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 0 190 0 0 26 489
A Century of Global Stock Markets 1 2 5 59 2 4 9 231
A Century of Global Stock Markets 0 1 3 360 0 1 8 760
A Century of Global Stock Markets 0 1 2 358 0 2 8 1,303
A Longer Look at Dividend Yields 0 4 6 200 1 8 17 480
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 0 10 403 0 1 20 1,039
Bank Trading Risk and Systemic Risk 0 1 11 319 1 3 28 748
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 3 5 40
OPTION LISTING AND STOCK RETURNS 0 0 0 1 1 2 6 685
Re-Emerging Markets 0 0 0 120 0 1 6 306
Re-emerging Markets 0 0 0 61 0 0 5 203
Re-emerging Markets 0 0 0 251 0 4 10 1,071
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 0 7 607
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 3 3 5 162 5 9 16 612
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 73 3 6 7 274
Total Working Papers 4 12 42 2,559 13 44 178 8,848


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 2 3 148 1 4 11 512
A multicountry comparison of term-structure forecasts at long horizons 0 0 4 148 1 4 28 416
Bayes-Stein Estimation for Portfolio Analysis 1 6 14 199 2 10 26 426
Bayesian and CAPM estimators of the means: Implications for portfolio selection 3 7 20 592 3 15 39 1,101
Credit Contagion from Counterparty Risk 0 2 12 96 1 4 25 282
Currency Hedging for International Portfolios 0 0 5 585 0 1 8 1,201
Does real interest parity hold at longer maturities? 0 0 1 58 0 1 15 196
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 1 1 6 407 1 3 22 1,031
Foreign exchange risk premia volatility once again 0 0 0 7 0 0 1 37
Global Stock Markets in the Twentieth Century 1 1 6 208 1 2 14 585
Good and bad credit contagion: Evidence from credit default swaps 5 10 39 290 9 26 97 719
Information Transfer Effects of Bond Rating Downgrades 3 4 4 19 5 6 13 67
Informational effects of regulation FD: evidence from rating agencies 0 2 8 153 2 8 37 376
Integration vs. Segmentation in the Canadian Stock Market 0 0 7 170 0 2 21 570
Interest rates and risk premia in the stock market and in the foreign exchange market 0 0 5 138 0 0 10 342
International Portfolio Diversification with Estimation Risk 5 12 62 1,317 12 26 132 2,698
Mean reversion in real exchange rates: evidence and implications for forecasting 3 4 11 172 3 6 29 424
Multivariate unit root tests of the PPP hypothesis 0 0 1 143 0 1 6 321
On Jump Processes in the Foreign Exchange and Stock Markets 2 4 15 528 3 7 24 1,055
Option listing and stock returns: An empirical analysis 0 1 20 257 0 5 44 533
Predicting Volatility in the Foreign Exchange Market 1 2 16 583 4 8 42 1,546
Purchasing Power Parity in the Long Run 0 1 6 1,052 2 7 33 2,612
Returns to Japanese investors from US investments 0 0 0 8 0 0 1 66
Risk Management 1 7 26 120 3 11 64 242
Risk management lessons from Long‐Term Capital Management 0 0 7 46 0 2 17 109
Term premiums and the integration of the eurocurrency markets 0 0 0 29 0 0 1 124
Testing the Predictive Power of Dividend Yields 0 1 8 333 0 1 15 748
The Exchange-Rate Exposure of U.S. Multinationals 9 23 173 1,663 14 56 407 3,258
The Long-Term Risks of Global Stock Markets 0 0 0 0 1 1 26 308
The Pricing of Exchange Rate Risk in the Stock Market 2 4 23 282 13 26 93 533
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 0 100 2 6 24 318
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 2 2 43 0 2 2 124
The performance of emerging hedge funds and managers 4 10 27 113 15 33 133 384
Time-series tests of a non-expected-utility model of asset pricing 0 0 0 40 1 4 24 161
Valuing executive stock options with endogenous departure 0 0 0 69 0 0 7 180
Total Journal Articles 41 106 531 10,116 99 288 1,491 23,605


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 2 5 66 1 6 25 188
Risk and Turnover in the Foreign Exchange Market 0 0 1 61 0 2 9 148
Total Chapters 0 2 6 127 1 8 34 336


Statistics updated 2015-03-02