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 1 7 7 214
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 2 6 9 586
Common Factors in International Bond Returns 0 0 0 24 4 6 7 164
Confidence Building on Euro Conversion: Theory and Evidence from Currency Options 0 0 0 60 1 3 3 614
Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 0 1 3 81 5 11 18 363
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 1 2 3 99
Pricing Liquidity Risk with Heterogeneous Investment Horizons 0 0 0 42 1 3 5 177
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 2 5 7 26
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 3 4 6 339
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 1 3 8 44
Total Working Papers 0 1 4 564 21 50 73 2,626

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 2 7 132 15 22 33 445
An Empirical Portfolio Perspective on Option Pricing Anomalies 0 0 0 68 2 5 5 202
Common factors in international bond returns 0 0 2 73 9 13 22 225
Confidence building on Euro convergence: Evidence from currency options 1 1 1 12 3 5 5 100
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 1 2 107 1 7 13 347
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 53 4 7 10 190
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 0 1 2 52 1 3 8 205
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 0 1 23 3 5 9 135
Individual stock-option prices and credit spreads 1 1 3 126 3 7 16 460
International portfolio diversification benefits: Cross-country evidence from a local perspective 0 0 4 412 5 13 24 1,120
Is Default Event Risk Priced in Corporate Bonds? 0 0 0 350 2 3 6 900
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 5 7 8 434
Pricing of commercial real estate securities during the 2007–2009 financial crisis 0 0 0 62 3 4 7 268
Testing affine term structure models in case of transaction costs 0 0 0 20 5 6 11 124
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 1 1 1 37 5 6 10 136
The Price of Correlation Risk: Evidence from Equity Options 1 1 3 229 3 7 11 689
The world price of jump and volatility risk 0 0 0 54 2 3 6 206
Total Journal Articles 5 8 26 1,979 71 123 204 6,186

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Statistics updated 2026-02-12