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 60 0 1 2 245
A Century of Global Stock Markets 0 0 1 362 1 2 8 777
A Century of Global Stock Markets 0 0 1 364 0 0 7 1,329
A Century of Global Stock Markets 0 0 0 190 0 1 6 511
A Longer Look at Dividend Yields 0 0 2 204 0 0 5 506
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 0 3 416 0 3 18 1,088
Bank Trading Risk and Systemic Risk 0 0 1 330 1 2 12 787
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 0 1 51
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 0 6 710
Re-Emerging Markets 0 0 0 120 0 0 5 320
Re-emerging Markets 0 0 1 253 1 3 7 1,096
Re-emerging Markets 0 0 0 63 1 1 1 217
Testing the Predictive Power of Dividend Yields 0 0 0 2 1 3 7 630
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 2 171 0 0 4 641
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 1 75 0 0 1 288
Total Working Papers 0 0 12 2,611 5 16 90 9,196


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 3 3 4 159 4 7 10 539
A multicountry comparison of term-structure forecasts at long horizons 0 2 4 158 1 6 23 466
An empirical investigation of the early exercise premium of foreign currency options 0 0 0 1 0 0 1 5
Are hedge fund managers systematically misreporting? Or not? 0 3 6 23 1 8 19 104
Bayes-Stein Estimation for Portfolio Analysis 3 5 10 223 3 8 31 496
Bayesian and CAPM estimators of the means: Implications for portfolio selection 8 19 28 670 10 22 44 1,243
Credit Contagion from Counterparty Risk 0 1 3 116 1 4 18 346
Currency Hedging for International Portfolios 0 2 4 595 1 4 12 1,237
Does real interest parity hold at longer maturities? 0 1 1 63 0 1 1 215
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 1 2 8 420 4 7 34 1,095
Foreign exchange risk premia volatility once again 0 0 1 11 0 0 2 52
Global Stock Markets in the Twentieth Century 0 0 2 216 3 5 18 641
Good and bad credit contagion: Evidence from credit default swaps 0 3 16 368 6 20 66 926
Information Transfer Effects of Bond Rating Downgrades 0 0 1 22 1 2 11 89
Informational effects of regulation FD: evidence from rating agencies 1 5 10 180 8 16 41 467
Integration vs. Segmentation in the Canadian Stock Market 1 3 3 174 3 7 12 601
Interest rates and risk premia in the stock market and in the foreign exchange market 0 0 5 165 1 1 13 404
International Portfolio Diversification with Estimation Risk 1 13 36 1,401 5 30 91 2,891
Mean reversion in real exchange rates: evidence and implications for forecasting 0 0 4 186 2 3 9 471
Multivariate unit root tests of the PPP hypothesis 0 0 0 144 0 0 0 338
On Jump Processes in the Foreign Exchange and Stock Markets 1 4 20 567 1 8 35 1,128
Option listing and stock returns: An empirical analysis 3 5 11 281 6 12 22 594
Predicting Volatility in the Foreign Exchange Market 8 11 17 611 17 30 56 1,660
Purchasing Power Parity in the Long Run 3 6 23 1,101 6 16 72 2,771
Re-Emerging Markets 0 0 2 21 0 0 3 96
Returns to Japanese investors from US investments 0 0 0 8 0 0 0 69
Risk Management 0 0 9 155 1 1 23 334
Risk management lessons from Long‐Term Capital Management 1 5 14 66 6 25 47 181
Term premiums and the integration of the eurocurrency markets 0 0 0 30 0 0 0 131
Testing the Predictive Power of Dividend Yields 1 2 5 356 1 2 19 812
The Determinants of Operational Risk in U.S. Financial Institutions 0 0 1 9 0 3 7 24
The Exchange-Rate Exposure of U.S. Multinationals 10 28 120 2,014 24 59 293 4,060
The Long-Term Risks of Global Stock Markets 0 0 0 0 0 0 6 344
The Pricing of Exchange Rate Risk in the Stock Market 1 6 20 335 1 13 48 682
The Strategic Listing Decisions of Hedge Funds 0 0 1 9 1 1 4 25
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 0 103 0 1 5 346
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 0 0 0 135
The performance of emerging hedge funds and managers 2 7 22 168 7 20 82 626
Time-series tests of a non-expected-utility model of asset pricing 0 0 2 44 0 0 6 194
Valuing executive stock options with endogenous departure 0 0 0 69 0 3 6 215
Total Journal Articles 48 136 413 11,285 125 345 1,190 27,053


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 91 2 5 17 268
Risk and Turnover in the Foreign Exchange Market 1 1 5 67 1 1 7 169
Total Chapters 1 1 7 158 3 6 24 437


Statistics updated 2018-01-04