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 0 190 0 0 1 536
A Century of Global Stock Markets 0 0 1 372 0 0 2 1,361
A Century of Global Stock Markets 0 0 0 369 0 0 0 820
A Century of Global Stock Markets 0 0 0 0 0 0 0 0
A Century of Global Stock Markets 0 0 0 62 0 0 0 271
A Longer Look at Dividend Yields 0 0 0 208 1 1 3 537
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 0 0 432 0 0 1 1,141
Bank Trading Risk and Systemic Risk 0 0 0 332 0 1 1 815
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 1 1 1 65
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 1 1 733
Re-Emerging Markets 0 0 0 123 0 0 7 392
Re-emerging Markets 0 0 0 0 0 0 1 2
Re-emerging Markets 0 0 0 68 0 0 2 267
Re-emerging Markets 0 0 0 253 0 0 1 1,133
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 0 0 659
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 0 176 0 0 2 674
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 76 0 0 0 300
Total Working Papers 0 0 1 2,664 2 4 23 9,706


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 1 180 0 2 5 614
A multicountry comparison of term-structure forecasts at long horizons 0 0 4 173 2 2 7 539
An empirical investigation of the early exercise premium of foreign currency options 0 1 2 8 0 1 2 12
Are hedge fund managers systematically misreporting? Or not? 0 0 2 37 0 0 8 171
Bayes-Stein Estimation for Portfolio Analysis 0 4 10 286 0 6 25 671
Bayesian and CAPM estimators of the means: Implications for portfolio selection 2 5 12 763 3 7 16 1,417
Credit Contagion from Counterparty Risk 1 3 5 150 4 9 17 485
Currency Hedging for International Portfolios 0 1 4 706 3 6 16 1,466
Does real interest parity hold at longer maturities? 0 0 0 65 0 0 0 230
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 2 5 8 468 7 11 25 1,284
Foreign exchange risk premia volatility once again 0 0 0 11 0 0 0 56
Global Stock Markets in the Twentieth Century 2 5 7 236 6 13 21 724
Good and bad credit contagion: Evidence from credit default swaps 0 3 6 463 0 3 18 1,182
Information Transfer Effects of Bond Rating Downgrades 0 1 2 31 0 1 4 123
Informational effects of regulation FD: evidence from rating agencies 0 0 3 229 0 0 5 591
Integration vs. Segmentation in the Canadian Stock Market 0 0 0 192 0 1 3 680
Interest rates and risk premia in the stock market and in the foreign exchange market 0 1 5 207 0 3 13 497
International Portfolio Diversification with Estimation Risk 2 7 17 1,658 5 12 33 3,471
Mean reversion in real exchange rates: evidence and implications for forecasting 0 2 3 210 2 6 17 622
Multivariate unit root tests of the PPP hypothesis 0 0 1 146 1 1 2 360
On Jump Processes in the Foreign Exchange and Stock Markets 1 1 4 613 2 3 11 1,233
Option listing and stock returns: An empirical analysis 0 0 1 310 0 1 5 669
Predicting Volatility in the Foreign Exchange Market 0 2 4 711 0 3 7 1,897
Purchasing Power Parity in the Long Run 4 8 16 1,225 8 16 47 3,168
Re-Emerging Markets 0 0 0 24 0 0 5 165
Returns to Japanese investors from US investments 0 0 0 9 0 0 1 80
Risk Management 0 0 6 180 1 1 10 428
Risk Management Lessons from the Credit Crisis 1 5 9 21 7 15 21 63
Risk management lessons from Long‐Term Capital Management 0 5 12 162 1 9 32 445
Term premiums and the integration of the eurocurrency markets 0 0 1 31 0 0 1 139
Testing the Predictive Power of Dividend Yields 1 2 6 413 2 4 11 951
The Determinants of Operational Risk in U.S. Financial Institutions 0 0 2 30 1 2 6 108
The Exchange-Rate Exposure of U.S. Multinationals 7 16 65 2,475 24 54 156 5,137
The Fix Is In: Properly Backing out Backfill Bias 0 0 1 13 0 1 6 82
The Long-Term Risks of Global Stock Markets 0 0 0 0 0 0 8 385
The Pricing of Exchange Rate Risk in the Stock Market 2 5 13 444 5 11 30 986
The Strategic Listing Decisions of Hedge Funds 0 0 0 12 0 0 0 44
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 0 0 0 145
The performance of emerging hedge funds and managers 0 1 11 291 2 12 44 1,060
Time-series tests of a non-expected-utility model of asset pricing 0 0 0 45 0 0 0 215
Valuing executive stock options with endogenous departure 0 0 0 73 0 0 0 238
Total Journal Articles 25 83 243 13,344 86 216 638 32,833


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 1 2 99 1 2 5 333
Risk and Turnover in the Foreign Exchange Market 0 0 1 72 0 1 7 204
Total Chapters 1 1 3 171 1 3 12 537


Statistics updated 2024-06-06