimation Risk 0 8 41 1,327 3 17 83 2,719
Mean reversion in real exchange rates: evidence and implications for forecasting 0 0 8 172 1 5 21 429
Multivariate unit root tests of the PPP hypothesis 0 0 0 143 1 1 3 322
On Jump Processes in the Foreign Exchange and Stock Markets 1 3 14 531 1 4 22 1,060
Option listing and stock returns: An empirical analysis 0 0 19 259 1 4 38 539
Predicting Volatility in the Foreign Exchange Market 0 3 12 586 3 11 36 1,558
Purchasing Power Parity in the Long Run 0 2 5 1,055 1 3 23 2,618
Returns to Japanese investors from US investments 0 0 0 8 0 0 0 66
Risk Management 0 5 29 131 4 16 70 268
Risk management lessons from Long‐Term Capital Management 0 1 9 48 1 2 20 113
Term premiums and the integration of the eurocurrency markets 0 0 0 29 1 1 1 125
Testing the Predictive Power of Dividend Yields 3 5 12 339 6 11 21 760
The Exchange-Rate Exposure of U.S. Multinationals 8 28 109 1,707 19 57 212 3,342
The Long-Term Risks of Global Stock Markets 0 0 0 0 1 3 10 311
The Pricing of Exchange Rate Risk in the Stock Market 0 7 19 292 1 13 83 553
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 1 1 101 0 6 20 325
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 2 43 1 1 3 125
The performance of emerging hedge funds and managers 1 2 24 116 8 20 125 413
Time-series tests of a non-expected-utility model of asset pricing 0 1 1 41 2 8 23 170
Valuing executive stock options with endogenous departure 0 0 0 69 18 18 24 199
Total Journal Articles 22 103 444 10,261 102 285 1,183 23,985


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 8 71 4 8 28 199
Risk and Turnover in the Foreign Exchange Market 0 0 0 61 1 2 6 150
Total Chapters 2 3 8 132 5 10 34 349


Statistics updated 2015-07-02