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~isPartOf:"Journal of banking & finance"
~person:"Driessen, Joost"
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Does interest rate exposure explain the low-volatility anomaly?
Driessen, Joost
;
Kuiper, Ivo Theodorus Jacqueline
; …
- In:
Journal of banking & finance
103
(
2019
),
pp. 51-61
Persistent link: https://www.econbiz.de/10012163771
Saved in:
2
The world price of jumo and volatility risk
Driessen, Joost
;
Maenhout, Pascal J.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 518-536
Persistent link: https://www.econbiz.de/10009705629
Saved in:
3
Individual stock-option prices and credit spreads
Cremers, Martijn
;
Driessen, Joost
;
Maenhout, Pascal J.
; …
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2706-2715
Persistent link: https://www.econbiz.de/10003796160
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