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 39 3 3 6 204
A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds 0 2 7 194 3 7 33 558
Common Factors in International Bond Returns 1 2 4 22 1 3 21 80
Confidence Building on Euro Conversion: Theory and Evidence from Currency Options 0 0 1 60 1 2 9 603
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 11 2 2 69 134
Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 0 0 0 74 2 3 5 329
Individual Stock-Option Prices and Credit Spreads 0 0 1 16 3 5 20 82
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 4 6 23 2 8 25 84
Pricing Liquidity Risk with Heterogeneous Investment Horizons 0 1 3 39 1 2 12 151
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 0 2 17
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 1 2 328
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 1 6 1 1 3 33
Total Working Papers 1 9 23 570 19 37 207 2,603


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 4 10 18 94 7 18 52 281
An Empirical Portfolio Perspective on Option Pricing Anomalies 0 0 2 49 1 1 12 149
Common factors in international bond returns 0 1 2 61 1 5 17 167
Confidence building on Euro convergence: Evidence from currency options 0 0 0 10 0 0 2 90
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 1 1 4 98 2 3 25 295
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 51 1 2 11 157
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 0 0 0 43 0 2 4 172
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 0 1 16 0 0 10 95
Individual stock-option prices and credit spreads 0 2 10 105 1 10 39 371
International portfolio diversification benefits: Cross-country evidence from a local perspective 2 4 15 349 7 15 48 952
Is Default Event Risk Priced in Corporate Bonds? 1 1 8 327 1 3 28 831
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 168 1 2 9 419
Pricing of commercial real estate securities during the 2007–2009 financial crisis 0 0 1 47 1 1 12 222
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 5 112
The Price of Correlation Risk: Evidence from Equity Options 1 2 7 196 6 12 46 557
The world price of jump and volatility risk 0 0 1 52 1 3 18 150
Total Journal Articles 9 21 69 1,717 30 77 342 5,130


Statistics updated 2020-09-04