//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dynamic portfolio and mortgage...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
23
Language
All
Undetermined
22
English
1
Author
All
Driessen, Joost
19
Maenhout, Pascal
6
Cremers, Martijn
3
Melenberg, Bertrand
3
Van Hemert, Otto
3
Weinbaum, David
3
Demyanyk, Yuliya
2
Lin, Tse-Chun
2
Nijman, Theo
2
Phalippou, Ludovic
2
BONGAERTS, DION
1
Cremers, K.J. Martijn
1
Cremers, K.J.Martijn
1
DE JONG, FRANK
1
DRIESSEN, JOOST
1
Hemert, Otto Van
1
Jong, Frank de
1
Klaassen, Pieter
1
Koijen, Ralph S.J.
1
Laeven, Luc
1
Maenhout, Pascalj
1
Nieuwerburgh, Stijn Van
1
Pelsser, Antoon
1
Perotti, Enrico
1
Vilkov, Grigory
1
de Jong, Frank
1
more ...
less ...
Published in...
All
The review of financial studies
6
Journal of banking & finance
4
Journal of financial and quantitative analysis : JFQA
3
Journal of international money and finance
2
The journal of finance : the journal of the American Finance Association
2
Working paper / National Bureau of Economic Research, Inc
2
Journal of econometrics
1
Journal of financial economics
1
Review of derivatives research
1
The quarterly journal of finance
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
126
RePEc
40
BASE
2
EconStor
2
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
MORTGAGE TIMING
Koijen, Ralph S.J.
;
Hemert, Otto Van
;
Nieuwerburgh, …
-
2007
Persistent link: https://www.econbiz.de/10007799345
Saved in:
3
Common factors in international bond returns
Driessen, Joost
;
Melenberg, Bertrand
;
Nijman, Theo
- In:
Journal of international money and finance
22
(
2003
)
5
,
pp. 629-656
Persistent link: https://www.econbiz.de/10006887335
Saved in:
4
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions
Driessen, Joost
;
Klaassen, Pieter
;
Melenberg, Bertrand
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
3
,
pp. 635-672
Persistent link: https://www.econbiz.de/10006694267
Saved in:
5
Testing affine term structure models in case of transaction costs
Driessen, Joost
;
Melenberg, Bertrand
;
Nijman, Theo
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 201
Persistent link: https://www.econbiz.de/10006749124
Saved in:
6
On the Information in the Interest Rate Term Structure and Option Prices
de Jong, Frank
;
Driessen, Joost
;
Pelsser, Antoon
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 99-128
Persistent link: https://www.econbiz.de/10005927028
Saved in:
7
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
Saved in:
8
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
Saved in:
9
International portfolio diversification benefits: Cross-country evidence from a local perspective
Driessen, Joost
;
Laeven, Luc
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1693-1712
Persistent link: https://www.econbiz.de/10007727814
Saved in:
10
Individual stock-option prices and credit spreads
Cremers, Martijn
;
Driessen, Joost
;
Maenhout, Pascal
; …
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2706-2715
Persistent link: https://www.econbiz.de/10008141144
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->