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 55 0 2 6 224
A Century of Global Stock Markets 0 0 2 356 0 3 7 1,298
A Century of Global Stock Markets 0 1 5 359 0 2 14 758
A Century of Global Stock Markets 0 0 0 190 0 10 32 480
A Longer Look at Dividend Yields 0 2 5 196 1 5 19 470
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 3 11 399 1 5 29 1,031
Bank Trading Risk and Systemic Risk 1 3 8 314 3 8 30 738
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 0 4 36
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 0 5 681
Re-Emerging Markets 0 0 0 120 1 2 10 304
Re-emerging Markets 0 0 0 61 0 1 7 202
Re-emerging Markets 0 0 0 251 0 2 8 1,066
Testing the Predictive Power of Dividend Yields 0 0 0 2 2 4 17 606
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 6 158 1 3 33 601
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 73 0 0 11 268
Total Working Papers 1 10 40 2,535 9 47 232 8,763


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 4 146 2 5 15 507
A multicountry comparison of term-structure forecasts at long horizons 1 1 2 145 4 10 27 402
Bayes-Stein Estimation for Portfolio Analysis 1 2 17 191 3 4 35 410
Bayesian and CAPM estimators of the means: Implications for portfolio selection 5 7 23 579 5 8 43 1,074
Credit Contagion from Counterparty Risk 3 5 11 91 3 6 30 270
Currency Hedging for International Portfolios 0 0 6 581 0 1 12 1,196
Does real interest parity hold at longer maturities? 1 1 4 58 1 3 15 186
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 2 18 405 2 6 53 1,022
Foreign exchange risk premia volatility once again 0 0 0 7 0 0 2 37
Global Stock Markets in the Twentieth Century 0 2 7 206 0 6 17 581
Good and bad credit contagion: Evidence from credit default swaps 3 5 36 263 4 13 98 652
Information Transfer Effects of Bond Rating Downgrades 0 0 1 15 0 5 12 59
Informational effects of regulation FD: evidence from rating agencies 0 2 9 148 3 13 40 360
Integration vs. Segmentation in the Canadian Stock Market 0 1 11 167 2 6 36 558
Interest rates and risk premia in the stock market and in the foreign exchange market 0 1 7 137 0 3 15 340
International Portfolio Diversification with Estimation Risk 5 17 66 1,291 6 38 135 2,642
Mean reversion in real exchange rates: evidence and implications for forecasting 1 2 7 165 4 9 30 412
Multivariate unit root tests of the PPP hypothesis 0 0 1 143 0 0 10 319
On Jump Processes in the Foreign Exchange and Stock Markets 0 3 16 517 1 5 31 1,039
Option listing and stock returns: An empirical analysis 0 2 6 240 0 7 31 501
Predicting Volatility in the Foreign Exchange Market 4 11 15 578 6 18 42 1,528
Purchasing Power Parity in the Long Run 0 2 9 1,050 3 11 57 2,598
Returns to Japanese investors from US investments 0 0 0 8 0 0 3 66
Risk Management 2 5 23 104 14 24 63 212
Risk management lessons from Long‐Term Capital Management 3 3 7 42 7 8 23 100
Term premiums and the integration of the eurocurrency markets 0 0 1 29 0 0 15 124
Testing the Predictive Power of Dividend Yields 3 5 9 330 4 8 35 743
The Exchange-Rate Exposure of U.S. Multinationals 6 42 204 1,604 10 99 477 3,140
The Long-Term Risks of Global Stock Markets 0 0 0 0 0 8 27 301
The Pricing of Exchange Rate Risk in the Stock Market 1 9 30 274 7 25 66 477
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 2 100 2 7 29 307
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 41 0 0 0 122
The performance of emerging hedge funds and managers 1 3 17 93 8 22 79 296
Time-series tests of a non-expected-utility model of asset pricing 0 0 0 40 2 8 22 149
Valuing executive stock options with endogenous departure 0 0 1 69 0 1 3 175
Total Journal Articles 40 134 570 9,857 103 387 1,628 22,905


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 7 63 1 2 29 172
Risk and Turnover in the Foreign Exchange Market 0 1 3 61 1 4 12 145
Total Chapters 0 1 10 124 2 6 41 317


Statistics updated 2014-08-03