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 1 1 4 364 2 3 15 1,325
A Century of Global Stock Markets 0 0 0 60 1 2 7 245
A Century of Global Stock Markets 1 1 1 362 5 5 9 774
A Century of Global Stock Markets 0 0 0 190 3 4 9 508
A Longer Look at Dividend Yields 1 1 2 203 1 3 12 502
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 1 2 6 414 2 3 17 1,072
Bank Trading Risk and Systemic Risk 0 1 2 329 2 4 14 777
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 0 6 50
OPTION LISTING AND STOCK RETURNS 0 0 0 1 2 5 15 706
Re-Emerging Markets 0 0 0 120 1 2 8 316
Re-emerging Markets 0 0 1 63 0 1 9 216
Re-emerging Markets 0 0 1 252 1 3 13 1,090
Testing the Predictive Power of Dividend Yields 0 0 0 2 1 3 11 624
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 4 169 1 3 15 638
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 74 0 0 8 287
Total Working Papers 4 6 21 2,603 22 41 168 9,130


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 5 155 1 1 13 530
A multicountry comparison of term-structure forecasts at long horizons 1 1 5 155 1 1 12 444
An empirical investigation of the early exercise premium of foreign currency options 0 0 1 1 0 1 4 4
Are hedge fund managers systematically misreporting? Or not? 0 0 7 17 0 2 20 85
Bayes-Stein Estimation for Portfolio Analysis 0 2 8 213 2 8 26 467
Bayesian and CAPM estimators of the means: Implications for portfolio selection 1 3 34 643 3 11 68 1,203
Credit Contagion from Counterparty Risk 0 1 10 113 1 5 24 330
Currency Hedging for International Portfolios 0 0 5 591 0 2 18 1,225
Does real interest parity hold at longer maturities? 0 0 2 62 0 0 11 214
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 1 4 412 2 6 24 1,063
Foreign exchange risk premia volatility once again 0 0 1 10 0 0 8 50
Global Stock Markets in the Twentieth Century 0 1 4 214 0 4 27 624
Good and bad credit contagion: Evidence from credit default swaps 1 2 20 353 4 16 61 864
Information Transfer Effects of Bond Rating Downgrades 0 0 1 21 2 3 10 80
Informational effects of regulation FD: evidence from rating agencies 1 3 11 171 2 5 30 428
Integration vs. Segmentation in the Canadian Stock Market 0 0 1 171 0 0 12 589
Interest rates and risk premia in the stock market and in the foreign exchange market 0 0 8 160 0 3 31 391
International Portfolio Diversification with Estimation Risk 0 1 25 1,365 2 6 54 2,802
Mean reversion in real exchange rates: evidence and implications for forecasting 1 3 5 183 1 6 22 463
Multivariate unit root tests of the PPP hypothesis 0 0 0 144 0 2 12 339
On Jump Processes in the Foreign Exchange and Stock Markets 0 0 9 547 0 5 22 1,094
Option listing and stock returns: An empirical analysis 1 3 7 271 1 8 28 576
Predicting Volatility in the Foreign Exchange Market 0 0 6 594 2 11 36 1,606
Purchasing Power Parity in the Long Run 2 2 18 1,080 6 12 69 2,705
Re-Emerging Markets 0 1 2 19 1 3 11 94
Returns to Japanese investors from US investments 0 0 0 8 0 1 4 70
Risk Management 2 4 9 148 4 9 31 315
Risk management lessons from Long‐Term Capital Management 0 1 1 52 0 7 12 134
Term premiums and the integration of the eurocurrency markets 0 0 1 30 0 1 6 131
Testing the Predictive Power of Dividend Yields 0 0 7 351 2 3 24 795
The Determinants of Operational Risk in U.S. Financial Institutions 0 1 5 8 1 2 8 18
The Exchange-Rate Exposure of U.S. Multinationals 3 26 128 1,897 12 60 311 3,779
The Long-Term Risks of Global Stock Markets 0 0 0 0 3 5 24 342
The Pricing of Exchange Rate Risk in the Stock Market 0 0 12 315 3 6 56 637
The Strategic Listing Decisions of Hedge Funds 0 0 2 8 0 0 5 21
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 2 103 0 4 13 342
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 0 0 4 135
The performance of emerging hedge funds and managers 3 6 20 149 9 20 89 556
Time-series tests of a non-expected-utility model of asset pricing 1 1 2 43 2 2 14 190
Valuing executive stock options with endogenous departure 0 0 0 69 2 2 10 211
Total Journal Articles 17 63 388 10,889 69 243 1,264 25,946


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 1 7 89 3 12 36 254
Risk and Turnover in the Foreign Exchange Market 0 0 0 62 1 3 9 163
Total Chapters 0 1 7 151 4 15 45 417


Statistics updated 2017-02-02