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 1 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 0 3 9 587
Common Factors in International Bond Returns 0 0 0 24 0 4 7 164
Confidence Building on Euro Conversion: Theory and Evidence from Currency Options 0 0 0 60 0 1 3 614
Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 0 0 2 81 1 7 19 365
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 0 2 4 100
Pricing Liquidity Risk with Heterogeneous Investment Horizons 0 0 0 42 0 1 5 177
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 2 5 7 341
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 2 7 26
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 0 1 8 44
Total Working Papers 0 0 3 564 3 27 76 2,632

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 9 134 2 22 39 452
An Empirical Portfolio Perspective on Option Pricing Anomalies 0 0 0 68 0 3 6 203
Common factors in international bond returns 1 1 3 74 1 10 21 226
Confidence building on Euro convergence: Evidence from currency options 0 1 1 12 0 3 5 100
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 0 2 107 3 4 15 350
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 53 1 5 11 191
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 0 0 2 52 1 2 7 206
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 1 2 24 0 4 10 136
Individual stock-option prices and credit spreads 1 2 4 127 2 5 17 462
International portfolio diversification benefits: Cross-country evidence from a local perspective 0 2 5 414 1 10 26 1,125
Is Default Event Risk Priced in Corporate Bonds? 0 0 0 350 1 5 9 903
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 3 9 12 438
Pricing of commercial real estate securities during the 2007–2009 financial crisis 0 0 0 62 0 6 10 271
Testing affine term structure models in case of transaction costs 0 0 0 20 1 7 12 126
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 1 1 37 1 7 12 138
The Price of Correlation Risk: Evidence from Equity Options 2 4 6 232 4 12 19 698
The world price of jump and volatility risk 0 0 0 54 0 3 6 207
Total Journal Articles 5 15 35 1,989 21 117 237 6,232

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Statistics updated 2026-04-09