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 3 359 0 1 8 1,306
A Century of Global Stock Markets 1 1 5 60 2 3 11 235
A Century of Global Stock Markets 0 0 2 361 0 1 4 762
A Century of Global Stock Markets 0 0 0 190 1 3 13 493
A Longer Look at Dividend Yields 1 1 5 201 2 3 18 488
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 1 2 6 405 2 3 16 1,047
Bank Trading Risk and Systemic Risk 0 2 10 324 1 5 18 756
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 1 5 41
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 4 9 690
Re-Emerging Markets 0 0 0 120 0 1 4 308
Re-emerging Markets 0 0 0 61 0 0 2 204
Re-emerging Markets 0 0 0 251 0 1 6 1,072
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 2 3 609
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 1 7 165 1 3 16 617
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 1 74 0 1 8 276
Total Working Papers 3 7 39 2,574 9 32 141 8,904


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 3 149 1 3 9 516
A multicountry comparison of term-structure forecasts at long horizons 0 1 4 149 2 5 23 425
Bayes-Stein Estimation for Portfolio Analysis 2 3 11 202 2 5 23 433
Bayesian and CAPM estimators of the means: Implications for portfolio selection 1 8 23 602 3 13 45 1,119
Credit Contagion from Counterparty Risk 1 2 8 99 2 6 20 290
Currency Hedging for International Portfolios 0 0 5 586 0 2 8 1,204
Does real interest parity hold at longer maturities? 0 0 0 58 0 1 12 198
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 0 3 408 0 3 13 1,035
Foreign exchange risk premia volatility once again 0 0 2 9 0 0 5 42
Global Stock Markets in the Twentieth Century 0 0 2 208 0 2 7 588
Good and bad credit contagion: Evidence from credit default swaps 2 12 49 312 7 24 108 760
Information Transfer Effects of Bond Rating Downgrades 0 0 4 19 0 0 9 68
Informational effects of regulation FD: evidence from rating agencies 0 1 8 156 0 4 26 386
Integration vs. Segmentation in the Canadian Stock Market 0 0 3 170 0 1 15 573
Interest rates and risk premia in the stock market and in the foreign exchange market 1 1 7 144 1 1 11 351
International Portfolio Diversification with Estimation Risk 2 8 38 1,329 3 16 80 2,722
Mean reversion in real exchange rates: evidence and implications for forecasting 0 0 7 172 0 3 17 429
Multivariate unit root tests of the PPP hypothesis 0 0 0 143 0 1 3 322
On Jump Processes in the Foreign Exchange and Stock Markets 2 4 16 533 2 5 23 1,062
Option listing and stock returns: An empirical analysis 0 0 19 259 0 2 38 539
Predicting Volatility in the Foreign Exchange Market 0 0 8 586 2 8 32 1,560
Purchasing Power Parity in the Long Run 0 0 5 1,055 1 2 21 2,619
Returns to Japanese investors from US investments 0 0 0 8 0 0 0 66
Risk Management 3 4 30 134 4 14 60 272
Risk management lessons from Long‐Term Capital Management 0 1 6 48 0 2 13 113
Term premiums and the integration of the eurocurrency markets 0 0 0 29 0 1 1 125
Testing the Predictive Power of Dividend Yields 1 5 10 340 2 11 19 762
The Exchange-Rate Exposure of U.S. Multinationals 9 27 112 1,716 17 52 219 3,359
The Long-Term Risks of Global Stock Markets 0 0 0 0 0 1 10 311
The Pricing of Exchange Rate Risk in the Stock Market 3 6 21 295 3 8 79 556
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 1 101 0 1 18 325
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 2 43 2 3 5 127
The performance of emerging hedge funds and managers 2 3 25 118 5 15 122 418
Time-series tests of a non-expected-utility model of asset pricing 0 0 1 41 0 3 21 170
Valuing executive stock options with endogenous departure 0 0 0 69 0 18 24 199
Total Journal Articles 29 87 433 10,290 59 236 1,139 24,044


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 1 4 9 72 1 9 28 200
Risk and Turnover in the Foreign Exchange Market 0 0 0 61 0 1 5 150
Total Chapters 1 4 9 133 1 10 33 350


Statistics updated 2015-08-02