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 3 363 1 2 13 1,323
A Century of Global Stock Markets 0 0 0 60 0 1 7 244
A Century of Global Stock Markets 0 0 0 361 0 0 4 769
A Century of Global Stock Markets 0 0 0 190 0 2 7 505
A Longer Look at Dividend Yields 0 0 1 202 0 2 11 501
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 1 6 413 0 1 18 1,070
Bank Trading Risk and Systemic Risk 1 1 3 329 2 2 15 775
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 2 5 13 704
Re-Emerging Markets 0 0 0 120 1 1 7 315
Re-emerging Markets 0 0 1 252 1 2 13 1,089
Re-emerging Markets 0 0 1 63 1 1 9 216
Testing the Predictive Power of Dividend Yields 0 0 0 2 2 2 10 623
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 1 4 169 1 4 15 637
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 74 0 0 8 287
Total Working Papers 1 3 19 2,599 11 25 156 9,108


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 0 12 529
A multicountry comparison of term-structure forecasts at long horizons 0 0 4 154 0 0 13 443
An empirical investigation of the early exercise premium of foreign currency options 0 1 1 1 1 3 4 4
Are hedge fund managers systematically misreporting? Or not? 0 0 7 17 2 4 20 85
Bayes-Stein Estimation for Portfolio Analysis 1 3 8 213 3 7 25 465
Bayesian and CAPM estimators of the means: Implications for portfolio selection 1 6 33 642 4 14 66 1,200
Credit Contagion from Counterparty Risk 0 2 11 113 1 5 24 329
Currency Hedging for International Portfolios 0 0 5 591 1 3 18 1,225
Does real interest parity hold at longer maturities? 0 1 2 62 0 3 12 214
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 1 4 412 2 5 23 1,061
Foreign exchange risk premia volatility once again 0 1 1 10 0 1 8 50
Global Stock Markets in the Twentieth Century 1 1 4 214 3 7 28 624
Good and bad credit contagion: Evidence from credit default swaps 0 2 23 352 3 13 62 860
Information Transfer Effects of Bond Rating Downgrades 0 0 1 21 0 1 8 78
Informational effects of regulation FD: evidence from rating agencies 1 3 10 170 1 6 29 426
Integration vs. Segmentation in the Canadian Stock Market 0 0 1 171 0 1 13 589
Interest rates and risk premia in the stock market and in the foreign exchange market 0 0 9 160 1 3 32 391
International Portfolio Diversification with Estimation Risk 0 3 26 1,365 1 7 53 2,800
Mean reversion in real exchange rates: evidence and implications for forecasting 2 2 7 182 3 6 25 462
Multivariate unit root tests of the PPP hypothesis 0 0 1 144 1 2 13 339
On Jump Processes in the Foreign Exchange and Stock Markets 0 4 9 547 2 9 23 1,094
Option listing and stock returns: An empirical analysis 1 2 6 270 6 11 27 575
Predicting Volatility in the Foreign Exchange Market 0 1 6 594 5 14 35 1,604
Purchasing Power Parity in the Long Run 0 1 17 1,078 2 13 66 2,699
Re-Emerging Markets 1 1 2 19 1 2 10 93
Returns to Japanese investors from US investments 0 0 0 8 0 1 4 70
Risk Management 0 4 7 146 2 7 28 311
Risk management lessons from Long‐Term Capital Management 0 1 2 52 3 9 14 134
Term premiums and the integration of the eurocurrency markets 0 0 1 30 0 2 6 131
Testing the Predictive Power of Dividend Yields 0 0 7 351 0 1 22 793
The Determinants of Operational Risk in U.S. Financial Institutions 1 1 5 8 1 2 7 17
The Exchange-Rate Exposure of U.S. Multinationals 11 34 130 1,894 21 86 322 3,767
The Long-Term Risks of Global Stock Markets 0 0 0 0 1 2 22 339
The Pricing of Exchange Rate Risk in the Stock Market 0 1 13 315 2 6 57 634
The Strategic Listing Decisions of Hedge Funds 0 0 2 8 0 0 5 21
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 2 103 2 5 13 342
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 0 1 4 135
The performance of emerging hedge funds and managers 1 5 19 146 4 18 88 547
Time-series tests of a non-expected-utility model of asset pricing 0 0 1 42 0 1 14 188
Valuing executive stock options with endogenous departure 0 0 0 69 0 0 8 209
Total Journal Articles 21 81 392 10,872 79 281 1,263 25,877


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 7 89 5 15 33 251
Risk and Turnover in the Foreign Exchange Market 0 0 0 62 0 2 9 162
Total Chapters 1 2 7 151 5 17 42 413


Statistics updated 2017-01-03