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 1 364 1 3 9 1,329
A Century of Global Stock Markets 0 0 0 60 0 0 1 244
A Century of Global Stock Markets 0 0 1 362 0 1 6 775
A Century of Global Stock Markets 0 0 0 190 1 1 8 510
A Longer Look at Dividend Yields 1 1 2 204 1 1 7 506
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 1 4 416 0 7 16 1,084
Bank Trading Risk and Systemic Risk 1 1 2 330 3 4 12 784
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 0 2 51
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 0 11 710
Re-Emerging Markets 0 0 0 120 0 2 6 320
Re-emerging Markets 0 0 1 253 0 1 6 1,093
Re-emerging Markets 0 0 0 63 0 0 1 216
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 2 5 626
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 1 1 3 171 1 2 9 641
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 1 75 0 0 1 288
Total Working Papers 3 4 15 2,611 7 24 100 9,177


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 2 156 1 1 4 532
A multicountry comparison of term-structure forecasts at long horizons 0 0 3 156 0 7 15 456
An empirical investigation of the early exercise premium of foreign currency options 0 0 1 1 1 1 4 5
Are hedge fund managers systematically misreporting? Or not? 0 0 3 20 1 1 16 95
Bayes-Stein Estimation for Portfolio Analysis 2 4 9 218 3 13 33 488
Bayesian and CAPM estimators of the means: Implications for portfolio selection 5 6 16 651 6 13 38 1,221
Credit Contagion from Counterparty Risk 0 1 4 114 2 3 17 337
Currency Hedging for International Portfolios 0 1 2 593 0 3 11 1,233
Does real interest parity hold at longer maturities? 0 0 1 62 0 0 3 214
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 0 5 416 1 7 28 1,083
Foreign exchange risk premia volatility once again 1 1 2 11 2 2 3 52
Global Stock Markets in the Twentieth Century 0 1 3 216 1 3 23 636
Good and bad credit contagion: Evidence from credit default swaps 4 9 15 365 4 17 58 902
Information Transfer Effects of Bond Rating Downgrades 1 1 1 22 4 4 10 86
Informational effects of regulation FD: evidence from rating agencies 0 1 8 174 6 10 32 449
Integration vs. Segmentation in the Canadian Stock Market 0 0 0 171 2 3 7 594
Interest rates and risk premia in the stock market and in the foreign exchange market 0 1 5 165 4 7 18 403
International Portfolio Diversification with Estimation Risk 3 6 24 1,385 6 16 65 2,855
Mean reversion in real exchange rates: evidence and implications for forecasting 1 1 6 186 1 1 10 466
Multivariate unit root tests of the PPP hypothesis 0 0 0 144 0 0 2 338
On Jump Processes in the Foreign Exchange and Stock Markets 3 6 19 562 6 11 34 1,118
Option listing and stock returns: An empirical analysis 0 2 8 275 0 2 17 580
Predicting Volatility in the Foreign Exchange Market 1 3 7 600 1 10 38 1,627
Purchasing Power Parity in the Long Run 1 3 17 1,094 5 16 69 2,751
Re-Emerging Markets 0 2 3 21 0 2 6 96
Returns to Japanese investors from US investments 0 0 0 8 0 0 0 69
Risk Management 0 3 13 155 1 5 26 330
Risk management lessons from Long‐Term Capital Management 0 3 9 60 3 8 28 153
Term premiums and the integration of the eurocurrency markets 0 0 0 30 0 0 2 131
Testing the Predictive Power of Dividend Yields 0 2 3 354 0 6 19 810
The Determinants of Operational Risk in U.S. Financial Institutions 0 1 3 9 0 2 7 21
The Exchange-Rate Exposure of U.S. Multinationals 5 23 133 1,982 22 69 329 3,985
The Long-Term Risks of Global Stock Markets 0 0 0 0 0 0 7 343
The Pricing of Exchange Rate Risk in the Stock Market 3 6 15 329 5 11 44 669
The Strategic Listing Decisions of Hedge Funds 0 1 2 9 0 2 3 23
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 0 103 0 1 8 345
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 0 0 1 135
The performance of emerging hedge funds and managers 0 2 20 158 2 11 77 598
Time-series tests of a non-expected-utility model of asset pricing 1 1 2 44 1 1 6 193
Valuing executive stock options with endogenous departure 0 0 0 69 0 0 3 212
Total Journal Articles 31 91 364 11,131 91 269 1,121 26,634


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 2 89 0 1 26 261
Risk and Turnover in the Foreign Exchange Market 1 1 4 66 1 1 10 168
Total Chapters 1 1 6 155 1 2 36 429


Statistics updated 2017-09-03