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An asset pricing approach to liquidity effects in corporate bond markets
Bongaerts, Dion; Jong, Frank de; Driessen, Joost - In: The review of financial studies 30 (2017) 4, pp. 1229-1269
Persistent link: https://www.econbiz.de/10011749361
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Is default event risk priced in corporate bonds?
Driessen, Joost - In: The review of financial studies 18 (2005) 1, pp. 165-195
Persistent link: https://www.econbiz.de/10002646689
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Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn; Driessen, Joost; Maenhout, Pascal J. - In: The review of financial studies 21 (2008) 5, pp. 2209-2242
Persistent link: https://www.econbiz.de/10003765155
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Cumulative prospect theory, option returns, and the variance premium
Baele, Lieven; Driessen, Joost; Ebert, Sebastian; … - In: The review of financial studies 32 (2019) 9, pp. 3667-3723
Persistent link: https://www.econbiz.de/10012108129
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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 (2013) 5, pp. 2209-2208
Persistent link: https://www.econbiz.de/10010114125
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Is Default Event Risk Priced in Corporate Bonds?
Driessen, Joost - In: The review of financial studies 18 (2013) 1, pp. 165-164
Persistent link: https://www.econbiz.de/10010114464
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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