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 0 361 0 1 5 767
A Century of Global Stock Markets 1 2 4 363 3 5 13 1,319
A Century of Global Stock Markets 0 0 1 60 1 4 10 243
A Century of Global Stock Markets 0 0 0 190 0 1 10 502
A Longer Look at Dividend Yields 0 0 1 201 1 3 8 494
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 0 6 410 0 2 16 1,061
Bank Trading Risk and Systemic Risk 1 1 4 328 3 3 15 770
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 2 3 7 48
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 4 6 696
Re-Emerging Markets 0 0 0 120 1 3 6 314
Re-emerging Markets 0 0 2 63 0 4 10 214
Re-emerging Markets 1 1 1 252 2 3 14 1,086
Testing the Predictive Power of Dividend Yields 0 0 0 2 1 4 10 619
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 2 167 0 3 14 630
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 74 1 3 10 286
Total Working Papers 3 4 21 2,592 15 46 154 9,049


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 3 152 4 7 10 525
A multicountry comparison of term-structure forecasts at long horizons 1 1 3 152 3 4 15 438
Bayes-Stein Estimation for Portfolio Analysis 0 2 8 208 2 8 20 451
Bayesian and CAPM estimators of the means: Implications for portfolio selection 10 15 31 632 17 29 59 1,175
Credit Contagion from Counterparty Risk 0 1 10 108 0 3 29 317
Currency Hedging for International Portfolios 0 2 3 589 2 6 13 1,217
Does real interest parity hold at longer maturities? 0 0 2 60 1 3 10 208
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 1 2 410 2 8 16 1,051
Foreign exchange risk premia volatility once again 0 0 0 9 1 5 6 48
Global Stock Markets in the Twentieth Century 0 2 4 212 1 9 21 609
Good and bad credit contagion: Evidence from credit default swaps 3 9 38 348 6 15 80 833
Information Transfer Effects of Bond Rating Downgrades 0 1 2 21 2 4 7 75
Informational effects of regulation FD: evidence from rating agencies 1 2 7 163 1 6 23 409
Integration vs. Segmentation in the Canadian Stock Market 1 1 1 171 1 5 12 585
Interest rates and risk premia in the stock market and in the foreign exchange market 1 2 14 157 5 10 27 377
International Portfolio Diversification with Estimation Risk 2 10 30 1,357 4 21 65 2,784
Mean reversion in real exchange rates: evidence and implications for forecasting 1 1 8 180 2 7 22 451
Multivariate unit root tests of the PPP hypothesis 0 0 1 144 1 6 11 333
On Jump Processes in the Foreign Exchange and Stock Markets 0 2 9 540 2 7 19 1,079
Option listing and stock returns: An empirical analysis 1 2 8 267 2 9 22 561
Predicting Volatility in the Foreign Exchange Market 1 4 7 593 2 10 28 1,586
Purchasing Power Parity in the Long Run 1 10 19 1,074 5 25 55 2,673
Returns to Japanese investors from US investments 0 0 0 8 1 2 2 68
Risk Management 1 2 11 142 4 9 31 299
Risk management lessons from Long‐Term Capital Management 0 0 3 51 1 2 12 125
Term premiums and the integration of the eurocurrency markets 1 1 1 30 1 2 2 127
Testing the Predictive Power of Dividend Yields 1 3 12 351 5 9 29 789
The Exchange-Rate Exposure of U.S. Multinationals 10 38 116 1,823 21 90 251 3,593
The Long-Term Risks of Global Stock Markets 0 0 0 0 1 7 19 330
The Pricing of Exchange Rate Risk in the Stock Market 2 7 18 310 5 21 56 609
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 1 1 1 102 1 3 11 336
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 1 2 9 134
The performance of emerging hedge funds and managers 0 4 18 134 5 24 96 509
Time-series tests of a non-expected-utility model of asset pricing 0 0 1 42 0 4 14 184
Valuing executive stock options with endogenous departure 0 0 0 69 3 6 8 207
Total Journal Articles 40 125 391 10,652 115 388 1,110 25,095


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 1 13 84 3 4 31 230
Risk and Turnover in the Foreign Exchange Market 0 0 1 62 0 1 6 156
Total Chapters 0 1 14 146 3 5 37 386


Statistics updated 2016-07-02