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A NEW METHOD TO ESTIMATE RISK AND RETURN OF NON-TRADED ASSETS FROM CASH FLOWS: THE CASE OF PRIVATE EQUITY FUNDS
Driessen, Joost; Lin, Tse-Chun; Phalippou, Ludovic - 2008
Persistent link: https://www.econbiz.de/10008079901
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The Price of Correlation Risk: Evidence from Equity Options
Driessen, Joost; Maenhout, Pascalj; Vilkov, Grigory - In: The journal of finance : the journal of the American … 64 (2009) 3, pp. 1377-1406
Persistent link: https://www.econbiz.de/10008254261
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Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model
Cremers, K.J.Martijn; Driessen, Joost; Maenhout, Pascal - In: The review of financial studies 21 (2008) 5, pp. 2209-2242
Persistent link: https://www.econbiz.de/10008103846
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Is Default Event Risk Priced in Corporate Bonds?
Driessen, Joost - In: The review of financial studies 18 (2005) 1, pp. 165-196
Persistent link: https://www.econbiz.de/10007020886
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Pricing of commercial real estate securities during the 2007–2009 financial crisis
Driessen, Joost; Van Hemert, Otto - In: Journal of financial economics 105 (2012) 1, pp. 37-62
Persistent link: https://www.econbiz.de/10009979022
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The world price of jump and volatility risk
Driessen, Joost; Maenhout, Pascal - In: Journal of banking & finance 37 (2013) 2, pp. 518-536
Persistent link: https://www.econbiz.de/10010053729
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Liquidity risk premia in corporate bond markets
Jong, Frank de; Driessen, Joost - In: The quarterly journal of finance 2 (2012) 2, pp. 601-634
Persistent link: https://www.econbiz.de/10010058728
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A New Method to Estimate Risk and Return of Nontraded Assets from Cash Flows: The Case of Private Equity Funds
Driessen, Joost; Lin, Tse-Chun; Phalippou, Ludovic - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 3, pp. 511-537
Persistent link: https://www.econbiz.de/10010023130
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Individual stock-option prices and credit spreads
Cremers, Martijn; Driessen, Joost; Maenhout, Pascal; … - In: Journal of banking & finance 32 (2008) 12, pp. 2706-2716
Persistent link: https://www.econbiz.de/10008899568
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Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market
BONGAERTS, DION; DE JONG, FRANK; DRIESSEN, JOOST - In: The journal of finance : the journal of the American … 66 (2011) 1, pp. 203-241
Persistent link: https://www.econbiz.de/10008781315