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 1 1 23 490
A Century of Global Stock Markets 1 2 4 361 1 2 7 761
A Century of Global Stock Markets 0 2 5 59 1 5 10 232
A Century of Global Stock Markets 0 0 2 358 0 1 8 1,303
A Longer Look at Dividend Yields 0 3 6 200 3 9 19 483
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 0 8 403 3 3 20 1,042
Bank Trading Risk and Systemic Risk 0 1 10 319 1 3 24 749
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 1 5 40
OPTION LISTING AND STOCK RETURNS 0 0 0 1 1 2 6 686
Re-Emerging Markets 0 0 0 120 0 0 6 306
Re-emerging Markets 0 0 0 251 0 3 9 1,071
Re-emerging Markets 0 0 0 61 0 0 3 203
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 0 5 607
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 3 5 162 0 8 16 612
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 73 0 6 6 274
Total Working Papers 1 11 40 2,560 11 44 167 8,859


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 3 148 1 4 11 513
A multicountry comparison of term-structure forecasts at long horizons 0 0 4 148 2 4 29 418
Bayes-Stein Estimation for Portfolio Analysis 0 5 12 199 1 10 25 427
Bayesian and CAPM estimators of the means: Implications for portfolio selection 1 6 21 593 2 8 40 1,103
Credit Contagion from Counterparty Risk 0 2 11 96 0 4 24 282
Currency Hedging for International Portfolios 0 0 5 585 0 0 8 1,201
Does real interest parity hold at longer maturities? 0 0 1 58 1 1 16 197
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 1 2 5 408 1 4 17 1,032
Foreign exchange risk premia volatility once again 1 1 1 8 1 1 1 38
Global Stock Markets in the Twentieth Century 0 1 5 208 0 2 11 585
Good and bad credit contagion: Evidence from credit default swaps 5 14 41 295 9 29 101 728
Information Transfer Effects of Bond Rating Downgrades 0 3 4 19 1 6 14 68
Informational effects of regulation FD: evidence from rating agencies 1 3 8 154 4 11 36 380
Integration vs. Segmentation in the Canadian Stock Market 0 0 5 170 2 2 21 572
Interest rates and risk premia in the stock market and in the foreign exchange market 0 0 3 138 0 0 7 342
International Portfolio Diversification with Estimation Risk 2 9 58 1,319 4 23 123 2,702
Mean reversion in real exchange rates: evidence and implications for forecasting 0 4 10 172 0 6 27 424
Multivariate unit root tests of the PPP hypothesis 0 0 0 143 0 0 4 321
On Jump Processes in the Foreign Exchange and Stock Markets 0 2 15 528 1 5 24 1,056
Option listing and stock returns: An empirical analysis 2 3 22 259 2 4 43 535
Predicting Volatility in the Foreign Exchange Market 0 2 16 583 1 8 40 1,547
Purchasing Power Parity in the Long Run 1 1 5 1,053 3 5 31 2,615
Returns to Japanese investors from US investments 0 0 0 8 0 0 0 66
Risk Management 6 7 28 126 10 14 68 252
Risk management lessons from Long‐Term Capital Management 1 1 8 47 2 3 19 111
Term premiums and the integration of the eurocurrency markets 0 0 0 29 0 0 0 124
Testing the Predictive Power of Dividend Yields 1 1 9 334 1 1 15 749
The Exchange-Rate Exposure of U.S. Multinationals 16 30 153 1,679 27 59 344 3,285
The Long-Term Risks of Global Stock Markets 0 0 0 0 0 1 20 308
The Pricing of Exchange Rate Risk in the Stock Market 3 6 24 285 7 25 95 540
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 0 100 1 4 24 319
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 2 43 0 0 2 124
The performance of emerging hedge funds and managers 1 10 26 114 9 36 129 393
Time-series tests of a non-expected-utility model of asset pricing 0 0 0 40 1 3 24 162
Valuing executive stock options with endogenous departure 0 0 0 69 1 1 7 181
Total Journal Articles 42 114 505 10,158 95 284 1,400 23,700


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 2 3 5 68 3 6 21 191
Risk and Turnover in the Foreign Exchange Market 0 0 1 61 0 1 9 148
Total Chapters 2 3 6 129 3 7 30 339


Statistics updated 2015-04-05