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 1 361 0 0 5 765
A Century of Global Stock Markets 0 0 2 60 1 2 9 238
A Century of Global Stock Markets 0 0 0 190 1 2 10 499
A Century of Global Stock Markets 0 1 2 360 0 1 7 1,310
A Longer Look at Dividend Yields 0 0 1 201 0 0 11 490
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 1 2 5 408 3 4 16 1,055
Bank Trading Risk and Systemic Risk 1 2 8 327 3 3 16 763
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 1 4 44
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 0 7 691
Re-Emerging Markets 0 0 0 120 0 0 2 308
Re-emerging Markets 0 0 1 62 0 0 4 207
Re-emerging Markets 0 0 0 251 1 3 6 1,077
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 2 6 613
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 6 165 1 4 16 623
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 1 74 0 0 8 279
Total Working Papers 2 5 27 2,582 10 22 127 8,962


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 2 150 0 1 6 517
A multicountry comparison of term-structure forecasts at long horizons 0 0 2 150 2 5 17 432
Bayes-Stein Estimation for Portfolio Analysis 0 3 7 205 1 7 17 441
Bayesian and CAPM estimators of the means: Implications for portfolio selection 0 6 20 609 1 14 37 1,135
Credit Contagion from Counterparty Risk 1 3 7 103 1 8 25 306
Currency Hedging for International Portfolios 0 0 1 586 0 2 6 1,207
Does real interest parity hold at longer maturities? 0 0 2 60 1 1 7 203
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 0 2 408 1 3 9 1,039
Foreign exchange risk premia volatility once again 0 0 2 9 0 0 5 42
Global Stock Markets in the Twentieth Century 0 1 3 210 1 7 13 597
Good and bad credit contagion: Evidence from credit default swaps 4 15 48 333 5 23 93 803
Information Transfer Effects of Bond Rating Downgrades 0 0 4 20 0 1 8 70
Informational effects of regulation FD: evidence from rating agencies 0 1 7 160 1 7 24 398
Integration vs. Segmentation in the Canadian Stock Market 0 0 0 170 1 3 7 577
Interest rates and risk premia in the stock market and in the foreign exchange market 1 4 14 152 1 4 18 360
International Portfolio Diversification with Estimation Risk 1 5 28 1,340 1 14 62 2,748
Mean reversion in real exchange rates: evidence and implications for forecasting 3 6 9 178 4 11 20 441
Multivariate unit root tests of the PPP hypothesis 1 1 1 144 1 2 6 327
On Jump Processes in the Foreign Exchange and Stock Markets 0 0 12 538 1 3 20 1,072
Option listing and stock returns: An empirical analysis 0 4 7 264 0 5 15 548
Predicting Volatility in the Foreign Exchange Market 0 2 6 588 1 4 28 1,570
Purchasing Power Parity in the Long Run 1 5 10 1,062 3 11 26 2,636
Returns to Japanese investors from US investments 0 0 0 8 0 0 0 66
Risk Management 0 1 20 139 1 6 45 284
Risk management lessons from Long‐Term Capital Management 1 1 5 51 2 5 13 122
Term premiums and the integration of the eurocurrency markets 0 0 0 29 0 0 1 125
Testing the Predictive Power of Dividend Yields 0 2 11 344 0 5 23 771
The Exchange-Rate Exposure of U.S. Multinationals 5 30 115 1,769 23 68 224 3,468
The Long-Term Risks of Global Stock Markets 0 0 0 0 1 6 11 318
The Pricing of Exchange Rate Risk in the Stock Market 1 2 23 303 4 14 61 581
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 1 101 0 2 13 329
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 0 0 7 131
The performance of emerging hedge funds and managers 2 3 20 129 8 20 98 467
Time-series tests of a non-expected-utility model of asset pricing 0 0 1 41 2 5 16 176
Valuing executive stock options with endogenous departure 0 0 0 69 0 1 21 201
Total Journal Articles 21 96 390 10,465 68 268 1,002 24,508


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 5 16 82 0 8 31 218
Risk and Turnover in the Foreign Exchange Market 0 1 1 62 1 4 6 154
Total Chapters 0 6 17 144 1 12 37 372


Statistics updated 2016-02-03