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 0 361 0 2 5 769
A Century of Global Stock Markets 0 0 0 190 0 0 8 502
A Century of Global Stock Markets 0 0 0 60 0 1 7 243
A Century of Global Stock Markets 0 1 4 363 0 4 13 1,320
A Longer Look at Dividend Yields 0 1 1 202 3 6 11 499
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 2 7 412 0 7 21 1,068
Bank Trading Risk and Systemic Risk 0 1 4 328 0 5 15 772
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 1 3 7 49
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 3 9 699
Re-Emerging Markets 0 0 0 120 0 1 6 314
Re-emerging Markets 0 0 1 63 0 1 10 215
Re-emerging Markets 0 1 1 252 0 3 15 1,087
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 3 12 621
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 1 1 3 168 1 2 15 632
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 74 1 2 11 287
Total Working Papers 1 7 21 2,596 6 43 165 9,077


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 3 5 154 1 7 12 528
A multicountry comparison of term-structure forecasts at long horizons 0 2 4 153 0 6 16 441
An empirical investigation of the early exercise premium of foreign currency options 0 0 0 0 0 0 1 1
Are hedge fund managers systematically misreporting? Or not? 0 0 8 17 0 2 20 79
Bayes-Stein Estimation for Portfolio Analysis 0 1 7 209 1 6 22 455
Bayesian and CAPM estimators of the means: Implications for portfolio selection 1 13 33 635 4 25 64 1,183
Credit Contagion from Counterparty Risk 1 2 11 110 2 3 29 320
Currency Hedging for International Portfolios 1 2 5 591 3 7 18 1,222
Does real interest parity hold at longer maturities? 1 1 1 61 2 4 10 211
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 1 3 411 3 6 20 1,055
Foreign exchange risk premia volatility once again 0 0 0 9 0 2 7 49
Global Stock Markets in the Twentieth Century 1 1 4 213 2 5 24 613
Good and bad credit contagion: Evidence from credit default swaps 1 5 36 350 2 17 78 844
Information Transfer Effects of Bond Rating Downgrades 0 0 2 21 0 3 8 76
Informational effects of regulation FD: evidence from rating agencies 1 4 9 166 2 9 30 417
Integration vs. Segmentation in the Canadian Stock Market 0 1 1 171 0 3 14 587
Interest rates and risk premia in the stock market and in the foreign exchange market 0 4 12 160 3 13 30 385
International Portfolio Diversification with Estimation Risk 2 6 31 1,361 3 10 65 2,790
Mean reversion in real exchange rates: evidence and implications for forecasting 0 1 8 180 1 7 26 456
Multivariate unit root tests of the PPP hypothesis 0 0 1 144 2 4 13 336
On Jump Processes in the Foreign Exchange and Stock Markets 1 3 7 543 2 7 18 1,084
Option listing and stock returns: An empirical analysis 0 1 8 267 1 4 24 563
Predicting Volatility in the Foreign Exchange Market 0 1 7 593 0 5 29 1,589
Purchasing Power Parity in the Long Run 2 4 22 1,077 5 14 61 2,682
Re-Emerging Markets 0 0 1 18 0 1 10 90
Returns to Japanese investors from US investments 0 0 0 8 0 2 3 69
Risk Management 0 1 8 142 2 9 31 304
Risk management lessons from Long‐Term Capital Management 0 0 3 51 0 1 12 125
Term premiums and the integration of the eurocurrency markets 0 1 1 30 0 3 4 129
Testing the Predictive Power of Dividend Yields 0 1 10 351 0 7 28 791
The Determinants of Operational Risk in U.S. Financial Institutions 1 1 6 6 1 2 11 14
The Exchange-Rate Exposure of U.S. Multinationals 14 36 129 1,849 31 84 287 3,656
The Long-Term Risks of Global Stock Markets 0 0 0 0 4 7 25 336
The Pricing of Exchange Rate Risk in the Stock Market 1 6 16 314 7 21 65 625
The Strategic Listing Decisions of Hedge Funds 0 0 1 7 0 0 8 20
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 1 2 2 103 1 2 12 337
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 0 1 4 134
The performance of emerging hedge funds and managers 2 4 19 138 7 17 98 521
Time-series tests of a non-expected-utility model of asset pricing 0 0 1 42 0 3 17 187
Valuing executive stock options with endogenous departure 0 0 0 69 0 5 10 209
Total Journal Articles 31 108 422 10,767 92 334 1,264 25,513


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 1 3 13 87 2 8 32 235
Risk and Turnover in the Foreign Exchange Market 0 0 1 62 1 2 8 158
Total Chapters 1 3 14 149 3 10 40 393


Statistics updated 2016-09-03