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 3 364 0 2 11 1,326
A Century of Global Stock Markets 0 0 0 190 0 1 8 509
A Century of Global Stock Markets 0 0 1 362 0 0 8 774
A Century of Global Stock Markets 0 0 0 60 0 0 4 244
A Longer Look at Dividend Yields 0 0 2 203 0 1 10 503
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 1 5 415 1 4 17 1,076
Bank Trading Risk and Systemic Risk 0 0 2 329 1 3 13 780
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 0 4 50
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 3 13 709
Re-Emerging Markets 0 0 0 120 0 1 6 317
Re-emerging Markets 0 0 0 63 0 0 2 216
Re-emerging Markets 1 1 2 253 2 2 8 1,092
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 0 6 624
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 2 169 0 0 8 638
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 1 1 75 0 1 4 288
Total Working Papers 1 3 18 2,606 4 18 122 9,146


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 5 156 0 1 13 531
A multicountry comparison of term-structure forecasts at long horizons 0 1 5 156 1 4 13 448
An empirical investigation of the early exercise premium of foreign currency options 0 0 1 1 0 0 3 4
Are hedge fund managers systematically misreporting? Or not? 3 3 3 20 5 7 17 92
Bayes-Stein Estimation for Portfolio Analysis 0 0 7 213 4 5 27 472
Bayesian and CAPM estimators of the means: Implications for portfolio selection 0 2 24 645 2 4 50 1,205
Credit Contagion from Counterparty Risk 0 0 6 113 1 3 18 332
Currency Hedging for International Portfolios 0 1 4 592 0 4 16 1,229
Does real interest parity hold at longer maturities? 0 0 2 62 0 0 9 214
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 2 4 6 416 6 9 25 1,072
Foreign exchange risk premia volatility once again 0 0 1 10 0 0 7 50
Global Stock Markets in the Twentieth Century 1 1 4 215 7 8 27 631
Good and bad credit contagion: Evidence from credit default swaps 1 1 12 354 3 7 47 871
Information Transfer Effects of Bond Rating Downgrades 0 0 1 21 2 2 11 82
Informational effects of regulation FD: evidence from rating agencies 0 2 11 173 1 9 31 437
Integration vs. Segmentation in the Canadian Stock Market 0 0 1 171 0 1 8 590
Interest rates and risk premia in the stock market and in the foreign exchange market 2 2 7 162 3 3 24 394
International Portfolio Diversification with Estimation Risk 5 12 27 1,377 13 28 56 2,830
Mean reversion in real exchange rates: evidence and implications for forecasting 0 1 5 184 0 1 16 464
Multivariate unit root tests of the PPP hypothesis 0 0 0 144 0 0 8 338
On Jump Processes in the Foreign Exchange and Stock Markets 4 7 15 554 5 10 28 1,103
Option listing and stock returns: An empirical analysis 1 1 6 272 2 4 22 577
Predicting Volatility in the Foreign Exchange Market 0 3 5 597 1 9 32 1,613
Purchasing Power Parity in the Long Run 6 9 17 1,089 12 27 71 2,731
Re-Emerging Markets 0 0 1 19 0 0 6 94
Returns to Japanese investors from US investments 0 0 0 8 0 0 3 69
Risk Management 3 4 12 152 4 7 30 322
Risk management lessons from Long‐Term Capital Management 0 2 3 54 1 7 18 141
Term premiums and the integration of the eurocurrency markets 0 0 1 30 0 0 6 131
Testing the Predictive Power of Dividend Yields 1 1 2 352 2 6 19 801
The Determinants of Operational Risk in U.S. Financial Institutions 0 0 4 8 0 0 7 18
The Exchange-Rate Exposure of U.S. Multinationals 14 51 150 1,948 33 111 348 3,890
The Long-Term Risks of Global Stock Markets 0 0 0 0 0 0 14 341
The Pricing of Exchange Rate Risk in the Stock Market 1 4 15 319 3 16 58 653
The Strategic Listing Decisions of Hedge Funds 0 0 1 8 0 0 1 21
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 2 103 0 1 8 342
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 0 0 3 135
The performance of emerging hedge funds and managers 0 5 24 154 10 25 88 578
Time-series tests of a non-expected-utility model of asset pricing 0 0 1 43 1 1 7 191
Valuing executive stock options with endogenous departure 0 0 0 69 0 1 9 212
Total Journal Articles 44 118 391 11,007 122 321 1,204 26,249


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 89 2 6 34 260
Risk and Turnover in the Foreign Exchange Market 1 3 3 65 1 4 11 167
Total Chapters 1 3 9 154 3 10 45 427


Statistics updated 2017-05-02