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 1 1 207
A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds 0 0 0 197 1 1 2 574
Common Factors in International Bond Returns 0 0 0 24 0 3 11 111
Confidence Building on Euro Conversion: Theory and Evidence from Currency Options 0 0 0 60 0 1 1 611
Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 0 0 0 77 1 2 3 344
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 0 0 1 95
Pricing Liquidity Risk with Heterogeneous Investment Horizons 0 2 2 42 0 4 4 170
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 0 0 333
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 0 1 19
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 0 0 0 36
Total Working Papers 0 2 2 558 2 12 24 2,500


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 1 1 6 119 2 3 19 398
An Empirical Portfolio Perspective on Option Pricing Anomalies 0 0 6 63 0 1 11 190
Common factors in international bond returns 0 0 1 70 0 1 7 199
Confidence building on Euro convergence: Evidence from currency options 0 0 0 11 0 0 1 94
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 1 4 103 0 2 7 328
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 1 53 1 1 4 179
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 0 0 0 48 0 0 2 193
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 0 3 21 1 2 5 125
Individual stock-option prices and credit spreads 0 0 1 123 0 1 7 439
International portfolio diversification benefits: Cross-country evidence from a local perspective 1 2 6 407 3 6 10 1,088
Is Default Event Risk Priced in Corporate Bonds? 0 0 3 349 0 0 8 887
On the Information in the Interest Rate Term Structure and Option Prices 0 0 1 169 0 1 2 424
Pricing of commercial real estate securities during the 2007–2009 financial crisis 1 2 4 60 1 3 6 255
Testing affine term structure models in case of transaction costs 0 0 0 20 0 0 0 113
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 36 0 0 1 125
The Price of Correlation Risk: Evidence from Equity Options 0 0 3 225 1 5 14 675
The world price of jump and volatility risk 0 0 0 53 0 0 7 196
Total Journal Articles 3 6 39 1,930 9 26 111 5,908


Statistics updated 2024-05-04