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Results: 30
Number of items: 30
  • Cremers, K. J. M., Driessen, J., & Maenhout, P. (2008). Explaining the level of credit spreads: Option-implied jump risk premia in a firm value model. The Review of Financial Studies, 21(5), 2209-2242. https://doi.org/10.1093/rfs/hhn071
  • Open Access
    Cremers, M., Driessen, J., Maenhout, P., & Weinbaum, D. (2008). Individual stock-option prices and credit spreads. Journal of Banking & Finance, 32(12), 2706-2715. https://doi.org/10.1016/j.jbankfin.2008.07.005
  • Driessen, J., & Perotti, E. (2006). Confidence building on Euro convergence: theory and evidence from cross-rate options. (Working Paper Universiteit van Amsterdam). Faculteit Economie en Bedrijfskunde. http://www1.fee.uva.nl/pp/bin/323fulltext.pdf
  • Open Access
    Driessen, J., & Maenhout, P. (2006). The world price of jump and volatility risk. (Working Paper Universiteit van Amsterdam). Faculteit Economie en Bedrijfskunde. http://www1.fee.uva.nl/pp/bin/321fulltext.pdf
  • Open Access
    van Hemert, O. A. C. (2006). Dynamic investor decisions. [Thesis, fully internal, Universiteit van Amsterdam].
  • de Jong, F., Driessen, J., & Pelsser, A. (2004). On the Information in the Interest Rate Term Structure and Option Prices. Review of Derivatives Research, 7(2), 99-127. https://doi.org/10.1023/B:REDR.0000031175.79497.7f
  • Driessen, J. J. A. G., & Perotti, E. C. (2004). Confidence building on Euro conversion : theory and evidence from currency options. (CEPR Discussion papers; No. 4180). Centre for Economic Policy Research.
  • Driessen, J. J. A. G., & Laeven, L. (2003). International Portfolio Diversification Benefits: Cross-Country Evidence. In J. Hanson, P. Honohan, & G. Majnoni (Eds.), Globalization and National Financial Systems (pp. 175-190). World Bank.
  • Driessen, J. J. A. G., Klaassen, P., & Melenberg, B. (2003). The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions. Journal of Financial and Quantitative Analysis, 38(3), 635-672. https://doi.org/10.2307/4126735
  • Driessen, J. J. A. G., Melenberg, B., & Nijman, TH. E. (2003). Common Factors in International Bond Returns. Journal of International Money and Finance, 22(5), 629-656. https://doi.org/10.1016/S0261-5606(03)00046-9
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