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 1 1 1 200 2 3 11 590
Common Factors in International Bond Returns 0 0 0 24 0 3 10 167
Confidence Building on Euro Conversion: Theory and Evidence from Currency Options 0 0 0 60 1 2 5 616
Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 0 1 2 82 1 8 24 373
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 0 0 4 100
Pricing Liquidity Risk with Heterogeneous Investment Horizons 0 0 0 42 0 4 8 181
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 3 9 29
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 6 12 347
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 0 2 9 46
Total Working Papers 1 2 3 566 4 31 99 2,663

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 2 6 136 2 4 35 456
An Empirical Portfolio Perspective on Option Pricing Anomalies 1 1 1 69 3 3 9 206
Common factors in international bond returns 0 1 3 75 1 4 20 230
Confidence building on Euro convergence: Evidence from currency options 0 0 1 12 1 3 8 103
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 1 1 3 108 2 4 18 354
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 53 2 6 16 197
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 0 0 1 52 1 3 9 209
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 0 2 24 0 1 11 137
Individual stock-option prices and credit spreads 0 0 4 127 0 6 22 468
International portfolio diversification benefits: Cross-country evidence from a local perspective 0 0 4 414 0 1 24 1,126
Is Default Event Risk Priced in Corporate Bonds? 0 0 0 350 0 2 10 905
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 0 2 14 440
Pricing of commercial real estate securities during the 2007–2009 financial crisis 0 0 0 62 0 1 11 272
Testing affine term structure models in case of transaction costs 0 0 0 20 0 4 16 130
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 1 37 1 4 15 142
The Price of Correlation Risk: Evidence from Equity Options 3 3 8 235 9 19 36 717
The world price of jump and volatility risk 0 0 0 54 0 1 7 208
Total Journal Articles 6 8 34 1,997 22 68 281 6,300

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Statistics updated 2026-07-10