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 1 1 1 40 1 4 5 205
A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds 0 0 4 194 0 4 26 559
Common Factors in International Bond Returns 0 1 3 22 0 3 18 82
Confidence Building on Euro Conversion: Theory and Evidence from Currency Options 0 0 0 60 0 2 6 604
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 11 0 2 66 134
Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 0 0 0 74 0 2 5 329
Individual Stock-Option Prices and Credit Spreads 0 0 1 16 0 3 16 82
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 6 23 0 2 23 84
Pricing Liquidity Risk with Heterogeneous Investment Horizons 0 0 2 39 1 2 12 152
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 2 2 4 330
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 0 2 17
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 1 6 0 1 3 33
Total Working Papers 1 2 18 571 4 27 186 2,611


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 5 18 95 2 13 54 287
An Empirical Portfolio Perspective on Option Pricing Anomalies 0 1 2 50 0 5 12 153
Common factors in international bond returns 0 0 1 61 0 3 14 169
Confidence building on Euro convergence: Evidence from currency options 0 0 0 10 0 0 0 90
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 1 3 98 2 5 19 298
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 51 1 2 10 158
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 0 0 0 43 0 0 4 172
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 1 1 2 17 1 2 12 97
Individual stock-option prices and credit spreads 1 2 9 107 2 7 33 377
International portfolio diversification benefits: Cross-country evidence from a local perspective 0 3 15 350 5 18 57 963
Is Default Event Risk Priced in Corporate Bonds? 1 3 8 329 1 3 22 833
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 168 1 2 8 420
Pricing of commercial real estate securities during the 2007–2009 financial crisis 0 1 1 48 0 2 8 223
Testing affine term structure models in case of transaction costs 0 0 0 18 0 0 4 110
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 33 0 0 4 112
The Price of Correlation Risk: Evidence from Equity Options 3 8 14 203 5 21 52 572
The world price of jump and volatility risk 0 0 1 52 0 2 15 151
Total Journal Articles 7 25 74 1,733 20 85 328 5,185


Statistics updated 2020-11-03