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 1 3 364 1 4 12 1,326
A Century of Global Stock Markets 0 0 0 190 0 4 8 509
A Century of Global Stock Markets 0 0 0 60 0 1 5 244
A Century of Global Stock Markets 0 1 1 362 0 5 8 774
A Longer Look at Dividend Yields 0 1 2 203 1 2 12 503
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 1 2 5 415 2 5 16 1,075
Bank Trading Risk and Systemic Risk 0 0 2 329 2 4 12 779
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 0 5 50
OPTION LISTING AND STOCK RETURNS 0 0 0 1 2 5 17 709
Re-Emerging Markets 0 0 0 120 1 2 6 317
Re-emerging Markets 0 0 0 63 0 0 6 216
Re-emerging Markets 0 0 1 252 0 1 7 1,090
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 1 9 624
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 2 169 0 1 11 638
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 1 1 75 0 1 5 288
Total Working Papers 1 6 17 2,605 9 36 139 9,142


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 1 1 5 156 1 2 13 531
A multicountry comparison of term-structure forecasts at long horizons 0 2 5 156 1 4 13 447
An empirical investigation of the early exercise premium of foreign currency options 0 0 1 1 0 0 4 4
Are hedge fund managers systematically misreporting? Or not? 0 0 1 17 1 2 15 87
Bayes-Stein Estimation for Portfolio Analysis 0 0 7 213 0 3 25 468
Bayesian and CAPM estimators of the means: Implications for portfolio selection 1 3 28 645 1 4 57 1,203
Credit Contagion from Counterparty Risk 0 0 6 113 1 3 17 331
Currency Hedging for International Portfolios 0 1 5 592 1 4 18 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 1 2 5 414 2 5 23 1,066
Foreign exchange risk premia volatility once again 0 0 1 10 0 0 7 50
Global Stock Markets in the Twentieth Century 0 0 4 214 1 1 24 624
Good and bad credit contagion: Evidence from credit default swaps 0 1 14 353 3 8 50 868
Information Transfer Effects of Bond Rating Downgrades 0 0 1 21 0 2 9 80
Informational effects of regulation FD: evidence from rating agencies 1 3 12 173 5 10 33 436
Integration vs. Segmentation in the Canadian Stock Market 0 0 1 171 0 1 10 590
Interest rates and risk premia in the stock market and in the foreign exchange market 0 0 5 160 0 0 24 391
International Portfolio Diversification with Estimation Risk 4 7 25 1,372 11 17 54 2,817
Mean reversion in real exchange rates: evidence and implications for forecasting 1 2 5 184 1 2 20 464
Multivariate unit root tests of the PPP hypothesis 0 0 0 144 0 0 11 338
On Jump Processes in the Foreign Exchange and Stock Markets 1 3 12 550 2 5 26 1,098
Option listing and stock returns: An empirical analysis 0 1 6 271 1 3 23 575
Predicting Volatility in the Foreign Exchange Market 1 3 8 597 4 8 36 1,612
Purchasing Power Parity in the Long Run 2 5 19 1,083 9 20 71 2,719
Re-Emerging Markets 0 0 1 19 0 1 8 94
Returns to Japanese investors from US investments 0 0 0 8 0 0 3 69
Risk Management 0 3 9 149 1 7 28 318
Risk management lessons from Long‐Term Capital Management 2 2 3 54 3 6 17 140
Term premiums and the integration of the eurocurrency markets 0 0 1 30 0 0 6 131
Testing the Predictive Power of Dividend Yields 0 0 3 351 3 6 19 799
The Determinants of Operational Risk in U.S. Financial Institutions 0 0 4 8 0 1 7 18
The Exchange-Rate Exposure of U.S. Multinationals 15 40 149 1,934 41 90 354 3,857
The Long-Term Risks of Global Stock Markets 0 0 0 0 0 3 18 341
The Pricing of Exchange Rate Risk in the Stock Market 1 3 15 318 9 16 62 650
The Strategic Listing Decisions of Hedge Funds 0 0 2 8 0 0 2 21
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 2 103 1 1 9 342
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 3 8 24 154 10 24 83 568
Time-series tests of a non-expected-utility model of asset pricing 0 1 1 43 0 2 10 190
Valuing executive stock options with endogenous departure 0 0 0 69 1 3 11 212
Total Journal Articles 34 91 392 10,963 114 264 1,232 26,127


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 3 7 32 258
Risk and Turnover in the Foreign Exchange Market 1 2 2 64 2 4 11 166
Total Chapters 1 2 8 153 5 11 43 424


Statistics updated 2017-04-03