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 2 2 4 57 2 3 7 226
A Century of Global Stock Markets 0 0 2 356 0 2 7 1,298
A Century of Global Stock Markets 0 1 5 359 0 2 14 758
A Century of Global Stock Markets 0 0 0 190 3 10 34 483
A Longer Look at Dividend Yields 0 1 5 196 0 3 18 470
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 1 4 11 400 3 8 29 1,034
Bank Trading Risk and Systemic Risk 1 2 8 315 1 6 28 739
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 0 4 36
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 0 4 681
Re-Emerging Markets 0 0 0 120 0 1 9 304
Re-emerging Markets 0 0 0 61 0 1 6 202
Re-emerging Markets 0 0 0 251 1 1 9 1,067
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 4 17 606
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 6 158 1 2 29 602
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 73 0 0 9 268
Total Working Papers 4 10 41 2,539 11 43 224 8,774


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 4 146 0 5 15 507
A multicountry comparison of term-structure forecasts at long horizons 1 2 3 146 4 11 30 406
Bayes-Stein Estimation for Portfolio Analysis 0 1 17 191 1 4 35 411
Bayesian and CAPM estimators of the means: Implications for portfolio selection 2 8 22 581 3 9 42 1,077
Credit Contagion from Counterparty Risk 1 6 11 92 2 7 30 272
Currency Hedging for International Portfolios 0 0 5 581 0 0 11 1,196
Does real interest parity hold at longer maturities? 0 1 4 58 0 1 15 186
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 2 16 405 0 6 42 1,022
Foreign exchange risk premia volatility once again 0 0 0 7 0 0 2 37
Global Stock Markets in the Twentieth Century 0 1 7 206 0 2 16 581
Good and bad credit contagion: Evidence from credit default swaps 1 4 35 264 8 14 99 660
Information Transfer Effects of Bond Rating Downgrades 0 0 1 15 0 4 12 59
Informational effects of regulation FD: evidence from rating agencies 0 1 8 148 1 9 39 361
Integration vs. Segmentation in the Canadian Stock Market 1 1 11 168 1 5 36 559
Interest rates and risk premia in the stock market and in the foreign exchange market 0 0 6 137 0 1 14 340
International Portfolio Diversification with Estimation Risk 2 10 61 1,293 6 17 128 2,648
Mean reversion in real exchange rates: evidence and implications for forecasting 2 3 9 167 2 7 29 414
Multivariate unit root tests of the PPP hypothesis 0 0 1 143 0 0 10 319
On Jump Processes in the Foreign Exchange and Stock Markets 1 2 17 518 2 5 31 1,041
Option listing and stock returns: An empirical analysis 2 4 8 242 3 6 30 504
Predicting Volatility in the Foreign Exchange Market 0 9 15 578 0 13 42 1,528
Purchasing Power Parity in the Long Run 0 0 9 1,050 2 7 57 2,600
Returns to Japanese investors from US investments 0 0 0 8 0 0 3 66
Risk Management 4 7 27 108 8 26 67 220
Risk management lessons from Long‐Term Capital Management 3 6 10 45 3 11 25 103
Term premiums and the integration of the eurocurrency markets 0 0 1 29 0 0 14 124
Testing the Predictive Power of Dividend Yields 0 4 9 330 0 7 32 743
The Exchange-Rate Exposure of U.S. Multinationals 8 26 200 1,612 14 54 468 3,154
The Long-Term Risks of Global Stock Markets 0 0 0 0 5 7 30 306
The Pricing of Exchange Rate Risk in the Stock Market 0 3 30 274 3 12 68 480
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 2 100 1 5 26 308
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 2 4 16 95 11 29 87 307
Time-series tests of a non-expected-utility model of asset pricing 0 0 0 40 1 5 21 150
Valuing executive stock options with endogenous departure 0 0 1 69 0 0 3 175
Total Journal Articles 30 106 566 9,887 81 289 1,609 22,986


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 0 6 63 2 3 30 174
Risk and Turnover in the Foreign Exchange Market 0 1 3 61 1 3 11 146
Total Chapters 0 1 9 124 3 6 41 320


Statistics updated 2014-09-03