( en | de | ru )

 

Disambiguation of "Jorion, Philippe"

Author of the publication

copydeleteadd this publication to your clipboard
Multivariate unit root tests of the PPP hypothesis

, , , and . Journal of Empirical Finance, 6 (4): 335--353 (October 1999)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Philippe Kersting

Philippe Bopp

Philippe Zysset

Philippe Dreuw

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)Foreign exchange risk premia volatility once again, and . Journal of International Money and Finance, 7 (1): 111--113 (March 1988)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)Credit Contagion from Counterparty Risk, and . The Journal of Finance, 64 (5): 2053--2087 (2009)Informational effects of regulation FD: evidence from rating agencies, , and . Journal of Financial Economics, 76 (2): 309--330 (May 2005)Does real interest parity hold at longer maturities?. Journal of International Economics, 40 (1-2): 105--126 (February 1996)Term premiums and the integration of the eurocurrency markets. Journal of International Money and Finance, 11 (1): 17--39 (February 1992)