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Results: 30
Number of items: 30
  • Open Access
    Driessen, J., & Perotti, E. (2003). Confidence building on euro convergence: theory and evidence from currency options. University of Amsterdam & CEPR. http://www1.feb.uva.nl/pp/bin/396fulltext.pdf
  • Driessen, J. J. A. G., Melenberg, B., & Nijman, TH. E. (2001). Testing Affine Term Structure Models in case of Transaction Costs. working paper.
  • Driessen, J. J. A. G. (2001). Empirical Studies on the Pricing of Bonds and Interest Rate Derivatives. [Thesis, fully external, CentER - KUB]. CENTER Dissertation Series.
  • Driessen, J. J. A. G. (2001). Common Factors in International Bond Returns. CENTER Discussion paper.
  • Driessen, J. J. A. G. (2001). The Cross-Firm Behaviour of Credit Spread Term Structures. working paper.
  • Driessen, J. J. A. G., de Jong, F. C. J. M., & Pelsser, A. (2001). On the Information in the Interest Rate Term Structure and Option Prices. working paper.
  • de Jong, F. C. J. M., Driessen, J. J. A. G., & Pelsser, A. (2001). Libor and Swaprate Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis. CENTER Discussion paper, 35.
  • Driessen, J. J. A. G., de Jong, F. C. J. M., & Pelsser, A. (2001). Libor Market Models versus Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis. European Finance Review, 5(3), 201-237.
  • de Jong, F. C. J. M., Driessen, J. J. A. G., & Pelsser, A. (2000). Libor and swap market models for the pricing of interest rate derivatives: An emperical analysis. CENTER Discussion paper, 0035.
  • Open Access
    Driessen, J., Klaassen, P., & Melenberg, B. (2000). The performance of multi-factor term structure models for pricing and hedging caps and swaptions. (Discussion Paper; No. 2000-93). Tilburg University, Center for Economic Research.
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