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 1 2 7 526
A Century of Global Stock Markets 0 0 1 61 0 3 11 260
A Century of Global Stock Markets 0 0 1 365 4 4 15 801
A Century of Global Stock Markets 0 0 1 367 1 2 10 1,344
A Longer Look at Dividend Yields 0 0 0 206 1 2 9 522
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 1 4 429 2 4 13 1,123
Bank Trading Risk and Systemic Risk 0 0 1 332 0 2 8 803
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 1 5 61
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 1 6 728
Re-Emerging Markets 0 0 1 121 1 2 8 328
Re-emerging Markets 0 0 2 65 1 3 14 235
Re-emerging Markets 0 0 0 253 1 2 8 1,112
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 0 5 645
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 1 2 176 2 8 18 663
Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing 0 0 0 75 1 2 3 295
Total Working Papers 0 2 13 2,643 15 38 140 9,446


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 3 169 1 2 11 576
A multicountry comparison of term-structure forecasts at long horizons 0 0 3 166 1 2 12 501
An empirical investigation of the early exercise premium of foreign currency options 0 0 1 2 0 0 1 6
Are hedge fund managers systematically misreporting? Or not? 0 1 2 30 0 1 10 133
Bayes-Stein Estimation for Portfolio Analysis 1 2 9 246 1 5 23 570
Bayesian and CAPM estimators of the means: Implications for portfolio selection 1 2 15 718 1 4 28 1,331
Credit Contagion from Counterparty Risk 1 2 11 131 5 11 49 409
Currency Hedging for International Portfolios 3 8 29 681 4 15 59 1,390
Does real interest parity hold at longer maturities? 0 0 0 63 0 0 6 224
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 1 1 8 438 3 7 38 1,173
Foreign exchange risk premia volatility once again 0 0 0 11 0 0 3 55
Global Stock Markets in the Twentieth Century 0 0 0 223 0 2 9 667
Good and bad credit contagion: Evidence from credit default swaps 0 3 21 433 2 9 64 1,093
Information Transfer Effects of Bond Rating Downgrades 0 2 2 26 0 6 10 113
Informational effects of regulation FD: evidence from rating agencies 1 3 12 208 2 9 32 538
Integration vs. Segmentation in the Canadian Stock Market 1 1 2 182 2 4 19 646
Interest rates and risk premia in the stock market and in the foreign exchange market 2 2 10 184 3 7 26 443
International Portfolio Diversification with Estimation Risk 3 11 45 1,544 5 24 115 3,211
Mean reversion in real exchange rates: evidence and implications for forecasting 0 1 2 196 2 3 21 528
Multivariate unit root tests of the PPP hypothesis 0 0 0 145 0 1 8 351
On Jump Processes in the Foreign Exchange and Stock Markets 0 1 2 591 1 5 18 1,183
Option listing and stock returns: An empirical analysis 0 3 6 300 0 4 16 640
Predicting Volatility in the Foreign Exchange Market 0 0 15 672 1 8 40 1,816
Purchasing Power Parity in the Long Run 2 8 20 1,166 7 20 66 2,969
Re-Emerging Markets 0 0 1 22 1 2 12 119
Returns to Japanese investors from US investments 0 0 0 8 0 0 5 74
Risk Management 0 0 1 163 0 2 16 377
Risk management lessons from Long‐Term Capital Management 1 2 3 108 3 6 13 293
Term premiums and the integration of the eurocurrency markets 0 0 0 30 0 1 1 136
Testing the Predictive Power of Dividend Yields 1 4 17 395 2 5 32 894
The Determinants of Operational Risk in U.S. Financial Institutions 1 2 4 17 3 11 20 56
The Exchange-Rate Exposure of U.S. Multinationals 1 7 69 2,218 8 23 176 4,541
The Long-Term Risks of Global Stock Markets 0 0 0 0 0 1 7 361
The Pricing of Exchange Rate Risk in the Stock Market 1 7 24 383 6 16 57 823
The Strategic Listing Decisions of Hedge Funds 0 1 1 11 0 1 3 32
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 1 1 5 143
The performance of emerging hedge funds and managers 2 7 20 234 8 23 78 844
Time-series tests of a non-expected-utility model of asset pricing 0 0 0 44 1 2 7 206
Valuing executive stock options with endogenous departure 0 0 0 71 1 1 5 228
Total Journal Articles 23 82 358 12,272 75 244 1,121 29,693


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 1 97 3 4 16 304
Risk and Turnover in the Foreign Exchange Market 0 0 2 69 2 2 8 188
Total Chapters 0 0 3 166 5 6 24 492


Statistics updated 2020-09-04