Joost Driessen
Joost Driessen
Professor of Finance, Tilburg University
Verifierad e-postadress på uvt.nl - Startsida
TitelCiteras avÅr
Is default event risk priced in corporate bonds?
J Driessen
Review of Financial Studies 18 (1), 165-195, 2005
6682005
The price of correlation risk: Evidence from equity options
J Driessen, PJ Maenhout, G Vilkov
The Journal of Finance 64 (3), 1377-1406, 2009
3402009
Derivative pricing with liquidity risk: Theory and evidence from the credit default swap market
D Bongaerts, F De Jong, J Driessen
The Journal of Finance 66 (1), 203-240, 2011
3392011
Individual stock-option prices and credit spreads
M Cremers, J Driessen, P Maenhout, D Weinbaum
Journal of Banking & Finance 32 (12), 2706-2715, 2008
2962008
International portfolio diversification benefits: Cross-country evidence from a local perspective
J Driessen, L Laeven
Journal of Banking & Finance 31 (6), 1693-1712, 2007
2792007
Liquidity risk premia in corporate bond markets
F De Jong, J Driessen
The Quarterly Journal of Finance 2 (02), 2012
276*2012
Liquidity risk premiums in corporate bond markets
J Driessen, F de Jong
Quarterly Journal of Finance 2 (02), 2012
276*2012
Explaining the level of credit spreads: Option-implied jump risk premia in a firm value model
KJM Cremers, J Driessen, P Maenhout
Review of Financial Studies 21 (5), 2209-2242, 2008
2292008
Liquidity Risk Premia in Corporate Bond Markets. Working Paper
F De Jong, J Driessen
190*2005
A new method to estimate risk and return of nontraded assets from cash flows: the case of private equity funds
J Driessen, TC Lin, L Phalippou
Journal of Financial and Quantitative Analysis 47 (03), 511-535, 2012
1752012
A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows
J Driessen, TC Lin, L Phalippou
175*2011
A New Method to Estimate Risk and Return of Non-traded Assets from Aggregate Cash Flows: the Case of Private Equity Funds
J Driessen, L Tse-Chun, P Ludovic
NBER Working Paper, 2008
175*2008
An empirical portfolio perspective on option pricing anomalies
J Driessen, P Maenhout
Review of Finance 11 (4), 561-603, 2007
170*2007
The performance of multi-factor term structure models for pricing and hedging caps and swaptions
J Driessen, P Klaassen, B Melenberg
Journal of Financial and Quantitative Analysis 38 (3), 635-672, 2003
1252003
Option-implied correlations and the price of correlation risk
J Driessen, P Maenhout, G Vilkov
EFA 2005 Moscow Meetings, December, 2006
122*2006
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry (Digest Summary)
M Cremers, J Driessen, P Maenhout, D Weinbaum
CFA Digest 40 (2), 62-63, 2010
120*2010
Does skin in the game matter? Director incentives and governance in the mutual fund industry
M Cremers, J Driessen, P Maenhout, D Weinbaum
Journal of Financial and Quantitative Analysis 44 (6), 1345, 2009
1202009
Common factors in international bond returns
J Driessen, B Melenberg, T Nijman
Journal of International Money and Finance 22 (5), 629-656, 2003
1062003
Libor market models versus swap market models for pricing interest rate derivatives: An empirical analysis
F De Jong, J Driessen, A Pelsser
European Finance Review 5 (3), 201-237, 2001
90*2001
An asset pricing approach to liquidity effects in corporate bond markets
D Bongaerts, F de Jong, J Driessen
The Review of Financial Studies 30 (4), 1229-1269, 2017
64*2017
Systemet kan inte utföra åtgärden just nu. Försök igen senare.
Artiklar 1–20