Philippe Jorion : Citation Profile

Are you Philippe Jorion?

University of California-Irvine

30

H index

34

i10 index

4691

Citations

RESEARCH PRODUCTION:

41

Articles

17

Papers

2

Chapters

RESEARCH ACTIVITY:

   34 years (1985 - 2019). See details.
   Cites by year: 137
   Journals where Philippe Jorion has often published
   Relations with other researchers
   Recent citing documents: 199.    Total self citations: 12 (0.26 %)

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   Permalink: http://citec.repec.org/pjo72
   Updated: 2023-11-04    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)

Kilian, Lutz (19)

faff, robert (19)

Xiao, Tim (18)

Allen, David (18)

Sarno, Lucio (18)

van Dijk, Mathijs (17)

Uppal, Raman (16)

Cites to:

Goetzmann, William (9)

Frankel, Jeffrey (8)

Mishkin, Frederic (7)

Fisher, Eric (4)

Rose, Andrew (4)

Mehra, Rajnish (3)

Perron, Pierre (3)

Meese, Richard (3)

Engle, Robert (3)

Brown, Stephen (3)

Duffie, Darrell (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
Journal of Banking & Finance2
Review of Financial Studies2
European Financial Management2

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 (2023 and 2022)

YearTitle of citing document
2022Portfolio construction and performance evaluation: Evidence from India and Iran. (2022). Kiassi, Fatemeh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(633):y:2022:i:4(633):p:217-230.

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2022Geometric insights into robust portfolio construction with gearing. (2021). Gebbie, Tim ; Dalmeyer, Lara. In: Papers. RePEc:arx:papers:2107.06194.

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2022Correlation scenarios and correlation stress testing. (2021). Woebbeking, F ; Packham, N. In: Papers. RePEc:arx:papers:2107.06839.

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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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2022Stock prices and Macroeconomic indicators: Investigating a correlation in Indian context. (2021). Mehta, Ram ; Patni, Sujay ; Rawat, Dhruv. In: Papers. RePEc:arx:papers:2112.08071.

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2022Derivatives Holdings and Systemic Risk in the U.S. Banking Sector. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Maria. In: Papers. RePEc:arx:papers:2202.02254.

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2022Are all Credit Default Swap Databases equal?. (2022). Mayordomo, Sergio ; Schwartz, Eduardo S ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02273.

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2022Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects. (2022). Chiu, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02276.

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2022Reducing overestimating and underestimating volatility via the augmented blending-ARCH model. (2022). Yi, Shao ; Lu, Jun. In: Papers. RePEc:arx:papers:2203.12456.

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2022Estimation of growth in fund models. (2022). Ruf, Johannes ; Koo, Hyeng Keun ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:2208.02573.

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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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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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2022Industry tournament incentives and corporate hedging policies. (2022). Tuncez, Ahmet M ; Nart, Ahmet ; Lonare, Gunratan. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:399-453.

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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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2022Enhanced disclosure of credit derivatives, information asymmetry and credit risk. (2022). Zhao, Qiuhong. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:5-6:p:717-751.

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2022Intra?industry spillover effects: Evidence from bankruptcy filings. (2022). , Phong ; Le, Nhan. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:7-8:p:1113-1144.

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2022A New Test of Risk Factor Relevance. (2022). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alex. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2183-2238.

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2022Modelling clusters of corporate defaults: Regime?switching models significantly reduce the contagion source. (2022). Maruotti, Antonello ; Bulla, Jan ; Berentsen, Geir D ; Stove, Brd. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:3:p:698-722.

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2022Ambiguity in a pandemic recession, asset prices, and lockdown policy. (2022). Suzuki, Shiba ; Morimoto, Keiichi. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:24:y:2022:i:5:p:1039-1070.

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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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2022Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc. (2022). Hertrich, Markus. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:450-489.

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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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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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2022Corporate hedging and the variance of stock returns. (2022). Brownlees, Christian ; Ippolito, Filippo ; Biguri, Kizkitza. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002698.

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2022Lumpy investment and credit risk. (2022). Zhang, Chuanqian ; Jiao, Feng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001365.

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2022Oil price shocks and the hedging benefit of airline investments. (2022). Güntner, Jochen ; Ohlinger, Peter ; Guntner, Jochen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002111.

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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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2022Inter-portfolio credit risk contagion including macroeconomic and financial factors: A case study for Ecuador. (2022). Tonato, Ronny ; Uquillas, Adriana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:299-320.

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2022Board attributes, hedging activities and exchange rate risk: Multi-country firm-level evidence. (2022). Sikarwar, Ekta. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000463.

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2022Does state ownership affect rating quality? Evidence from Chinas corporate bond market. (2022). Luo, Ronghua ; Fang, Hongyan ; Wang, Yuyue. In: Economic Modelling. RePEc:eee:ecmode:v:111:y:2022:i:c:s0264999322000876.

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2022Firms’ COVID-19 Pandemic Exposure and Corporate Cash Policy: Evidence from China. (2022). Zhao, Yang ; Wang, Kai ; Suardi, Sandy ; He, Zhongda. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002401.

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2022Convertible bond issuance volume, capital structure, and firm value. (2022). Ni, Yensen ; Huang, Paoyu ; Liao, Yulu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000298.

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2022Hedging the extreme risk of cryptocurrency. (2022). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001486.

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2022Asset selection based on high frequency Sharpe ratio. (2022). Chen, Min ; Lian, Yimin ; Wang, Christina Dan. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:168-188.

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2022Reconciling mean-variance portfolio theory with non-Gaussian returns. (2022). Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:2:p:729-740.

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2022Assessing the impact of jumps in an option pricing model: A gradient estimation approach. (2022). Heidergott, Bernd ; Borovkova, Svetlana ; Volk-Makarewicz, Warren . In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:740-751.

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2022Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it. (2022). Zhao, Yuan ; Lamb, John D ; Mynbayeva, Elmira. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:2:p:694-707.

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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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2022Exchange rate exposure for exporting and domestic firms in central and Eastern Europe. (2022). Frömmel, Michael ; Frommel, Michael ; Asif, Raheel. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000716.

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2022Cross-border M&As and credit risk: Evidence from the CDS market. (2022). Col, Burcin ; Ismailescu, Iuliana. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:51-73.

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2022Hedging and investment trade-offs in the U.S. oil industry. (2022). Veronese, Giovanni ; Ferriani, Fabrizio. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321005843.

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2022Chinas energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. (2022). Wang, Qunwei ; Bi, Xiaoyi ; Dai, Xingyu ; Tong, Yuan. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001153.

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2022Conditional capital surplus and shortfall across renewable and non-renewable resource firms. (2022). Okimoto, Tatsuyoshi ; Irawan, Denny. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002535.

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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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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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2022Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions. (2022). Ergu, Daji ; Qian, Qian ; Li, Tie ; Chen, Jia ; Ran, Qin ; Chao, Xiangrui. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000035.

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2022Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process. (2022). Simaan, Yusif ; Khashanah, Khaldoun. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000412.

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2022Misconduct risk in banking services: Does a propensity to be sanctioned exist?. (2022). Verdoliva, Vincenzo ; Sampagnaro, Gabriele ; Salerno, Dario ; del Gaudio, Belinda L. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000527.

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2022Social trust and corporate financial asset holdings: Evidence from China. (2022). Gu, Leilei ; Ma, Sichao ; Liu, Zhongyang ; Wang, Hongyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200134x.

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2022Internationalization, foreign exchange exposure and firm risk. (2022). Vithessonthi, Chaiporn ; Likitwongkajon, Napaporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200285x.

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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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2022A new measure of realized volatility: Inertial and reverse realized semivariance. (2022). Zou, Kai ; Tao, Yunqing ; Luo, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005882.

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2022An enhanced Gerber statistic for portfolio optimization. (2022). Broby, Daniel ; Smyth, William. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322004317.

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2022Product market competition and stock return dependence. (2022). Liu, LU ; Asgharian, Hossein. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004123.

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2022Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications. (2022). Altman, Edward ; Yu, Jing ; Hu, Xiaolu. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004457.

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2022Does commodity hedging with derivatives reduce stock price volatility?. (2022). Zhou, Qichong ; Wang, Ningli. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322005001.

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2022Is the index efficient? A worldwide tour with stochastic dominance. (2022). Xu, Xia ; le Courtois, Olivier ; Kolokolova, Olga. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000410.

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2022Does the U.S. president affect the stock market?. (2022). Montone, Maurizio. In: Journal of Financial Markets. RePEc:eee:finmar:v:61:y:2022:i:c:s1386418121000768.

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2022Cross country linkages and transmission of sovereign risk: Evidence from China’s credit default swaps. (2022). Helwege, Jean ; Zhang, Gaiyan. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308920301418.

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2022Risk shifting and regulatory arbitrage: Evidence from operational risk. (2022). Ebrahim, Alireza ; Clark, Brian. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001212.

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2022The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing. (2022). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Belitsky, Vladimir ; Arismendi-Zambrano, Juan. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001261.

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2022The drivers of cyber risk. (2022). Leach, Thomas ; Giudici, Paolo ; Gambacorta, Leonardo ; Aldasoro, Iaki. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000171.

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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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2022Contraction under minimum wages? Operational and financial advantages of multinational subsidiaries in China. (2022). Clegg, Jeremy ; Lu, Jane Wenzhen ; Norback, Pehr-Johan ; Duanmu, Jing-Lin. In: International Business Review. RePEc:eee:iburev:v:31:y:2022:i:2:s0969593121001542.

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2022Currency volatility and global technological innovation. (2022). HSU, Po-Hsuan ; Xu, QI ; Wang, Zigan ; Taylor, Mark P. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000393.

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2022Understanding the transmission of COVID-19 news to French financial markets in early 2020. (2022). Thorbecke, Willem. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:103-114.

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2022Press freedom and operational losses: The monitoring role of the media. (2022). Keresztúri, Judit Lilla ; Berlinger, Edina ; Tamasne, Zsuzsanna Vneki ; Lubloy, agnes ; Kereszturi, Judit Lilla. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002006.

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2022Covered interest rate parity deviations in the Asia-Pacific. (2022). Rajaguru, Gulasekaran ; Brailsford, Tim ; Bilson, Chris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000178.

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2022Revisiting the PPP puzzle: Nominal exchange rate rigidity and region of inaction. (2022). Choi, Jae Hoon ; Song, Seongho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000300.

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2022Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches. (2022). Choi, Sun-Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001093.

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2022Financial derivatives, analyst forecasts, and stock price synchronicity: Evidence from an emerging market. (2022). Liu, Chengyun ; Zhang, Miaomiao ; Su, Kun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001433.

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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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2023Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [. (2003). Lebaron, Blake. In: International Journal of Forecasting. RePEc:eee:intfor:v:19:y:2003:i:4:p:751-752.

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2022Market power and credit rating standards: Global evidence. (2022). Yu, Gwen ; Wang, Shiheng ; Kraft, Pepa ; Hung, Mingyi. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:73:y:2022:i:2:s0165410121000896.

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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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2022Market-consistent valuation of natural catastrophe risk. (2022). Braun, Alexander ; Beer, Simone. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003010.

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2022Dynamic comovement among banks, systemic risk, and the macroeconomy. (2022). Kishor, N ; Ma, Jun ; Kapinos, Pavel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426620301606.

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2022The CDS market reaction to loan renegotiation announcements. (2022). Sewaid, Ahmed ; Martin-Oliver, Alfredo ; Silaghi, Florina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000310.

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2022Discretionary earnings smoothing, credit quality, and firm value. (2022). Simko, Paul J ; Allayannis, George . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622001078.

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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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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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2022Stocks for the long run? Evidence from a broad sample of developed markets. (2022). Odoherty, Michael S ; Cederburg, Scott ; Anarkulova, Aizhan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:409-433.

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2022Equity tail risk and currency risk premiums. (2022). Londono, Juan M. ; Xiao, Xiao ; Fan, Zhenzhen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:484-503.

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2022Searching for the equity premium. (2022). Zhang, LU ; Bai, Hang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:897-926.

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2022Biases in long-horizon predictive regressions. (2022). Richardson, Matthew ; Israel, Ronen ; Boudoukh, Jacob. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:937-969.

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2022On the information content of credit ratings and market-based measures of default risk. (2022). Lee, Jung Hoon ; Kapadia, Nishad ; Gredil, Oleg R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:172-204.

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2022A leverage-based measure of financial stability. (2022). Tepper, Alexander ; Borowiecki, Karol Jan ; Adrian, Tobias. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:51:y:2022:i:c:s1042957321000085.

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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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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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More than 100 citations found, this list is not complete...

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]		article33
2000Risk management lessons from Long?Term Capital Management In: European Financial Management.
[Full Text][Citation analysis]		article102
2010Information Transfer Effects of Bond Rating Downgrades In: The Financial Review.
[Full Text][Citation analysis]		article25
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]		article160
1992Testing the Predictive Power of Dividend Yields..(1992) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 160		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]		article212
2009Credit Contagion from Counterparty Risk In: Journal of Finance.
[Full Text][Citation analysis]		article153
1986Bayes-Stein Estimation for Portfolio Analysis In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article295
1991The Pricing of Exchange Rate Risk in the Stock Market In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article265
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 another version. Agregated cites: 50		paper
1998Re-Emerging Markets.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		paper
2000Re-emerging Markets.(2000) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		paper
.() In: .
[Full Text][Citation analysis]
This paper has another 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]		article25
1989Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		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 another 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 another version. Agregated cites: 149		paper
2005Informational effects of regulation FD: evidence from rating agencies In: Journal of Financial Economics.
[Full Text][Citation analysis]		article167
2007Good and bad credit contagion: Evidence from credit default swaps In: Journal of Financial Economics.
[Full Text][Citation analysis]		article258
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 another 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 another 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 another 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 another version. Agregated cites: 8		paper
.() In: .
[Full Text][Citation analysis]
This paper has another 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]		article442
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 another 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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