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 4 57 0 1 8 227
A Century of Global Stock Markets 0 1 2 357 0 3 7 1,301
A Century of Global Stock Markets 0 0 2 359 0 1 7 759
A Century of Global Stock Markets 0 0 0 190 3 6 29 489
A Longer Look at Dividend Yields 0 0 3 196 1 2 13 472
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 1 3 12 403 1 4 26 1,038
Bank Trading Risk and Systemic Risk 0 3 10 318 3 6 28 745
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 1 4 37
OPTION LISTING AND STOCK RETURNS 0 0 0 1 1 2 6 683
Re-Emerging Markets 0 0 0 120 0 1 6 305
Re-emerging Markets 0 0 0 61 0 1 5 203
Re-emerging Markets 0 0 0 251 0 0 7 1,067
Testing the Predictive Power of Dividend Yields 0 0 0 2 1 1 10 607
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 1 5 159 0 1 17 603
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 73 0 0 5 268
Total Working Papers 1 8 38 2,547 10 30 178 8,804


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 0 3 146 1 1 12 508
A multicountry comparison of term-structure forecasts at long horizons 0 2 4 148 1 6 30 412
Bayes-Stein Estimation for Portfolio Analysis 2 2 14 193 3 5 29 416
Bayesian and CAPM estimators of the means: Implications for portfolio selection 1 4 21 585 3 9 41 1,086
Credit Contagion from Counterparty Risk 1 2 11 94 2 6 29 278
Currency Hedging for International Portfolios 1 4 7 585 1 4 11 1,200
Does real interest parity hold at longer maturities? 0 0 2 58 0 9 21 195
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 1 10 406 1 6 26 1,028
Foreign exchange risk premia volatility once again 0 0 0 7 0 0 2 37
Global Stock Markets in the Twentieth Century 0 1 7 207 0 2 17 583
Good and bad credit contagion: Evidence from credit default swaps 5 16 40 280 9 33 101 693
Information Transfer Effects of Bond Rating Downgrades 0 0 0 15 1 2 12 61
Informational effects of regulation FD: evidence from rating agencies 0 3 8 151 0 7 37 368
Integration vs. Segmentation in the Canadian Stock Market 0 2 8 170 3 9 29 568
Interest rates and risk premia in the stock market and in the foreign exchange market 0 1 7 138 1 2 14 342
International Portfolio Diversification with Estimation Risk 5 12 62 1,305 11 24 128 2,672
Mean reversion in real exchange rates: evidence and implications for forecasting 0 1 7 168 0 4 29 418
Multivariate unit root tests of the PPP hypothesis 0 0 1 143 1 1 7 320
On Jump Processes in the Foreign Exchange and Stock Markets 0 6 19 524 0 7 30 1,048
Option listing and stock returns: An empirical analysis 3 14 20 256 4 24 45 528
Predicting Volatility in the Foreign Exchange Market 1 3 17 581 2 10 42 1,538
Purchasing Power Parity in the Long Run 0 1 7 1,051 2 5 47 2,605
Returns to Japanese investors from US investments 0 0 0 8 0 0 1 66
Risk Management 2 5 26 113 2 11 64 231
Risk management lessons from Long‐Term Capital Management 0 1 8 46 1 4 20 107
Term premiums and the integration of the eurocurrency markets 0 0 0 29 0 0 12 124
Testing the Predictive Power of Dividend Yields 1 2 7 332 2 4 20 747
The Exchange-Rate Exposure of U.S. Multinationals 16 28 192 1,640 25 48 437 3,202
The Long-Term Risks of Global Stock Markets 0 0 0 0 1 1 29 307
The Pricing of Exchange Rate Risk in the Stock Market 3 4 29 278 11 27 83 507
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 1 100 1 4 25 312
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 3 8 19 103 23 44 116 351
Time-series tests of a non-expected-utility model of asset pricing 0 0 0 40 2 7 24 157
Valuing executive stock options with endogenous departure 0 0 0 69 1 5 7 180
Total Journal Articles 44 123 557 10,010 115 331 1,577 23,317


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 5 64 3 8 28 182
Risk and Turnover in the Foreign Exchange Market 0 0 2 61 0 0 9 146
Total Chapters 0 1 7 125 3 8 37 328


Statistics updated 2014-12-03