Concepedia

Joost Driessen

JD

Statistics

Publications

46

Citations

3.9K

H-Index

30

Active since

2000

Affiliations

Tilburg University(Current)

INSEAD

University of Amsterdam

Erasmus University Rotterdam

University of Hong Kong

Joost Driessen is an author at Tilburg University specializing in finance, business, and asset pricing.

ORCID

Top concepts

Publications per year

2000–2020

46

Publications

46

Is Default Event Risk Priced in Corporate Bonds?

Joost Driessen · Review of Financial Studies · 2004 · 543 citations

The Price of Correlation Risk: Evidence from Equity Options

Joost Driessen, Pascal J. Maenhout, Grigory Vilkov · The Journal of Finance · 2009 · 412 citations

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International portfolio diversification benefits: Cross-country evidence from a local perspective

Joost Driessen, Luc Laeven · Journal of Banking & Finance · 2007 · 256 citations

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Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model

Martijn Cremers, Joost Driessen, Pascal J. Maenhout · Review of Financial Studies · 2008 · 243 citations

Liquidity Risk Premia in Corporate Bond Markets

Frank de Jong, Joost Driessen · SSRN Electronic Journal · 2006 · 197 citations · Full text

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