Access Statistics for Joost Driessen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(UBS Pensions Series 036) Dynamic portfolio and mortgage choice for homeowners 0 0 0 40 0 0 0 207
A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds 1 1 2 199 1 2 5 579
Common Factors in International Bond Returns 0 0 0 24 0 0 46 157
Confidence Building on Euro Conversion: Theory and Evidence from Currency Options 0 0 0 60 0 0 0 611
Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 1 2 3 80 2 3 4 348
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 0 0 1 96
Pricing Liquidity Risk with Heterogeneous Investment Horizons 0 0 0 42 0 0 2 172
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 1 1 334
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 0 0 19
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 1 1 1 37
Total Working Papers 2 3 5 563 4 7 60 2,560

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Method to Estimate Risk and Return of Nontraded Assets from Cash Flows: The Case of Private Equity Funds 3 3 9 128 4 5 19 417
An Empirical Portfolio Perspective on Option Pricing Anomalies 0 0 5 68 0 0 7 197
Common factors in international bond returns 1 1 2 72 2 4 8 207
Confidence building on Euro convergence: Evidence from currency options 0 0 0 11 0 0 1 95
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 0 2 105 0 1 7 335
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 53 0 0 1 180
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 1 1 3 51 1 3 7 200
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 0 1 22 0 0 1 126
Individual stock-option prices and credit spreads 0 0 0 123 1 2 7 446
International portfolio diversification benefits: Cross-country evidence from a local perspective 0 1 2 409 2 5 13 1,101
Is Default Event Risk Priced in Corporate Bonds? 0 0 1 350 0 0 7 894
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 0 0 2 426
Pricing of commercial real estate securities during the 2007–2009 financial crisis 0 0 2 62 0 0 6 261
Testing affine term structure models in case of transaction costs 0 0 0 20 0 1 1 114
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 36 1 1 2 127
The Price of Correlation Risk: Evidence from Equity Options 0 0 1 226 0 1 4 679
The world price of jump and volatility risk 0 0 1 54 0 1 5 201
Total Journal Articles 5 6 29 1,959 11 24 98 6,006

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Statistics updated 2025-05-12