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 0 0 199 0 1 8 587
Common Factors in International Bond Returns 0 0 0 24 2 2 9 166
Confidence Building on Euro Conversion: Theory and Evidence from Currency Options 0 0 0 60 1 1 4 615
Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 1 1 2 82 4 6 21 369
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 0 1 4 100
Pricing Liquidity Risk with Heterogeneous Investment Horizons 0 0 0 42 4 4 9 181
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 2 2 9 28
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 4 6 11 345
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 2 2 9 46
Total Working Papers 1 1 2 565 19 25 91 2,651

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 3 7 135 1 8 36 453
An Empirical Portfolio Perspective on Option Pricing Anomalies 0 0 0 68 0 1 6 203
Common factors in international bond returns 0 1 2 74 2 3 21 228
Confidence building on Euro convergence: Evidence from currency options 0 0 1 12 1 1 6 101
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 0 2 107 2 5 17 352
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 53 3 4 14 194
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 0 0 1 52 1 2 7 207
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 1 2 24 1 2 11 137
Individual stock-option prices and credit spreads 0 1 4 127 5 7 21 467
International portfolio diversification benefits: Cross-country evidence from a local perspective 0 2 5 414 1 6 25 1,126
Is Default Event Risk Priced in Corporate Bonds? 0 0 0 350 2 5 11 905
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 1 5 13 439
Pricing of commercial real estate securities during the 2007–2009 financial crisis 0 0 0 62 0 3 10 271
Testing affine term structure models in case of transaction costs 0 0 0 20 2 4 14 128
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 1 37 3 5 14 141
The Price of Correlation Risk: Evidence from Equity Options 0 3 6 232 5 14 24 703
The world price of jump and volatility risk 0 0 0 54 1 2 7 208
Total Journal Articles 1 11 31 1,990 31 77 257 6,263

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Statistics updated 2026-05-06