Joost Driessen

Joost Driessen publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Joost Driessen sits on this spectrum.

Joost Driessen D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Joost Driessen sits on this spectrum.

Best Publications

• Is Default Event Risk Priced in Corporate Bonds

  Joost Driessen

  779
  Citations

• The price of correlation risk: evidence from equity options

  Joost Driessen;Pascal J. Maenhout;Grigory Vilkov

  634
  Citations

• Individual stock-option prices and credit spreads

  Martijn Cremers;Joost Driessen;Pascal Maenhout;David Weinbaum

  459
  Citations

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

  Joost Driessen;Luc Laeven

  413
  Citations

• A New Method to Estimate Risk and Return of Non-traded Assets from Cash Flows: The Case of Private Equity Funds

  Joost Driessen;Tse-Chun Lin;Ludovic Phalippou

  331
  Citations

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

  K.J. Martijn Cremers;Joost Driessen;Pascal Maenhout

  305
  Citations

• Liquidity Risk Premia in Corporate Bond Markets

  Frank De Jong;Joost Driessen

  203
  Citations

• An Empirical Portfolio Perspective on Option Pricing Anomalies

  Joost Driessen;Pascal Maenhout

  171
  Citations

• The performance of multi-factor term structure models for pricing and hedging caps and swaptions

  Joost Driessen;Pieter Klaassen;Bertrand Melenberg

  171
  Citations

• Common Factors in International Bond Returns

  Joost Driessen;Bertrand Melenberg;Theo Nijman

  161
  Citations

• An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets

  Dion Bongaerts;Frank de Jong;Joost Driessen

  156
  Citations

• Option-Implied Correlations and the Price of Correlation Risk

  Grigory Vilkov;Joost Driessen;Pascal Maenhout

  155
  Citations

• Is Default Event Risk Priced in Corporate Bonds

  Joost Driessen

  146
  Citations

• Liquidity Risk Premia in Corporate Bond Markets

  J.J.A.G. Driessen;F.C.J.M. de Jong

  120
  Citations

• The Price of Correlation Risk: Evidence from Equity Options

  Joost Driessen;Pascal J. Maenhout;Grigory Vilkov

  111
  Citations

• Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market

  Dion Bongaerts;Frank De Jong;Joost Driessen

  102
  Citations

• Individual Stock-Option Prices and Credit Spreads

  Martijn Cremers;Joost Driessen;Pascal J. Maenhout;David Weinbaum

  89
  Citations

• How the 52-week high and low affect option-implied volatilities and stock return moments

  J.J.A.G. Driessen;T.C. Lin;O. van Hemert

  84
  Citations

• Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis

  Frank De Jong;Joost Driessen;Antoon Pelsser

  73
  Citations

• Cumulative Prospect Theory, Option Returns, and the Variance Premium

  Lieven Baele;Joost Driessen;Sebastian Ebert;Juan M Londono

  51
  Citations