Value at risk: the new benchmark for managing financial risk P Jorion McGraw-Hill, 2007 | 9659* | 2007 |
The exchange-rate exposure of US multinationals P Jorion Journal of business, 331-345, 1990 | 2047 | 1990 |
Purchasing power parity in the long run N Abuaf, P Jorion The Journal of Finance 45 (1), 157-174, 1990 | 1453 | 1990 |
Financial risk manager handbook P Jorion John Wiley & Sons, 2009 | 1342* | 2009 |
Bayes-Stein estimation for portfolio analysis P Jorion Journal of Financial and Quantitative analysis 21 (3), 279-292, 1986 | 1297 | 1986 |
Predicting volatility in the foreign exchange market P Jorion The Journal of Finance 50 (2), 507-528, 1995 | 1139 | 1995 |
On jump processes in the foreign exchange and stock markets P Jorion The Review of Financial Studies 1 (4), 427-445, 1988 | 1032 | 1988 |
Firm value and hedging: Evidence from US oil and gas producers Y Jin, P Jorion The journal of Finance 61 (2), 893-919, 2006 | 1018 | 2006 |
International portfolio diversification with estimation risk P Jorion Journal of Business, 259-278, 1985 | 1018 | 1985 |
The pricing of exchange rate risk in the stock market P Jorion Journal of financial and quantitative analysis 26 (3), 363-376, 1991 | 991 | 1991 |
Risk management lessons from long‐term capital management P Jorion European financial management 6 (3), 277-300, 2000 | 941 | 2000 |
Risk2: Measuring the Risk in Value at Risk P Jorion Financial analysts journal 52 (6), 47-56, 1996 | 823 | 1996 |
Good and bad credit contagion: Evidence from credit default swaps P Jorion, G Zhang Journal of Financial Economics 84 (3), 860-883, 2007 | 748 | 2007 |
Global stock markets in the twentieth century P Jorion, WN Goetzmann The journal of finance 54 (3), 953-980, 1999 | 688 | 1999 |
Integration vs. segmentation in the Canadian stock market P Jorion, E Schwartz The Journal of Finance 41 (3), 603-614, 1986 | 669 | 1986 |
Informational effects of regulation FD: evidence from rating agencies P Jorion, Z Liu, C Shi Journal of financial economics 76 (2), 309-330, 2005 | 666 | 2005 |
Valor en riesgo P Jorion Limusa, 1999 | 633 | 1999 |
Credit contagion from counterparty risk P Jorion, G Zhang The Journal of Finance 64 (5), 2053-2087, 2009 | 626 | 2009 |
Testing the predictive power of dividend yields WN Goetzmann, P Jorion The Journal of Finance 48 (2), 663-679, 1993 | 510 | 1993 |
How informative are value‐at‐risk disclosures? P Jorion The Accounting Review 77 (4), 911-931, 2002 | 457 | 2002 |