NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Philippe Jorion

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Working Papers

January 2005Bank Trading Risk and Systemic Risk
w11037

Published:

February 2000A Century of Global Stock Markets
with William N. Goetzmann: w7565

Published: Published as "Global Stock Markets in the Twentieth Century", Journal of Finance, Vol. 54, no. 3 (June 1999): 953-980.

January 1997A Century of Global Stock Markets
with William N. Goetzmann: w5901

Published: Published as "Global Stock Markets in the Twentieth Century", JF, Vol. 54,no. 3 (June 1999): 953-980.

Re-emerging Markets
with William N. Goetzmann: w5906

Published: Goetzmann, William N. & Jorion, Philippe, 1999. "Re-Emerging Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(01), pages 1-32, March. citation courtesy of

January 1991A Multi-Country Comparison of Term Structure Forecasts at Long Horizons
with Frederic Mishkin: w3574

Published: "A Multicountry Comparison of Term-Structure Forecasts at Long Horizons." From Journal of Financial Economics, Vol. 29, pp. 59-80, (March 1991). citation courtesy of

December 1989Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing
with Alberto Giovannini: w3195

Published: European Economic Review, Vol. 37, no. 5 (1993): 1083-1100. citation courtesy of

May 1988The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets
with Alberto Giovannini: w2573

Published: The Journal of Finance, Vol. XLIV, No. 2, pp. 307-325, (June 1989). citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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