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 1 5 55 1 2 10 224
A Century of Global Stock Markets 0 0 2 356 2 3 7 1,298
A Century of Global Stock Markets 1 2 6 359 2 4 17 758
A Century of Global Stock Markets 0 0 0 190 7 13 37 480
A Longer Look at Dividend Yields 1 2 5 196 2 5 19 469
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 3 4 11 399 4 8 32 1,030
Bank Trading Risk and Systemic Risk 0 4 7 313 2 10 27 735
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 1 4 36
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 1 5 681
Re-Emerging Markets 0 0 0 120 0 3 9 303
Re-emerging Markets 0 0 0 61 1 2 7 202
Re-emerging Markets 0 0 0 251 0 4 9 1,066
Testing the Predictive Power of Dividend Yields 0 0 0 2 2 2 17 604
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 1 8 158 0 4 41 600
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 73 0 0 14 268
Total Working Papers 5 14 44 2,534 23 62 255 8,754


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 4 146 3 3 13 505
A multicountry comparison of term-structure forecasts at long horizons 0 0 3 144 3 9 27 398
Bayes-Stein Estimation for Portfolio Analysis 0 3 16 190 0 5 35 407
Bayesian and CAPM estimators of the means: Implications for portfolio selection 1 2 21 574 1 6 42 1,069
Credit Contagion from Counterparty Risk 2 3 8 88 2 9 30 267
Currency Hedging for International Portfolios 0 1 7 581 0 3 13 1,196
Does real interest parity hold at longer maturities? 0 0 3 57 0 4 14 185
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 2 2 22 405 4 5 61 1,020
Foreign exchange risk premia volatility once again 0 0 0 7 0 0 2 37
Global Stock Markets in the Twentieth Century 1 3 7 206 2 7 18 581
Good and bad credit contagion: Evidence from credit default swaps 0 6 35 260 2 21 101 648
Information Transfer Effects of Bond Rating Downgrades 0 0 1 15 4 5 12 59
Informational effects of regulation FD: evidence from rating agencies 1 2 13 148 5 13 42 357
Integration vs. Segmentation in the Canadian Stock Market 0 2 14 167 2 5 38 556
Interest rates and risk premia in the stock market and in the foreign exchange market 0 2 8 137 1 5 16 340
International Portfolio Diversification with Estimation Risk 3 25 62 1,286 5 57 136 2,636
Mean reversion in real exchange rates: evidence and implications for forecasting 0 2 6 164 1 11 28 408
Multivariate unit root tests of the PPP hypothesis 0 0 1 143 0 2 10 319
On Jump Processes in the Foreign Exchange and Stock Markets 1 4 18 517 2 6 34 1,038
Option listing and stock returns: An empirical analysis 2 3 7 240 3 9 32 501
Predicting Volatility in the Foreign Exchange Market 5 7 14 574 7 15 46 1,522
Purchasing Power Parity in the Long Run 0 2 11 1,050 2 11 60 2,595
Returns to Japanese investors from US investments 0 0 0 8 0 0 3 66
Risk Management 1 4 22 102 4 14 53 198
Risk management lessons from Long‐Term Capital Management 0 0 4 39 1 1 18 93
Term premiums and the integration of the eurocurrency markets 0 0 1 29 0 0 15 124
Testing the Predictive Power of Dividend Yields 1 2 8 327 3 5 35 739
The Exchange-Rate Exposure of U.S. Multinationals 12 72 208 1,598 30 189 487 3,130
The Long-Term Risks of Global Stock Markets 0 0 0 0 2 13 27 301
The Pricing of Exchange Rate Risk in the Stock Market 2 12 31 273 2 25 63 470
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 2 100 2 10 31 305
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 41 0 0 0 122
The performance of emerging hedge funds and managers 1 4 16 92 10 24 75 288
Time-series tests of a non-expected-utility model of asset pricing 0 0 0 40 2 9 22 147
Valuing executive stock options with endogenous departure 0 0 1 69 0 1 3 175
Total Journal Articles 36 164 574 9,817 105 502 1,642 22,802


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 0 8 63 0 1 30 171
Risk and Turnover in the Foreign Exchange Market 1 1 3 61 1 5 12 144
Total Chapters 1 1 11 124 1 6 42 315


Statistics updated 2014-07-03