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 7 214
A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds 0 1 1 200 1 3 11 591
Common Factors in International Bond Returns 0 0 0 24 0 0 10 167
Confidence Building on Euro Conversion: Theory and Evidence from Currency Options 0 0 0 60 1 2 6 617
Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 0 0 2 82 0 2 25 374
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 0 0 3 100
Pricing Liquidity Risk with Heterogeneous Investment Horizons 0 0 0 42 0 0 7 181
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 0 9 29
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 1 1 13 348
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 0 0 7 46
Total Working Papers 0 1 3 566 3 8 98 2,667

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 0 1 6 136 1 3 36 457
An Empirical Portfolio Perspective on Option Pricing Anomalies 1 2 2 70 2 5 11 208
Common factors in international bond returns 0 0 2 75 0 1 19 230
Confidence building on Euro convergence: Evidence from currency options 0 0 1 12 0 1 8 103
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 1 2 108 1 3 18 355
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 53 0 4 17 199
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 0 0 1 52 0 1 8 209
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 0 2 24 2 2 11 139
Individual stock-option prices and credit spreads 0 0 3 127 0 2 21 470
International portfolio diversification benefits: Cross-country evidence from a local perspective 1 2 6 416 3 5 28 1,131
Is Default Event Risk Priced in Corporate Bonds? 0 0 0 350 0 0 10 905
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 1 1 15 441
Pricing of commercial real estate securities during the 2007–2009 financial crisis 0 0 0 62 1 3 13 275
Testing affine term structure models in case of transaction costs 0 0 0 20 0 1 13 131
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 1 37 0 1 13 142
The Price of Correlation Risk: Evidence from Equity Options 0 3 8 235 54 68 95 776
The world price of jump and volatility risk 0 0 0 54 0 0 6 208
Total Journal Articles 2 9 34 2,000 65 101 342 6,379

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Statistics updated 2026-09-10