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 0 0 1 199 0 1 4 580
Common Factors in International Bond Returns 0 0 0 24 0 0 40 157
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 0 0 3 80 0 1 5 349
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 1 1 1 97
Pricing Liquidity Risk with Heterogeneous Investment Horizons 0 0 0 42 0 1 3 174
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 1 1 20
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 1 2 335
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 2 2 3 39
Total Working Papers 0 0 4 563 3 8 59 2,569

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 0 9 130 0 0 17 421
An Empirical Portfolio Perspective on Option Pricing Anomalies 0 0 5 68 0 0 7 197
Common factors in international bond returns 1 1 3 73 1 4 12 211
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 1 1 3 106 1 1 9 337
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 53 1 2 3 182
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 0 0 2 51 1 1 6 201
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 0 0 22 0 2 2 128
Individual stock-option prices and credit spreads 0 1 1 124 2 3 8 449
International portfolio diversification benefits: Cross-country evidence from a local perspective 0 0 2 410 1 1 11 1,103
Is Default Event Risk Priced in Corporate Bonds? 0 0 1 350 0 1 6 895
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 0 0 1 426
Pricing of commercial real estate securities during the 2007–2009 financial crisis 0 0 0 62 1 1 4 262
Testing affine term structure models in case of transaction costs 0 0 0 20 1 4 5 118
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 36 1 2 3 129
The Price of Correlation Risk: Evidence from Equity Options 0 0 2 227 0 1 5 681
The world price of jump and volatility risk 0 0 1 54 1 1 5 202
Total Journal Articles 2 3 29 1,966 11 24 105 6,037

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05