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 3 3 210
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 1 1 5 581
Common Factors in International Bond Returns 0 0 0 24 0 1 5 158
Confidence Building on Euro Conversion: Theory and Evidence from Currency Options 0 0 0 60 1 1 1 612
Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 0 0 3 80 3 6 11 355
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 0 0 1 97
Pricing Liquidity Risk with Heterogeneous Investment Horizons 0 0 0 42 2 2 4 176
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 2 3 4 23
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 0 2 335
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 1 3 6 42
Total Working Papers 0 0 4 563 13 20 42 2,589

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 1 9 131 3 5 18 426
An Empirical Portfolio Perspective on Option Pricing Anomalies 0 0 0 68 0 0 1 197
Common factors in international bond returns 0 0 3 73 3 4 16 215
Confidence building on Euro convergence: Evidence from currency options 0 0 0 11 0 0 0 95
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 1 1 4 107 4 7 13 344
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 53 0 1 4 183
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 0 0 1 51 1 2 7 203
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 1 1 23 1 3 5 131
Individual stock-option prices and credit spreads 0 1 2 125 3 7 14 456
International portfolio diversification benefits: Cross-country evidence from a local perspective 0 2 4 412 7 11 20 1,114
Is Default Event Risk Priced in Corporate Bonds? 0 0 0 350 1 3 5 898
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 1 2 3 428
Pricing of commercial real estate securities during the 2007–2009 financial crisis 0 0 0 62 1 3 6 265
Testing affine term structure models in case of transaction costs 0 0 0 20 1 1 6 119
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 36 0 1 4 130
The Price of Correlation Risk: Evidence from Equity Options 0 1 3 228 2 3 7 684
The world price of jump and volatility risk 0 0 1 54 1 2 5 204
Total Journal Articles 2 7 28 1,973 29 55 134 6,092

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Statistics updated 2025-12-06