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 60 1 2 8 240
A Century of Global Stock Markets 0 0 0 361 0 1 5 766
A Century of Global Stock Markets 0 1 2 361 1 5 10 1,315
A Century of Global Stock Markets 0 0 0 190 0 2 11 501
A Longer Look at Dividend Yields 0 0 1 201 2 3 8 493
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 2 7 410 0 4 15 1,059
Bank Trading Risk and Systemic Risk 0 0 5 327 0 4 16 767
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 1 2 6 46
OPTION LISTING AND STOCK RETURNS 0 0 0 1 4 5 10 696
Re-Emerging Markets 0 0 0 120 0 3 4 311
Re-emerging Markets 0 0 0 251 1 7 13 1,084
Re-emerging Markets 0 1 2 63 4 7 10 214
Testing the Predictive Power of Dividend Yields 0 0 0 2 3 5 11 618
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 2 3 167 3 7 16 630
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 74 1 5 9 284
Total Working Papers 0 6 21 2,588 21 62 152 9,024


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 3 151 0 1 5 518
A multicountry comparison of term-structure forecasts at long horizons 0 1 3 151 1 3 15 435
Bayes-Stein Estimation for Portfolio Analysis 0 1 7 206 2 4 17 445
Bayesian and CAPM estimators of the means: Implications for portfolio selection 4 12 27 621 9 20 49 1,155
Credit Contagion from Counterparty Risk 0 4 10 107 0 8 30 314
Currency Hedging for International Portfolios 1 2 2 588 2 6 11 1,213
Does real interest parity hold at longer maturities? 0 0 2 60 0 2 8 205
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 1 2 2 410 4 8 15 1,047
Foreign exchange risk premia volatility once again 0 0 0 9 0 1 1 43
Global Stock Markets in the Twentieth Century 1 1 3 211 4 7 18 604
Good and bad credit contagion: Evidence from credit default swaps 3 9 42 342 6 21 88 824
Information Transfer Effects of Bond Rating Downgrades 0 0 1 20 0 1 3 71
Informational effects of regulation FD: evidence from rating agencies 1 2 7 162 3 8 24 406
Integration vs. Segmentation in the Canadian Stock Market 0 0 0 170 2 5 10 582
Interest rates and risk premia in the stock market and in the foreign exchange market 0 3 12 155 3 10 20 370
International Portfolio Diversification with Estimation Risk 3 10 29 1,350 11 26 68 2,774
Mean reversion in real exchange rates: evidence and implications for forecasting 0 1 7 179 4 7 22 448
Multivariate unit root tests of the PPP hypothesis 0 0 1 144 3 3 9 330
On Jump Processes in the Foreign Exchange and Stock Markets 1 1 10 539 3 3 18 1,075
Option listing and stock returns: An empirical analysis 1 2 7 266 3 7 18 555
Predicting Volatility in the Foreign Exchange Market 3 4 6 592 5 11 29 1,581
Purchasing Power Parity in the Long Run 8 10 17 1,072 12 24 43 2,660
Returns to Japanese investors from US investments 0 0 0 8 0 0 0 66
Risk Management 0 1 10 140 2 8 34 292
Risk management lessons from Long‐Term Capital Management 0 0 4 51 0 1 12 123
Term premiums and the integration of the eurocurrency markets 0 0 0 29 0 0 1 125
Testing the Predictive Power of Dividend Yields 2 6 15 350 2 11 31 782
The Exchange-Rate Exposure of U.S. Multinationals 13 29 109 1,798 39 74 235 3,542
The Long-Term Risks of Global Stock Markets 0 0 0 0 4 9 17 327
The Pricing of Exchange Rate Risk in the Stock Market 1 1 15 304 7 14 47 595
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 0 101 1 5 10 334
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 0 1 8 132
The performance of emerging hedge funds and managers 0 1 15 130 5 23 87 490
Time-series tests of a non-expected-utility model of asset pricing 0 1 1 42 4 8 17 184
Valuing executive stock options with endogenous departure 0 0 0 69 2 2 22 203
Total Journal Articles 43 105 367 10,570 143 342 1,042 24,850


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 15 83 0 8 35 226
Risk and Turnover in the Foreign Exchange Market 0 0 1 62 1 2 7 156
Total Chapters 0 1 16 145 1 10 42 382


Statistics updated 2016-05-03