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Disambiguation of "Jorion, Philippe"

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Credit Contagion from Counterparty Risk

, and . The Journal of Finance, 64 (5): 2053--2087 (2009)
DOI: 10.1111/j.1540-6261.2009.01494.x

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Philippe Zysset

Philippe Dreuw

Philippe Kersting

Philippe Bopp

Philippe Moisan

 

Other publications of authors with the same name

Value at risk. McGraw-Hill, New York, NY u.a., 3. ed. edition, (2007)Mean reversion in real exchange rates: evidence and implications for forecasting, and . Journal of International Money and Finance, 15 (4): 535--550 (August 1996)Value at risk. McGraw-Hill, New York u.a., 2. ed. edition, (2001)A multicountry comparison of term-structure forecasts at long horizons, and . Journal of Financial Economics, 29 (1): 59--80 (March 1991)Bayesian and CAPM estimators of the means: Implications for portfolio selection. Journal of Banking & Finance, 15 (3): 717--727 (June 1991)Foreign exchange risk premia volatility once again, and . Journal of International Money and Finance, 7 (1): 111--113 (March 1988)Time-series tests of a non-expected-utility model of asset pricing, and . European Economic Review, 37 (5): 1083--1100 (June 1993)Term premiums and the integration of the eurocurrency markets. Journal of International Money and Finance, 11 (1): 17--39 (February 1992)Interest rates and risk premia in the stock market and in the foreign exchange market, and . Journal of International Money and Finance, 6 (1): 107--123 (March 1987)Multivariate unit root tests of the PPP hypothesis, , , and . Journal of Empirical Finance, 6 (4): 335--353 (October 1999)