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 1 362 1 1 7 776
A Century of Global Stock Markets 0 0 0 190 1 2 7 511
A Century of Global Stock Markets 0 0 1 364 0 1 7 1,329
A Century of Global Stock Markets 0 0 0 60 0 0 1 244
A Longer Look at Dividend Yields 0 1 2 204 0 1 7 506
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 0 4 416 2 3 18 1,087
Bank Trading Risk and Systemic Risk 0 1 2 330 1 5 13 786
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 0 1 51
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 0 9 710
Re-Emerging Markets 0 0 0 120 0 0 6 320
Re-emerging Markets 0 0 0 63 0 0 1 216
Re-emerging Markets 0 0 1 253 2 2 8 1,095
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 1 6 627
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 1 2 171 0 1 6 641
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 1 75 0 0 1 288
Total Working Papers 0 3 14 2,611 7 17 98 9,187


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 1 156 1 2 4 533
A multicountry comparison of term-structure forecasts at long horizons 0 0 2 156 3 7 20 463
An empirical investigation of the early exercise premium of foreign currency options 0 0 0 1 0 1 2 5
Are hedge fund managers systematically misreporting? Or not? 2 2 5 22 4 6 17 100
Bayes-Stein Estimation for Portfolio Analysis 1 3 8 219 3 6 32 491
Bayesian and CAPM estimators of the means: Implications for portfolio selection 5 10 16 656 5 11 34 1,226
Credit Contagion from Counterparty Risk 1 2 4 116 2 9 19 344
Currency Hedging for International Portfolios 2 2 4 595 3 3 13 1,236
Does real interest parity hold at longer maturities? 1 1 1 63 1 1 1 215
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 1 3 8 419 2 8 33 1,090
Foreign exchange risk premia volatility once again 0 1 1 11 0 2 2 52
Global Stock Markets in the Twentieth Century 0 0 3 216 0 1 16 636
Good and bad credit contagion: Evidence from credit default swaps 1 5 15 366 5 13 63 911
Information Transfer Effects of Bond Rating Downgrades 0 1 1 22 0 5 10 87
Informational effects of regulation FD: evidence from rating agencies 3 4 10 178 3 11 31 454
Integration vs. Segmentation in the Canadian Stock Market 2 2 2 173 2 4 7 596
Interest rates and risk premia in the stock market and in the foreign exchange market 0 0 5 165 0 4 15 403
International Portfolio Diversification with Estimation Risk 6 12 30 1,394 10 22 75 2,871
Mean reversion in real exchange rates: evidence and implications for forecasting 0 1 6 186 0 3 11 468
Multivariate unit root tests of the PPP hypothesis 0 0 0 144 0 0 1 338
On Jump Processes in the Foreign Exchange and Stock Markets 0 4 16 563 2 10 33 1,122
Option listing and stock returns: An empirical analysis 1 2 9 277 3 5 17 585
Predicting Volatility in the Foreign Exchange Market 0 1 6 600 1 5 36 1,631
Purchasing Power Parity in the Long Run 1 3 18 1,096 5 14 67 2,760
Re-Emerging Markets 0 0 3 21 0 0 5 96
Returns to Japanese investors from US investments 0 0 0 8 0 0 0 69
Risk Management 0 0 11 155 0 4 27 333
Risk management lessons from Long‐Term Capital Management 3 4 13 64 10 16 39 166
Term premiums and the integration of the eurocurrency markets 0 0 0 30 0 0 1 131
Testing the Predictive Power of Dividend Yields 1 1 4 355 1 1 19 811
The Determinants of Operational Risk in U.S. Financial Institutions 0 0 2 9 2 2 7 23
The Exchange-Rate Exposure of U.S. Multinationals 7 16 122 1,993 18 56 300 4,019
The Long-Term Risks of Global Stock Markets 0 0 0 0 0 1 7 344
The Pricing of Exchange Rate Risk in the Stock Market 4 7 18 333 8 13 46 677
The Strategic Listing Decisions of Hedge Funds 0 0 1 9 0 1 3 24
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 0 103 1 1 8 346
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 0 0 0 135
The performance of emerging hedge funds and managers 2 5 20 163 9 19 79 615
Time-series tests of a non-expected-utility model of asset pricing 0 1 2 44 0 2 6 194
Valuing executive stock options with endogenous departure 0 0 0 69 1 1 4 213
Total Journal Articles 44 93 367 11,193 105 270 1,110 26,813


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 2 3 91 1 3 22 264
Risk and Turnover in the Foreign Exchange Market 0 1 4 66 0 1 8 168
Total Chapters 0 3 7 157 1 4 30 432


Statistics updated 2017-11-04