Philippe Jorion : Citation Profile

Are you Philippe Jorion?

University of California-Irvine

30

H index

34

i10 index

4702

Citations

RESEARCH PRODUCTION:

41

Articles

17

Papers

2

Chapters

RESEARCH ACTIVITY:

   34 years (1985 - 2019). See details.
   Cites by year: 138
   Journals where Philippe Jorion has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 12 (0.25 %)

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   Permalink: http://citec.repec.org/pjo72
   Updated: 2024-01-16    RAS profile: 2022-05-28    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Philippe Jorion.

Is cited by:

Bartram, Söhnke (33)

Taylor, Mark (22)

Papell, David (20)

Bekaert, Geert (20)

faff, robert (19)

Kilian, Lutz (19)

Sarno, Lucio (18)

Xiao, Tim (18)

Allen, David (18)

van Dijk, Mathijs (17)

Uppal, Raman (16)

Cites to:

Goetzmann, William (9)

Frankel, Jeffrey (8)

Mishkin, Frederic (7)

Rose, Andrew (4)

Fisher, Eric (4)

Mehra, Rajnish (3)

Perron, Pierre (3)

Duffie, Darrell (3)

Stulz, René (3)

Meese, Richard (3)

Brown, Stephen (3)

Main data

Where Philippe Jorion has published?

Journals with more than one article published# docs
Journal of Finance8
Journal of Financial and Quantitative Analysis5
Journal of Financial Economics5
Journal of International Money and Finance4
The Journal of Business3
European Financial Management2
Review of Financial Studies2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc7
Yale School of Management Working Papers / Yale School of Management5
Yale School of Management Working Papers / Yale School of Management2

Recent works citing Philippe Jorion (2024 and 2023)

YearTitle of citing document
2023Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051.

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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030.

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2023Precision versus Shrinkage: A Comparative Analysis of Covariance Estimation Methods for Portfolio Allocation. (2023). Jain, Shashi ; Dutta, Sumanjay. In: Papers. RePEc:arx:papers:2305.11298.

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2023Regularity in forex returns during financial distress: Evidence from India. (2023). Datta, Radhika Prosad. In: Papers. RePEc:arx:papers:2308.04181.

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2023DeFi Security: Turning The Weakest Link Into The Strongest Attraction. (2023). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2312.00033.

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2023Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility. (2023). Zhang, Rouyi ; Xu, Wei ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2312.08784.

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2023.

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2023Forecasting swap rate volatility with information from swaptions. (2023). Xie, Jinming ; Liu, Xiaoxi. In: BIS Working Papers. RePEc:bis:biswps:1068.

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2023Corporate reputation and hedging activities. (2023). Yang, Jimmy J ; Deng, Zero. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1223-1247.

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2023Are founding families less willing to bear risk? Evidence from the currency exposure and internationalization strategy of family firms. (2023). Reeb, David M ; Hunter, Delroy M ; Bergbrant, Mikael C ; Anderson, Ronald C. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:41-66.

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2023Exploring the performance of US international bond mutual funds. (2023). Littlejohn, Elizabeth ; Fletcher, Jonathan ; Marshall, Andrew. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:765-782.

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2023.

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2023Executive compensation and corporate risk management. (2023). Eckles, David L ; Carson, James M ; Yun, Jiyeon. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:521-557.

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2023Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018. (2023). Konya, Laszlo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_2.

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2023Bootstrapping autoregressions with conditional heteroskedasticity of unknown form. (2002). Kilian, Lutz ; Goncalves, Silvia. In: Working Paper Series. RePEc:ecb:ecbwps:20020196.

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2023Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25.

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2023The Role of Environmental Conditions and Purchasing Power Parity in Determining Quality of Life among Big Asian Cities. (2023). Audi, Marc ; Ali, Amjad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-34.

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2023Credit rating and managerial behavior in investment decision making: Evidence from the Korean market. (2023). Kim, Changki ; Thompson, Ephraim Kwashie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000059.

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2023Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246.

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2023Socially conscious investment funds and home country institutions. (2023). Smimou, K ; Hoover, Gary A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:395-417.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023Customer–supplier relationships and non-linear financial policy response. (2023). Zhao, Longkai ; Wong, Kacheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:180-205.

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2023When “time varying” volatility meets “transaction cost” in portfolio selection. (2023). Li, E ; Wen, T ; Liao, Y ; Gibberd, A ; Bu, D ; Qiao, W. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:220-237.

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2023Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272.

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2023Economic policy uncertainty, jump dynamics, and oil price volatility. (2023). Qi, YU ; Pan, NA ; Li, Xin ; Shao, Shuai ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001330.

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2023Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers. (2023). Dionne, Georges ; Mnasri, Mohamed ; el Hraiki, Rayane. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002992.

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2023Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2023Commodity exposure in the eurozone: How EU energy security is conditioned by the Euro. (2023). Martinez-Salgueiro, Andrea ; Vivel-Bua, Milagros ; de Llano-Paz, Fernando ; Lado-Sestayo, Ruben. In: Energy. RePEc:eee:energy:v:277:y:2023:i:c:s0360544223009222.

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2023Information flows and the law of one price. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004161.

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2023Internal or external control? How to respond to credit risk contagion in complex enterprises network. (2023). Feng, Hairong ; Chao, Xiangrui ; Qian, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001205.

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2023Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors. (2023). Wegener, Christoph ; Saft, Danilo ; Desmyter, Steven ; Basse, Tobias. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002818.

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2023Customers’ litigation risk and suppliers’ cash holding decision: From the perspective of risk contagion. (2023). Huang, KE ; Zhu, Ying. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003458.

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2023Credit rating downgrades and stock price crash risk: International evidence. (2023). Zhong, Rui ; Treepongkaruna, Sirimon ; Lan, Yihui ; Ha, Thu. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003616.

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2023Do derivatives benefit shareholders? Evidence from India. (2023). Gupta, Aastha ; Chaudhry, Neeru. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003847.

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2023Deconstructing the Gerber statistic. (2023). Polakow, Daniel ; Flint, Emlyn. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005160.

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2023Investor information and bank instability during the European debt crisis. (2023). Ross, Chase P ; Iorgova, Silvia. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001218.

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2023The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846.

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2023Fixed income conference calls. (2023). Zhu, Zhiwei ; Xu, DA ; Shohfi, Thomas ; de Franco, Gus. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000416.

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2023Detecting political event risk in the option market. (2023). KOSTAKIS, ALEXANDROS ; Otsubo, Yoichi ; Mu, Liangyi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002047.

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2023COVID-19 Pandemic and Global Corporate CDS Spreads. (2023). Wu, Eliza ; To, Thomas Y ; Marra, Miriam ; Hasan, Iftekhar ; Zhang, Gaiyan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622001984.

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2023Customer concentration and firm risk: The role of outside directors from a major customer. (2023). Park, Kwangwoo ; Kim, Hyun-Dong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623000948.

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2023Customer concentration and stock liquidity. (2023). Le, Anh-Tuan ; Huang, Henry Hongren ; Do, Trung K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001401.

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2023Correlation scenarios and correlation stress testing. (2023). Woebbeking, F ; Packham, N. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:55-67.

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2023CEO risk preferences, hedging intensity, and firm value. (2023). Mandal, Sonik ; Doukas, John A ; Chowdhury, Rajib. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001541.

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2023Conditional mean reversion of financial ratios and the predictability of returns. (2023). Tokpavi, S ; Jasinski, A ; Boucher, C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001080.

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2023Corporate commodity exposure: A multi-country longitudinal study. (2023). lucey, brian ; Vigne, Samuel ; Laing, Elaine ; Han, XU. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000193.

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2023Examining the Contagion Effect of Credit Risk in a Supply Chain under Trade Credit and Bank Loan Offering. (2023). Xu, Xun ; Gu, Jing ; Shi, Xinyu ; Xie, Xiaofeng. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s030504832200158x.

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2023Stochastic behavior of exchange rate on an international supply chain under random energy price. (2023). Sarkar, Biswajit ; Mittal, Mandeep. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:205:y:2023:i:c:p:232-250.

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2023Credit risk contagion and optimal dual control—An SIS/R model. (2023). Fan, Hong ; Chen, Naixi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:210:y:2023:i:c:p:448-472.

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2023Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered report. (2023). Vanstone, Bruce J ; Stern, Steven ; Gepp, Adrian ; Bilson, Christopher ; Cornwell, Nikki. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002013.

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2023Is controlling shareholders credit risk contagious to firms? — Evidence from China. (2023). Sun, Xuchu ; Li, Tangrong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002074.

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2023Prospect theory and mutual fund flows: Evidence from China. (2023). Han, Jing ; Wang, Cheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001336.

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2023Capital expenditures, corporate hedging and firm value. (2023). Ullah, Farid ; Kim, Ja Ryong ; Irfan, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:360-366.

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2023Customer concentration, managerial risk aversion, and independent directors: A quasi-natural experiment. (2023). Lee, Sang Mook ; Jiraporn, Pornsit ; Kijkasiwat, Ploypailin ; Chatjuthamard, Pattanaporn. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:358-368.

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2023Who benefits more? Shanghai-Hong Kong stock Connect—“Through Train”. (2023). Ohk, Ki Yool ; Wu, Ming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:409-427.

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2023How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?. (2023). Li, Huashi ; Chen, Qi-An. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:590-610.

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2023Bank default risk propagation along supply chains: Evidence from the U.K.. (2023). Roland, Isabelle ; Kabiri, Ali ; Manole, Vlad ; Spatareanu, Mariana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:813-831.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023An Empirical Examination of Asymmetry on Exchange Rate Spread Using the Quantile Autoregressive Distributed Lag (QARDL) Model. (2023). SAHIN, Afsin. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:38-:d:1027286.

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2023.

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2023The Wavelet Multi-Scale Analysis of Exchange Rate Exposure: An Application to Malaysian Consumer Products and Services Sector . (2023). Wahab, Hishamuddin Abdul. In: GATR Journals. RePEc:gtr:gatrjs:jfbr212.

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2023A test on the location of tangency portfolio for small sample size and singular covariance matrix. (2023). Muhinyuza, Stanislas ; Mazur, Stepan ; Drin, Svitlana. In: Working Papers. RePEc:hhs:oruesi:2023_011.

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2023Mismarking in Mutual Funds. (2023). Schuster, Philipp ; Merrick, John J ; Atanasov, Vladimir. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1275-1300.

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2023Do Rating Agencies Behave Defensively for Higher Risk Issuers?. (2023). Sikochi, Anywhere ; Muller, Karl A ; Kraft, Pepa ; Koharki, Kevin ; Bonsall, Samuel B. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4864-4887.

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2023Do Prime Brokers Matter in the Search for Informed Hedge Fund Managers?. (2023). Uk, Byoung ; Chung, Ji-Woong ; Aragon, George O. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4932-4952.

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2023Exchange Rate Risk Management using Currency Derivatives: The Case of Exposures to Japanese Yen. (2023). Ho, Taek ; Bae, Sung C. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09391-7.

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2023Can credit default swaps exert an enduring monitoring influence on political integrity?. (2023). Chen, Sheng-Syan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01100-9.

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2023Risk factors in stock returns of U.S. oil and gas companies: evidence from quantile regression analysis. (2023). Skjold, Christian ; Westgaard, Sjur ; Osmundsen, Petter ; Frydenberg, Stein ; Mohanty, Sunil K. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01107-2.

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2023How does government-backed finance affect SMEs’ crisis predictors?. (2023). Arcuri, Maria Cristina ; Gai, Lorenzo ; Ielasi, Federica. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:3:d:10.1007_s11187-023-00733-x.

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2023A társadalmi felel?sségi pontszámok és a m?ködési kockázat kapcsolata kockázati kategóriák szerint. (2023). Markus, Martin. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2131.

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2023Impact of corporate hedging practices on firms value: An empirical evidence from Indian MNCs. (2023). Kumar, Shailendra ; Das, Jyoti Prakash. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:2:d:10.1057_s41283-023-00115-3.

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2027Perspectives on PPP and Long-Run Real Exchange Rates. (2027). Rogoff, Kenneth ; Froot, Ken . In: Working Paper. RePEc:qsh:wpaper:32027.

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2023Global Demand for Basket Backed Stablecoins. (). Flemming, Jean ; Baughman, Garth. In: Review of Economic Dynamics. RePEc:red:issued:20-111.

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2023Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers. (2023). Dionne, Georges ; Mnasri, Mohamed ; el Hraiki, Rayane. In: Working Papers. RePEc:ris:crcrmw:2023_003.

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2023Does Credit Rating Revisions Affect the Price of Common Stock: A Study of Indian Capital Market. (2023). Bindal, Jai Parkash ; Bhatia, Shivangi ; Dawar, Gaurav. In: Business Perspectives and Research. RePEc:sae:busper:v:11:y:2023:i:2:p:190-209.

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2023Factors Determining the Exchange Rate Exposure of Firms: Evidence from India. (2023). Gayathri, J ; Sayed, Zakiya Begum. In: Business Perspectives and Research. RePEc:sae:busper:v:11:y:2023:i:2:p:210-226.

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2023Foreign exchange trading and management with the stochastic dual dynamic programming method. (2023). Sepulveda-Hurtado, Guillermo Alexander ; Reus, Lorenzo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00433-7.

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2023Cost stickiness and firm value. (2023). Habib, Ahsan ; Costa, Mabel D. In: Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung. RePEc:spr:jmgtco:v:34:y:2023:i:2:d:10.1007_s00187-023-00356-z.

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2023Impact of stock investment on economic performance: a comparative study of on developed & developing economies. (2023). Waheed, Nauman ; Maroof, Zaib ; Naz, Munazza ; Jawad, Muhammad ; Rashid, Tahani. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01447-0.

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2023Do auditors charge a client business risk premium? Evidence from audit fees and derivative hedging in the U.S. oil and gas industry. (2023). Zhou, Ling ; Yi, Lin ; Ranasinghe, Tharindra. In: Review of Accounting Studies. RePEc:spr:reaccs:v:28:y:2023:i:2:d:10.1007_s11142-021-09665-x.

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2023Cross-border investment and the decline of exchange rate volatility: implications for Euro area bilateral investments. (2023). Sokolenko, Oleksandra ; Giofre, Maela. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:3:d:10.1007_s10290-022-00477-y.

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2023Oil and US stock market shocks: Implications for Canadian equities. (2023). Mahadeo, Scott ; Heinlein, Reinhold. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:1:p:247-287.

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2023Is the cost of equity a mere function of leverage? The case of bond IPOs. (2023). Hussain, Tashfeen ; Essaddam, Naceur ; Dion, Paul ; Alkhasawneh, Jamal A. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:58-78.

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2023Optimal hedging in the presence of internal flexibility. (2023). Feng, Yun ; Jiang, Jiaqi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4557-4571.

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2023Jump forecasting in foreign exchange markets: A high?frequency analysis. (2023). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uzun, Sevcan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:578-624.

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2023Predictive power of the implied volatility term structure in the fixed?income market. (2023). Li, Xiaowei ; Huang, Jeffrey ; Hsieh, Peilin ; Chen, Renraw. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:349-383.

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Works by Philippe Jorion:

YearTitleTypeCited
2010Risk Management In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article2
2009Risk Management Lessons from the Credit Crisis In: European Financial Management.
[Full Text][Citation analysis]		article34
2000Risk management lessons from Long?Term Capital Management In: European Financial Management.
[Full Text][Citation analysis]		article103
2010Information Transfer Effects of Bond Rating Downgrades In: The Financial Review.
[Full Text][Citation analysis]		article26
1986 Integration vs. Segmentation in the Canadian Stock Market. In: Journal of Finance.
[Full Text][Citation analysis]		article127
1990 Purchasing Power Parity in the Long Run. In: Journal of Finance.
[Full Text][Citation analysis]		article437
1993 Testing the Predictive Power of Dividend Yields. In: Journal of Finance.
[Full Text][Citation analysis]		article162
1992Testing the Predictive Power of Dividend Yields..(1992) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has nother version. Agregated cites: 162		paper
1993 Currency Hedging for International Portfolios. In: Journal of Finance.
[Full Text][Citation analysis]		article118
1995 Predicting Volatility in the Foreign Exchange Market. In: Journal of Finance.
[Full Text][Citation analysis]		article269
1999Global Stock Markets in the Twentieth Century In: Journal of Finance.
[Full Text][Citation analysis]		article187
2006Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers In: Journal of Finance.
[Full Text][Citation analysis]		article216
2009Credit Contagion from Counterparty Risk In: Journal of Finance.
[Full Text][Citation analysis]		article158
1986Bayes-Stein Estimation for Portfolio Analysis In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article296
1991The Pricing of Exchange Rate Risk in the Stock Market In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article263
1999Re-Emerging Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article50
1997Re-emerging Markets.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		paper
1998Re-Emerging Markets.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		paper
2000Re-emerging Markets.(2000) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		paper
2011The Determinants of Operational Risk in U.S. Financial Institutions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article35
2014The Strategic Listing Decisions of Hedge Funds In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article3
1993Time-series tests of a non-expected-utility model of asset pricing In: European Economic Review.
[Full Text][Citation analysis]		article26
1989Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
1999Multivariate unit root tests of the PPP hypothesis In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article35
1999Multivariate Unit root Tests of the PPP Hypothesis.(1999) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 35		paper
1992The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts In: Global Finance Journal.
[Full Text][Citation analysis]		article0
1996Does real interest parity hold at longer maturities? In: Journal of International Economics.
[Full Text][Citation analysis]		article20
1995Valuing executive stock options with endogenous departure In: Journal of Accounting and Economics.
[Full Text][Citation analysis]		article34
1996Returns to Japanese investors from US investments In: Japan and the World Economy.
[Full Text][Citation analysis]		article3
1990Option listing and stock returns : An empirical analysis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article55
1991Bayesian and CAPM estimators of the means: Implications for portfolio selection In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article82
2014Are hedge fund managers systematically misreporting? Or not? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article7
1991A multicountry comparison of term-structure forecasts at long horizons In: Journal of Financial Economics.
[Full Text][Citation analysis]		article149
1991A Multi-Country Comparison of Term Structure Forecasts at Long Horizons.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 149		paper
2005Informational effects of regulation FD: evidence from rating agencies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article166
2007Good and bad credit contagion: Evidence from credit default swaps In: Journal of Financial Economics.
[Full Text][Citation analysis]		article257
2010The performance of emerging hedge funds and managers In: Journal of Financial Economics.
[Full Text][Citation analysis]		article74
1992Term premiums and the integration of the eurocurrency markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article9
1996Mean reversion in real exchange rates: evidence and implications for forecasting In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article119
1987Interest rates and risk premia in the stock market and in the foreign exchange market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article60
1988Foreign exchange risk premia volatility once again In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
2003The Long-Term Risks of Global Stock Markets In: Financial Management.
[Citation analysis]		article9
1989OPTION LISTING AND STOCK RETURNS. In: Columbia - Graduate School of Business.
[Citation analysis]		paper8
1996Risk and Turnover in the Foreign Exchange Market In: NBER Chapters.
[Full Text][Citation analysis]		chapter53
2007Bank Trading Risk and Systemic Risk In: NBER Chapters.
[Full Text][Citation analysis]		chapter12
2005Bank Trading Risk and Systemic Risk.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
1988The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper44
1997A Century of Global Stock Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2000A Century of Global Stock Markets.(2000) In: NBER Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2004A Century of Global Stock Markets.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2000A Century of Global Stock Markets.(2000) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
1988On Jump Processes in the Foreign Exchange and Stock Markets In: Review of Financial Studies.
[Full Text][Citation analysis]		article262
2019The Fix Is In: Properly Backing out Backfill Bias In: Review of Financial Studies.
[Full Text][Citation analysis]		article9
1985International Portfolio Diversification with Estimation Risk. In: The Journal of Business.
[Full Text][Citation analysis]		article237
1990The Exchange-Rate Exposure of U.S. Multinationals. In: The Journal of Business.
[Full Text][Citation analysis]		article441
1995A Longer Look at Dividend Yields. In: The Journal of Business.
[Full Text][Citation analysis]		article31
1998A Longer Look at Dividend Yields.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
1989An empirical investigation of the early exercise premium of foreign currency options In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3

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