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 0 369 0 1 2 820
A Century of Global Stock Markets 0 0 0 190 0 0 3 535
A Century of Global Stock Markets 0 0 0 0 0 0 0 0
A Century of Global Stock Markets 0 0 3 371 1 3 7 1,359
A Century of Global Stock Markets 0 0 0 62 0 0 1 270
A Longer Look at Dividend Yields 0 0 1 207 0 0 6 532
A Multi-Country Comparison of Term Structure Forecasts at Long Horizons 0 0 0 432 0 0 3 1,139
Bank Trading Risk and Systemic Risk 0 0 0 332 0 0 0 814
Multivariate Unit root Tests of the PPP Hypothesis 0 0 0 0 0 0 0 64
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 0 0 732
Re-Emerging Markets 0 0 0 123 1 4 17 375
Re-emerging Markets 0 0 0 0 0 0 1 1
Re-emerging Markets 0 0 0 68 0 4 8 260
Re-emerging Markets 0 0 0 253 1 1 3 1,131
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 0 1 657
The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets 0 0 0 176 0 0 3 672
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 4 2,662 3 13 55 9,661


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 1 1 3 179 2 2 9 607
A multicountry comparison of term-structure forecasts at long horizons 0 0 2 169 0 0 4 531
An empirical investigation of the early exercise premium of foreign currency options 0 0 3 6 0 0 3 10
Are hedge fund managers systematically misreporting? Or not? 0 0 2 34 0 1 7 160
Bayes-Stein Estimation for Portfolio Analysis 2 7 16 273 4 11 32 642
Bayesian and CAPM estimators of the means: Implications for portfolio selection 0 2 11 748 1 7 22 1,398
Credit Contagion from Counterparty Risk 1 2 3 144 1 3 11 462
Currency Hedging for International Portfolios 0 2 5 700 0 3 15 1,446
Does real interest parity hold at longer maturities? 0 0 0 65 0 0 1 229
Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers 0 1 10 458 2 5 27 1,249
Foreign exchange risk premia volatility once again 0 0 0 11 0 0 0 56
Global Stock Markets in the Twentieth Century 0 1 2 228 0 3 14 700
Good and bad credit contagion: Evidence from credit default swaps 0 0 3 456 0 0 14 1,162
Information Transfer Effects of Bond Rating Downgrades 0 0 1 29 0 0 1 119
Informational effects of regulation FD: evidence from rating agencies 0 0 3 226 0 2 9 586
Integration vs. Segmentation in the Canadian Stock Market 0 0 2 190 0 2 6 674
Interest rates and risk premia in the stock market and in the foreign exchange market 0 1 6 200 2 3 14 480
International Portfolio Diversification with Estimation Risk 1 2 17 1,637 6 12 51 3,433
Mean reversion in real exchange rates: evidence and implications for forecasting 0 0 0 205 1 8 27 587
Multivariate unit root tests of the PPP hypothesis 0 0 0 145 0 1 1 358
On Jump Processes in the Foreign Exchange and Stock Markets 1 7 10 607 3 9 17 1,219
Option listing and stock returns: An empirical analysis 0 0 1 309 0 0 3 663
Predicting Volatility in the Foreign Exchange Market 0 0 7 706 2 3 12 1,886
Purchasing Power Parity in the Long Run 1 1 9 1,201 2 6 36 3,105
Re-Emerging Markets 0 0 1 24 2 2 12 156
Returns to Japanese investors from US investments 0 0 1 9 0 0 2 79
Risk Management 2 2 5 174 2 2 7 418
Risk Management Lessons from the Credit Crisis 0 1 2 12 0 2 7 42
Risk management lessons from Long‐Term Capital Management 0 2 16 140 2 7 44 392
Term premiums and the integration of the eurocurrency markets 0 0 0 30 0 0 0 138
Testing the Predictive Power of Dividend Yields 0 0 3 407 1 1 8 937
The Determinants of Operational Risk in U.S. Financial Institutions 0 0 2 28 0 2 9 100
The Exchange-Rate Exposure of U.S. Multinationals 3 11 53 2,380 12 31 129 4,920
The Fix Is In: Properly Backing out Backfill Bias 0 2 7 12 0 8 17 74
The Long-Term Risks of Global Stock Markets 0 0 0 0 1 3 6 376
The Pricing of Exchange Rate Risk in the Stock Market 1 5 15 425 2 10 36 945
The Strategic Listing Decisions of Hedge Funds 0 0 0 12 0 0 2 41
The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts 0 0 0 43 0 0 1 145
The performance of emerging hedge funds and managers 0 1 11 272 6 9 41 1,003
Time-series tests of a non-expected-utility model of asset pricing 0 0 1 45 0 0 3 215
Valuing executive stock options with endogenous departure 0 0 1 72 0 0 1 237
Total Journal Articles 13 51 234 13,011 54 158 661 31,980


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 0 97 1 1 6 327
Risk and Turnover in the Foreign Exchange Market 0 1 2 71 0 1 5 196
Total Chapters 0 1 2 168 1 2 11 523


Statistics updated 2023-03-10