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 0 4 580
Common Factors in International Bond Returns 0 0 0 24 1 1 16 158
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 2 3 8 352
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 0 1 1 97
Pricing Liquidity Risk with Heterogeneous Investment Horizons 0 0 0 42 0 0 2 174
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 0 2 335
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 1 1 2 21
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 2 4 5 41
Total Working Papers 0 0 4 563 6 10 40 2,576

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 8 130 2 2 16 423
An Empirical Portfolio Perspective on Option Pricing Anomalies 0 0 1 68 0 0 2 197
Common factors in international bond returns 0 1 3 73 1 2 13 212
Confidence building on Euro convergence: Evidence from currency options 0 0 0 11 0 0 0 95
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 1 3 106 3 4 9 340
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 53 0 2 4 183
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 0 0 2 51 1 2 7 202
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 1 1 23 1 2 4 130
Individual stock-option prices and credit spreads 1 1 2 125 3 6 11 453
International portfolio diversification benefits: Cross-country evidence from a local perspective 0 2 4 412 1 5 13 1,107
Is Default Event Risk Priced in Corporate Bonds? 0 0 0 350 2 2 5 897
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 1 1 2 427
Pricing of commercial real estate securities during the 2007–2009 financial crisis 0 0 0 62 1 3 5 264
Testing affine term structure models in case of transaction costs 0 0 0 20 0 1 5 118
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 36 1 2 4 130
The Price of Correlation Risk: Evidence from Equity Options 1 1 3 228 1 1 5 682
The world price of jump and volatility risk 0 0 1 54 1 2 4 203
Total Journal Articles 2 7 28 1,971 19 37 109 6,063

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Statistics updated 2025-11-08