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 3 6 6 213
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 3 4 7 584
Common Factors in International Bond Returns 0 0 0 24 2 3 3 160
Confidence Building on Euro Conversion: Theory and Evidence from Currency Options 0 0 0 60 1 2 2 613
Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 1 1 4 81 3 8 14 358
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 1 1 2 98
Pricing Liquidity Risk with Heterogeneous Investment Horizons 0 0 0 42 0 2 4 176
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 1 1 3 336
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 1 4 5 24
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 1 4 7 43
Total Working Papers 1 1 5 564 16 35 53 2,605

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 1 6 131 4 9 18 430
An Empirical Portfolio Perspective on Option Pricing Anomalies 0 0 0 68 3 3 3 200
Common factors in international bond returns 0 0 2 73 1 5 15 216
Confidence building on Euro convergence: Evidence from currency options 0 0 0 11 2 2 2 97
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 1 2 107 2 9 13 346
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 53 3 3 6 186
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 1 1 2 52 1 3 8 204
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 0 1 23 1 3 6 132
Individual stock-option prices and credit spreads 0 1 2 125 1 7 14 457
International portfolio diversification benefits: Cross-country evidence from a local perspective 0 0 4 412 1 9 20 1,115
Is Default Event Risk Priced in Corporate Bonds? 0 0 0 350 0 3 5 898
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 1 3 3 429
Pricing of commercial real estate securities during the 2007–2009 financial crisis 0 0 0 62 0 2 5 265
Testing affine term structure models in case of transaction costs 0 0 0 20 0 1 6 119
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 36 1 2 5 131
The Price of Correlation Risk: Evidence from Equity Options 0 1 3 228 2 5 9 686
The world price of jump and volatility risk 0 0 1 54 0 2 5 204
Total Journal Articles 1 5 23 1,974 23 71 143 6,115

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Statistics updated 2026-01-09