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On jump processes in the foreign exchange and stock markets

Jorion, Philippe - In: The review of financial studies 1 (1988) 4, pp. 427-445

Persistent link: https://www.econbiz.de/10001106330

The pricing of exchange rate risk in the stock market

Jorion, Philippe - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 363-376

Persistent link: https://www.econbiz.de/10001113531

The exchange-rate exposure of US multinationals

Jorion, Philippe - In: The journal of business : B 63 (1990) 3, pp. 331-345

Persistent link: https://www.econbiz.de/10001093961

Firm value and hedging : evidence from US oil and gas producers

Jin, Yanbo; Jorion, Philippe - In: The journal of finance : the journal of the American … 61 (2006) 2, pp. 893-919

Persistent link: https://www.econbiz.de/10003307174

Information effects of bond rating changes : the role of the rating prior to the announcement

Jorion, Philippe; Zhang, Gaiyan - In: The journal of fixed income 16 (2007) 4, pp. 45-59

Persistent link: https://www.econbiz.de/10003457021

The time variation of risk and return in the foreign exchange and stock markets

Giovannini, Alberto - In: The journal of finance : the journal of the American … 44 (1989) 2, pp. 307-325

Persistent link: https://www.econbiz.de/10001072933

Information Effects of Bond Rating Changes : The Role of the Rating Prior to the Announcement

Jorion, Philippe - 2009

This paper shows that studies of announcement effects of bond rating changes should take into account the initial rating. First, we provide theoretical support for different price effects as a non-linear function of the initial credit rating, using a structural, Merton-type model linking the...

Persistent link: https://www.econbiz.de/10013155174

Oil price shocks and transportation firm asset prices

Aggarwal, Raj; Akhigbe, Aigbe O.; Mohanty, Sunil - In: Energy economics 34 (2012) 5, pp. 1370-1379

Persistent link: https://www.econbiz.de/10009688089

Asymmetric impact of news on asset prices and exchange rates : empirical evidence for balance of trade announcements

Aggarwal, Raj; Schirm, David Craig - In: Selected international investment portfolios, (pp. 53-72). 1998

Persistent link: https://www.econbiz.de/10001472285

The relationship between daily US and Japanese equity prices : evidence from spot versus futures markets

Aggarwal, Raj - In: Journal of banking & finance 18 (1994) 4, pp. 757-773

Persistent link: https://www.econbiz.de/10001170162