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 0 199 1 1 9 588
Common Factors in International Bond Returns 0 0 0 24 1 3 10 167
Confidence Building on Euro Conversion: Theory and Evidence from Currency Options 0 0 0 60 0 1 4 615
Explaining the level of credit spreads: option-implied jump risk premia in a firm value model 0 1 2 82 3 8 24 372
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 1 3 10 29
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 2 8 13 347
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 0 1 2 565 8 30 98 2,659

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 2 5 135 1 4 33 454
An Empirical Portfolio Perspective on Option Pricing Anomalies 0 0 0 68 0 0 6 203
Common factors in international bond returns 1 2 3 75 1 4 22 229
Confidence building on Euro convergence: Evidence from currency options 0 0 1 12 1 2 7 102
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 0 0 2 107 0 5 16 352
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry 0 0 0 53 1 5 15 195
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model 0 0 1 52 1 3 8 208
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 1 4 127 1 8 22 468
International portfolio diversification benefits: Cross-country evidence from a local perspective 0 0 4 414 0 2 24 1,126
Is Default Event Risk Priced in Corporate Bonds? 0 0 0 350 0 3 11 905
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 1 5 14 440
Pricing of commercial real estate securities during the 2007–2009 financial crisis 0 0 0 62 1 1 11 272
Testing affine term structure models in case of transaction costs 0 0 0 20 2 5 16 130
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 1 37 0 4 14 141
The Price of Correlation Risk: Evidence from Equity Options 0 2 5 232 5 14 28 708
The world price of jump and volatility risk 0 0 0 54 0 1 7 208
Total Journal Articles 1 7 28 1,991 15 67 265 6,278

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04