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 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 1 198 0 1 4 577
Common Factors in International Bond Returns 0 0 0 24 0 4 48 157
Confidence Building on Euro Conversion: Theory and Evidence from Currency Options 0 0 0 60 0 0 1 611
Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 0 1 1 78 0 1 3 345
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 0 0 1 96
Pricing Liquidity Risk with Heterogeneous Investment Horizons 0 0 1 42 0 0 3 172
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 0 0 19
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 1 1 1 334
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 1 3 560 1 7 62 2,554

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 3 7 125 0 4 17 412
An Empirical Portfolio Perspective on Option Pricing Anomalies 0 0 5 68 0 1 7 197
Common factors in international bond returns 0 1 1 71 1 5 5 204
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 0 2 2 105 1 4 8 335
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 53 0 1 2 180
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 0 0 2 50 0 1 4 197
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 0 1 22 0 0 3 126
Individual stock-option prices and credit spreads 0 0 0 123 1 3 7 445
International portfolio diversification benefits: Cross-country evidence from a local perspective 1 1 4 409 3 5 17 1,099
Is Default Event Risk Priced in Corporate Bonds? 0 0 1 350 0 1 7 894
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 0 1 2 426
Pricing of commercial real estate securities during the 2007–2009 financial crisis 0 0 4 62 0 2 9 261
Testing affine term structure models in case of transaction costs 0 0 0 20 1 1 1 114
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 36 0 0 1 126
The Price of Correlation Risk: Evidence from Equity Options 0 1 1 226 0 1 6 678
The world price of jump and volatility risk 0 1 1 54 1 2 5 201
Total Journal Articles 1 9 29 1,954 8 32 102 5,990

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Statistics updated 2025-03-03