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 1 200 1 2 12 592
Common Factors in International Bond Returns 0 0 0 24 0 0 10 167
Confidence Building on Euro Conversion: Theory and Evidence from Currency Options 0 0 0 60 0 1 6 617
Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 0 0 2 82 3 4 27 377
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 0 0 3 100
Pricing Liquidity Risk with Heterogeneous Investment Horizons 0 0 0 42 0 0 7 181
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 1 13 348
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 0 9 29
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 1 1 8 47
Total Working Papers 0 0 3 566 5 9 102 2,672

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 6 136 2 3 38 459
An Empirical Portfolio Perspective on Option Pricing Anomalies 1 2 3 71 2 4 13 210
Common factors in international bond returns 2 2 4 77 2 2 21 232
Confidence building on Euro convergence: Evidence from currency options 0 0 1 12 0 0 8 103
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 0 2 108 1 2 19 356
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 53 0 2 16 199
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 0 0 1 52 1 1 9 210
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 0 1 24 0 2 10 139
Individual stock-option prices and credit spreads 0 0 3 127 3 5 23 473
International portfolio diversification benefits: Cross-country evidence from a local perspective 0 2 4 416 1 6 26 1,132
Is Default Event Risk Priced in Corporate Bonds? 0 0 0 350 1 1 11 906
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 0 1 15 441
Pricing of commercial real estate securities during the 2007–2009 financial crisis 0 0 0 62 1 4 13 276
Testing affine term structure models in case of transaction costs 0 0 0 20 0 1 13 131
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 1 37 1 1 14 143
The Price of Correlation Risk: Evidence from Equity Options 1 1 9 236 13 72 108 789
The world price of jump and volatility risk 0 0 0 54 0 0 6 208
Total Journal Articles 4 7 35 2,004 28 107 363 6,407

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Statistics updated 2026-10-11