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 3 359 0 1 8 1,306
A Century of Global Stock Markets 0 0 0 190 0 2 10 493
A Century of Global Stock Markets 0 1 3 60 0 3 9 235
A Century of Global Stock Markets 0 0 2 361 0 1 4 762
A Longer Look at Dividend Yields 0 1 5 201 0 2 18 488
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 1 5 405 1 3 14 1,048
Bank Trading Risk and Systemic Risk 0 0 9 324 0 2 17 756
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 1 5 41
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 2 9 690
Re-Emerging Markets 0 0 0 120 0 1 4 308
Re-emerging Markets 0 0 0 61 0 0 2 204
Re-emerging Markets 0 0 0 251 0 0 5 1,072
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 2 3 609
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 1 7 165 0 2 15 617
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 1 74 0 1 8 276
Total Working Papers 0 4 35 2,574 1 23 131 8,905


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 3 149 0 3 9 516
A multicountry comparison of term-structure forecasts at long horizons 0 0 3 149 0 3 19 425
Bayes-Stein Estimation for Portfolio Analysis 0 3 11 202 0 5 22 433
Bayesian and CAPM estimators of the means: Implications for portfolio selection 0 5 21 602 0 9 42 1,119
Credit Contagion from Counterparty Risk 0 1 7 99 1 4 19 291
Currency Hedging for International Portfolios 0 0 5 586 0 1 8 1,204
Does real interest parity hold at longer maturities? 1 1 1 59 1 1 13 199
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 0 3 408 0 3 13 1,035
Foreign exchange risk premia volatility once again 0 0 2 9 0 0 5 42
Global Stock Markets in the Twentieth Century 0 0 2 208 0 2 7 588
Good and bad credit contagion: Evidence from credit default swaps 1 6 49 313 1 15 101 761
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 0 8 156 1 3 26 387
Integration vs. Segmentation in the Canadian Stock Market 0 0 2 170 0 1 14 573
Interest rates and risk premia in the stock market and in the foreign exchange market 0 1 7 144 0 1 11 351
International Portfolio Diversification with Estimation Risk 0 2 36 1,329 0 6 74 2,722
Mean reversion in real exchange rates: evidence and implications for forecasting 0 0 5 172 0 1 15 429
Multivariate unit root tests of the PPP hypothesis 0 0 0 143 0 1 3 322
On Jump Processes in the Foreign Exchange and Stock Markets 1 4 16 534 2 5 23 1,064
Option listing and stock returns: An empirical analysis 0 0 17 259 0 1 35 539
Predicting Volatility in the Foreign Exchange Market 0 0 8 586 0 5 32 1,560
Purchasing Power Parity in the Long Run 0 0 5 1,055 4 6 23 2,623
Returns to Japanese investors from US investments 0 0 0 8 0 0 0 66
Risk Management 0 3 26 134 0 8 52 272
Risk management lessons from Long‐Term Capital Management 0 0 3 48 0 1 10 113
Term premiums and the integration of the eurocurrency markets 0 0 0 29 0 1 1 125
Testing the Predictive Power of Dividend Yields 1 5 11 341 1 9 20 763
The Exchange-Rate Exposure of U.S. Multinationals 1 18 105 1,717 3 39 208 3,362
The Long-Term Risks of Global Stock Markets 0 0 0 0 0 1 5 311
The Pricing of Exchange Rate Risk in the Stock Market 3 6 24 298 4 8 80 560
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 1 101 0 0 17 325
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 2 43 0 3 5 127
The performance of emerging hedge funds and managers 0 3 23 118 0 13 111 418
Time-series tests of a non-expected-utility model of asset pricing 0 0 1 41 0 2 20 170
Valuing executive stock options with endogenous departure 0 0 0 69 0 18 24 199
Total Journal Articles 8 59 411 10,298 18 179 1,076 24,062


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 3 9 72 0 5 26 200
Risk and Turnover in the Foreign Exchange Market 0 0 0 61 0 1 4 150
Total Chapters 0 3 9 133 0 6 30 350


Statistics updated 2015-09-01