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 3 359 2 2 10 1,305
A Century of Global Stock Markets 0 0 0 190 0 1 20 490
A Century of Global Stock Markets 0 1 3 361 0 1 5 761
A Century of Global Stock Markets 0 1 5 59 0 3 10 232
A Longer Look at Dividend Yields 0 0 6 200 2 6 20 485
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 0 7 403 2 5 18 1,044
Bank Trading Risk and Systemic Risk 3 3 11 322 2 4 21 751
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 0 4 40
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 2 5 686
Re-Emerging Markets 0 0 0 120 1 1 5 307
Re-emerging Markets 0 0 0 61 1 1 3 204
Re-emerging Markets 0 0 0 251 0 0 7 1,071
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 0 5 607
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 2 5 6 164 2 7 16 614
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 1 1 1 74 1 4 7 275
Total Working Papers 7 12 42 2,567 13 37 156 8,872


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 3 148 0 2 11 513
A multicountry comparison of term-structure forecasts at long horizons 0 0 4 148 2 5 28 420
Bayes-Stein Estimation for Portfolio Analysis 0 1 10 199 1 4 22 428
Bayesian and CAPM estimators of the means: Implications for portfolio selection 1 5 22 594 3 8 40 1,106
Credit Contagion from Counterparty Risk 1 1 11 97 2 3 20 284
Currency Hedging for International Portfolios 1 1 5 586 1 1 7 1,202
Does real interest parity hold at longer maturities? 0 0 1 58 0 1 14 197
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 2 5 408 0 2 16 1,032
Foreign exchange risk premia volatility once again 1 2 2 9 4 5 5 42
Global Stock Markets in the Twentieth Century 0 1 4 208 1 2 11 586
Good and bad credit contagion: Evidence from credit default swaps 5 15 42 300 8 26 97 736
Information Transfer Effects of Bond Rating Downgrades 0 3 4 19 0 6 14 68
Informational effects of regulation FD: evidence from rating agencies 1 2 9 155 2 8 35 382
Integration vs. Segmentation in the Canadian Stock Market 0 0 4 170 0 2 20 572
Interest rates and risk premia in the stock market and in the foreign exchange market 5 5 7 143 8 8 13 350
International Portfolio Diversification with Estimation Risk 2 9 47 1,321 4 20 102 2,706
Mean reversion in real exchange rates: evidence and implications for forecasting 0 3 9 172 2 5 23 426
Multivariate unit root tests of the PPP hypothesis 0 0 0 143 0 0 2 321
On Jump Processes in the Foreign Exchange and Stock Markets 1 3 15 529 1 5 23 1,057
Option listing and stock returns: An empirical analysis 0 2 21 259 2 4 43 537
Predicting Volatility in the Foreign Exchange Market 3 4 19 586 5 10 42 1,552
Purchasing Power Parity in the Long Run 2 3 7 1,055 2 7 30 2,617
Returns to Japanese investors from US investments 0 0 0 8 0 0 0 66
Risk Management 4 11 31 130 6 19 70 258
Risk management lessons from Long‐Term Capital Management 0 1 8 47 0 2 19 111
Term premiums and the integration of the eurocurrency markets 0 0 0 29 0 0 0 124
Testing the Predictive Power of Dividend Yields 1 2 10 335 2 3 16 751
The Exchange-Rate Exposure of U.S. Multinationals 10 35 127 1,689 22 63 266 3,307
The Long-Term Risks of Global Stock Markets 0 0 0 0 2 3 17 310
The Pricing of Exchange Rate Risk in the Stock Market 4 9 24 289 8 28 96 548
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 1 1 1 101 5 8 24 324
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 2 43 0 0 2 124
The performance of emerging hedge funds and managers 1 6 25 115 10 34 129 403
Time-series tests of a non-expected-utility model of asset pricing 1 1 1 41 5 7 26 167
Valuing executive stock options with endogenous departure 0 0 0 69 0 1 7 181
Total Journal Articles 45 128 480 10,203 108 302 1,290 23,808


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 2 5 68 0 4 21 191
Risk and Turnover in the Foreign Exchange Market 0 0 1 61 1 1 8 149
Total Chapters 0 2 6 129 1 5 29 340


Statistics updated 2015-05-02