Philippe Jorion
University of California, Irvine
Department of Finance
Graduate School of Management
Irvine, CA 92697
E-Mail: 
Institutional Affiliation: University of California at Irvine
NBER Working Papers and Publications
| January 2007 | Bank Trading Risk and Systemic Risk
in The Risks of Financial Institutions, Mark Carey and René M. Stulz, editors
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| January 2005 | Bank Trading Risk and Systemic Risk
w11037
Published: Carey, Mark and Rene M. Stulz (eds.) The Risks of Financial Institutions A National Bureau of Economic Research Conference Report. Chicago and London: University of Chicago Press, 2006.
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| February 2000 | A 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.
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| January 1997 | A 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.
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| 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 
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| January 1996 | Risk and Turnover in the Foreign Exchange Market
in The Microstructure of Foreign Exchange Markets, Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini, editors
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| January 1991 | A 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
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| December 1989 | Time-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
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| May 1988 | The 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
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