Darrell Duffie
Names
first: |
Darrell |
last: |
Duffie |
Identifer
Contact
Affiliations
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Stanford University
/ Graduate School of Business
Research profile
author of:
- Information Percolation in Large Markets
American Economic Review, American Economic Association (2007)
by Darrell Duffie & Gustavo Manso
(ReDIF-article, aea:aecrev:v:97:y:2007:i:2:p:203-209) - Systemic Illiquidity in the Federal Funds Market
American Economic Review, American Economic Association (2007)
by Adam B. Ashcraft & Darrell Duffie
(ReDIF-article, aea:aecrev:v:97:y:2007:i:2:p:221-225) - Information Percolation
American Economic Journal: Microeconomics, American Economic Association (2010)
by Darrell Duffie & Gaston Giroux & Gustavo Manso
(ReDIF-article, aea:aejmic:v:2:y:2010:i:1:p:100-111) - Arrow and General Equilibrium Theory
Journal of Economic Literature, American Economic Association (1989)
by Duffie, Darrell & Sonnenschein, Hugo
(ReDIF-article, aea:jeclit:v:27:y:1989:i:2:p:565-98) - The Failure Mechanics of Dealer Banks
Journal of Economic Perspectives, American Economic Association (2010)
by Darrell Duffie
(ReDIF-article, aea:jecper:v:24:y:2010:i:1:p:51-72) - Reforming LIBOR and Other Financial Market Benchmarks
Journal of Economic Perspectives, American Economic Association (2015)
by Darrell Duffie & Jeremy C. Stein
(ReDIF-article, aea:jecper:v:29:y:2015:i:2:p:191-212) - Is there a case for banning short speculation in sovereign bond markets?
Financial Stability Review, Banque de France (2010)
by Duffie, D.
(ReDIF-article, bfr:fisrev:2010:14:7) - Measuring default risk premia from default swap rates and EDFs
BIS Working Papers, Bank for International Settlements (2005)
by Antje Berndt & Rohan Douglas & Darrell Duffie & Mark Ferguson & David Schranz
(ReDIF-paper, bis:biswps:173) - Innovations in credit risk transfer: implications for financial stability
BIS Working Papers, Bank for International Settlements (2008)
by Darrell Duffie
(ReDIF-paper, bis:biswps:255) - The failure mechanics of dealer banks
BIS Working Papers, Bank for International Settlements (2010)
by Darrell Duffie
(ReDIF-paper, bis:biswps:301) - The Squam Lake Report: Fixing the Financial System
Journal of Applied Corporate Finance, Morgan Stanley (2010)
by Kenneth French & Martin Baily & John Campbell & John Cochrane & Douglas Diamond & Darrell Duffie & Anil Kashyap & Frederic Mishkin & Raghuram Rajan & David Scharfstein & Robert Shiller & Hyun Song Shi
(ReDIF-article, bla:jacrfn:v:22:y:2010:i:3:p:8-21) - Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group
Journal of Applied Corporate Finance, Morgan Stanley (2013)
by Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Kenneth R. French & Anil K. Kashyap & Frederic S. Mishkin & Raghuram Rajan & David S. Scharfstein & Robert
(ReDIF-article, bla:jacrfn:v:25:y:2013:i:4:p:37-40) - Special Repo Rates
Journal of Finance, American Finance Association (1996)
by Duffie, Darrell
(ReDIF-article, bla:jfinan:v:51:y:1996:i:2:p:493-526) - Swap Rates and Credit Quality
Journal of Finance, American Finance Association (1996)
by Duffie, Darrell & Huang, Ming
(ReDIF-article, bla:jfinan:v:51:y:1996:i:3:p:921-49) - An Econometric Model of the Term Structure of Interest-Rate Swap Yields
Journal of Finance, American Finance Association (1997)
by Duffie, Darrell & Singleton, Kenneth J
(ReDIF-article, bla:jfinan:v:52:y:1997:i:4:p:1287-1321) - Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
Journal of Finance, American Finance Association (2003)
by Darrell Duffie & Lasse Heje Pedersen & Kenneth J. Singleton
(ReDIF-article, bla:jfinan:v:58:y:2003:i:1:p:119-159) - Common Failings: How Corporate Defaults Are Correlated
Journal of Finance, American Finance Association (2007)
by Sanjiv R. Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita
(ReDIF-article, bla:jfinan:v:62:y:2007:i:1:p:93-117) - Frailty Correlated Default
Journal of Finance, American Finance Association (2009)
by Darrell Duffie & Andreas Eckner & Guillaume Horel & Leandro Saita
(ReDIF-article, bla:jfinan:v:64:y:2009:i:5:p:2089-2123) - Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
Journal of Finance, American Finance Association (2010)
by Darrell Duffie
(ReDIF-article, bla:jfinan:v:65:y:2010:i:4:p:1237-1267) - Benchmarks in Search Markets
Journal of Finance, American Finance Association (2017)
by Darrell Duffie & Piotr Dworczak & Haoxiang Zhu
(ReDIF-article, bla:jfinan:v:72:y:2017:i:5:p:1983-2044) - From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process1
Mathematical Finance, Wiley Blackwell (1992)
by Darrell Duffie & Philip Protter
(ReDIF-article, bla:mathfi:v:2:y:1992:i:1:p:1-15) - Optimal Investment With Undiversifiable Income Risk
Mathematical Finance, Wiley Blackwell (1993)
by Darrell Duffie & Thaleia Zariphopoulou
(ReDIF-article, bla:mathfi:v:3:y:1993:i:2:p:135-148) - A Yield‐Factor Model Of Interest Rates
Mathematical Finance, Wiley Blackwell (1996)
by Darrell Duffie & Rui Kan
(ReDIF-article, bla:mathfi:v:6:y:1996:i:4:p:379-406) - Multi-Period Corporate Default Prediction With Stochastic Covariates
CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2005)
by Darrel Duffie & Leandro Saita & Ke Wang
(ReDIF-paper, cfi:fseres:cf047) - Frailty Correlated Default
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2008)
by Darrell DUFFIE & Andreas ECKNER & Guillaume HOREL & Leandro SAITA
(ReDIF-paper, chf:rpseri:rp0844) - Information Percolation with Equilibrium Search Dynamics
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009)
by Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO
(ReDIF-paper, chf:rpseri:rp0902) - The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009)
by Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO
(ReDIF-paper, chf:rpseri:rp0933) - Information Percolation in Segmented Markets
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010)
by Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO
(ReDIF-paper, chf:rpseri:rp1009) - Measuring Default Risk Premia from Default Swap Rates and EDFs
GSIA Working Papers, Carnegie Mellon University, Tepper School of Business ()
by Antje Berndt & Rohan Douglas & Darrell Duffie & Mark Ferguson
(ReDIF-paper, cmu:gsiawp:1749033791) - Valuation in Over-the-Counter Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
by Duffie, Darrell & Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan
(ReDIF-paper, cpr:ceprdp:5491) - Report on “The Committee on Yen Risk-free-rate Model Estimationâ€Â
Finance Working Papers, East Asian Bureau of Economic Research (2007)
by Takeaki KARIYA & Darrell DUFFIE & Mariko FUJII & Masaaki KIJIMA & Takao KOBAYASHI & Atsuyuki KOGURE & Robert MERTON & Akihiko TAKAHASHI & Keiichi TANAKA & Satoshi YAMASHITA
(ReDIF-paper, eab:financ:22315) - Central clearing and collateral demand
Working Paper Series, European Central Bank (2014)
by Scheicher, Martin & Vuillemey, Guillaume & Duffie, Darrell
(ReDIF-paper, ecb:ecbwps:20141638) - The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation
Research Papers, Stanford University, Graduate School of Business (2009)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo
(ReDIF-paper, ecl:stabus:2023) - Policy Perspectives on OTC Derivatives Market Infrastructure
Research Papers, Stanford University, Graduate School of Business (2010)
by Duffie, Darrell & Li, Ada & Lubke, Theo
(ReDIF-paper, ecl:stabus:2046) - Size Discovery
Research Papers, Stanford University, Graduate School of Business (2016)
by Duffie, Darrell & Zhu, Haoxiang
(ReDIF-paper, ecl:stabus:3345) - Financial Regulatory Reform after the Crisis: An Assessment
Research Papers, Stanford University, Graduate School of Business (2016)
by Duffie, Darrell
(ReDIF-paper, ecl:stabus:3440) - Dynamic Directed Random Matching
Research Papers, Stanford University, Graduate School of Business (2017)
by Duffie, Darrell & Qiao, Lei & Sun, Yeneng
(ReDIF-paper, ecl:stabus:repec:ecl:stabus:3359) - Corporate Credit Risk Premia
Research Papers, Stanford University, Graduate School of Business (2017)
by Douglas, Rohan & Berndt, Antje & Duffie, Darrell & Ferguson, Mark
(ReDIF-paper, ecl:stabus:repec:ecl:stabus:3617) - Augmenting Markets with Mechanisms
Research Papers, Stanford University, Graduate School of Business (2017)
by Duffie, Darrell & Antill, Samuel
(ReDIF-paper, ecl:stabus:repec:ecl:stabus:3623) - Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-lived Securities
Econometrica, Econometric Society (1985)
by Duffie, J Darrell & Huang, Chi-fu
(ReDIF-article, ecm:emetrp:v:53:y:1985:i:6:p:1337-56) - Stochastic Equilibria: Existence, Spanning Number, and the 'No Expected Financial Gain from Trade' Hypothesis
Econometrica, Econometric Society (1986)
by Duffie, Darrell
(ReDIF-article, ecm:emetrp:v:54:y:1986:i:5:p:1161-83) - The Consumption-Based Capital Asset Pricing Model
Econometrica, Econometric Society (1989)
by Duffie, Darrell & Zame, William
(ReDIF-article, ecm:emetrp:v:57:y:1989:i:6:p:1279-97) - Stochastic Differential Utility
Econometrica, Econometric Society (1992)
by Duffie, Darrell & Epstein, Larry G
(ReDIF-article, ecm:emetrp:v:60:y:1992:i:2:p:353-94) - Simulated Moments Estimation of Markov Models of Asset Prices
Econometrica, Econometric Society (1993)
by Duffie, Darrell & Singleton, Kenneth J
(ReDIF-article, ecm:emetrp:v:61:y:1993:i:4:p:929-52) - Stationary Markov Equilibria
Econometrica, Econometric Society (1994)
by Duffie, Darrell, et al
(ReDIF-article, ecm:emetrp:v:62:y:1994:i:4:p:745-81) - A Liquidity-Based Model of Security Design
Econometrica, Econometric Society (1999)
by Peter DeMarzo & Darrell Duffie
(ReDIF-article, ecm:emetrp:v:67:y:1999:i:1:p:65-100) - Transform Analysis and Asset Pricing for Affine Jump-Diffusions
Econometrica, Econometric Society (2000)
by Darrell Duffie & Jun Pan & Kenneth Singleton
(ReDIF-article, ecm:emetrp:v:68:y:2000:i:6:p:1343-1376) - Term Structures of Credit Spreads with Incomplete Accounting Information
Econometrica, Econometric Society (2001)
by Duffie, Darrell & Lando, David
(ReDIF-article, ecm:emetrp:v:69:y:2001:i:3:p:633-64) - Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
Econometrica, Econometric Society (2004)
by Darrell Duffie & Peter Glynn
(ReDIF-article, ecm:emetrp:v:72:y:2004:i:6:p:1773-1808) - Over-the-Counter Markets
Econometrica, Econometric Society (2005)
by Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen
(ReDIF-article, ecm:emetrp:v:73:y:2005:i:6:p:1815-1847) - Information Percolation With Equilibrium Search Dynamics
Econometrica, Econometric Society (2009)
by Darrell Duffie & Semyon Malamud & Gustavo Manso
(ReDIF-article, ecm:emetrp:v:77:y:2009:i:5:p:1513-1574) - Capital Mobility and Asset Pricing
Econometrica, Econometric Society (2012)
by Darrell Duffie & Bruno Strulovici
(ReDIF-article, ecm:emetrp:v:80:y:2012:i:6:p:2469-2509) - Multi-Period Corporate Failure Prediction With Stochastic Covariates
Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004)
by Ke Wang & Darrell Duffie
(ReDIF-paper, ecm:feam04:745) - Multi-Period Corporate Failure Prediction With Stochastic Covariates
Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004)
by Ke Wang & Darrell Duffie
(ReDIF-paper, ecm:feam04:747) - Valuation in Dynamic Bargaining Markets
Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
by duffie
(ReDIF-paper, ecm:nawm04:633) - Liquidity Premia in Dynamic Bargaining Markets
Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
by duffie
(ReDIF-paper, ecm:nawm04:634) - Valuation in Dynamic Bargaining Markets
Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
by Lasse Pedersen & Darrell Duffie & Nicolae Garleanu
(ReDIF-paper, ecm:nawm04:649) - Optimal hedging and equilibrium in a dynamic futures market
Journal of Economic Dynamics and Control, Elsevier (1990)
by Duffie, Darrell & Jackson, Matthew O.
(ReDIF-article, eee:dyncon:v:14:y:1990:i:1:p:21-33) - Transactions costs and portfolio choice in a discrete-continuous-time setting
Journal of Economic Dynamics and Control, Elsevier (1990)
by Duffie, Darrell & Sun, Tong-sheng
(ReDIF-article, eee:dyncon:v:14:y:1990:i:1:p:35-51) - Pricing continuously resettled contingent claims
Journal of Economic Dynamics and Control, Elsevier (1992)
by Duffie, Darrell & Stanton, Richard
(ReDIF-article, eee:dyncon:v:16:y:1992:i:3-4:p:561-573) - Hedging in incomplete markets with HARA utility
Journal of Economic Dynamics and Control, Elsevier (1997)
by Duffie, Darrell & Fleming, Wendell & Soner, H. Mete & Zariphopoulou, Thaleia
(ReDIF-article, eee:dyncon:v:21:y:1997:i:4-5:p:753-782) - Intertemporal asset pricing theory
Handbook of the Economics of Finance, Elsevier (2003)
by Duffie, Darrell
(ReDIF-chapter, eee:finchp:2-11) - Credit risk modeling with affine processes
Journal of Banking & Finance, Elsevier (2005)
by Duffie, Darrell
(ReDIF-article, eee:jbfina:v:29:y:2005:i:11:p:2751-2802) - The relative contributions of private information sharing and public information releases to information aggregation
Journal of Economic Theory, Elsevier (2010)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo
(ReDIF-article, eee:jetheo:v:145:y:2010:i:4:p:1574-1601) - The exact law of large numbers for independent random matching
Journal of Economic Theory, Elsevier (2012)
by Duffie, Darrell & Sun, Yeneng
(ReDIF-article, eee:jetheo:v:147:y:2012:i:3:p:1105-1139) - Information percolation in segmented markets
Journal of Economic Theory, Elsevier (2014)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo
(ReDIF-article, eee:jetheo:v:153:y:2014:i:c:p:1-32) - Reprint of: Information percolation in segmented markets
Journal of Economic Theory, Elsevier (2015)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo
(ReDIF-article, eee:jetheo:v:158:y:2015:i:pb:p:838-869) - Dynamic directed random matching
Journal of Economic Theory, Elsevier (2018)
by Duffie, Darrell & Qiao, Lei & Sun, Yeneng
(ReDIF-article, eee:jetheo:v:174:y:2018:i:c:p:124-183) - Stochastic equilibria with incomplete financial markets
Journal of Economic Theory, Elsevier (1987)
by Duffie, Darrell
(ReDIF-article, eee:jetheo:v:41:y:1987:i:2:p:405-416) - An extension of the Black-Scholes model of security valuation
Journal of Economic Theory, Elsevier (1988)
by Duffie, Darrell
(ReDIF-article, eee:jetheo:v:46:y:1988:i:1:p:194-204) - Corporate financial hedging with proprietary information
Journal of Economic Theory, Elsevier (1991)
by DeMarzo, Peter M. & Duffie, Darrell
(ReDIF-article, eee:jetheo:v:53:y:1991:i:2:p:261-286) - Financial Market Innovation and Security Design: An Introduction
Journal of Economic Theory, Elsevier (1995)
by Duffie Darrell & Rahi Rohit
(ReDIF-article, eee:jetheo:v:65:y:1995:i:1:p:1-42) - Central clearing and collateral demand
Journal of Financial Economics, Elsevier (2015)
by Duffie, Darrell & Scheicher, Martin & Vuillemey, Guillaume
(ReDIF-article, eee:jfinec:v:116:y:2015:i:2:p:237-256) - Securities lending, shorting, and pricing
Journal of Financial Economics, Elsevier (2002)
by Duffie, Darrell & Garleanu, Nicolae & Pedersen, Lasse Heje
(ReDIF-article, eee:jfinec:v:66:y:2002:i:2-3:p:307-339) - Multi-period corporate default prediction with stochastic covariates
Journal of Financial Economics, Elsevier (2007)
by Duffie, Darrell & Saita, Leandro & Wang, Ke
(ReDIF-article, eee:jfinec:v:83:y:2007:i:3:p:635-665) - The theory of value in security markets
Handbook of Mathematical Economics, Elsevier (1991)
by Duffie, Darrell
(ReDIF-chapter, eee:matchp:4-31) - Equilibrium in incomplete markets: I : A basic model of generic existence
Journal of Mathematical Economics, Elsevier (1985)
by Duffie, Darrell & Shafer, Wayne
(ReDIF-article, eee:mateco:v:14:y:1985:i:3:p:285-300) - Competitive equilibria in general choice spaces
Journal of Mathematical Economics, Elsevier (1986)
by Duffie, Darrell
(ReDIF-article, eee:mateco:v:15:y:1986:i:1:p:1-23) - Equilibrium in incomplete markets: II : Generic existence in stochastic economies
Journal of Mathematical Economics, Elsevier (1986)
by Duffie, Darrell & Shafer, Wayne
(ReDIF-article, eee:mateco:v:15:y:1986:i:3:p:199-216) - Multiperiod security markets with differential information : Martingales and resolution times
Journal of Mathematical Economics, Elsevier (1986)
by Duffie, Darrell & Huang, Chi-fu
(ReDIF-article, eee:mateco:v:15:y:1986:i:3:p:283-303) - PDE solutions of stochastic differential utility
Journal of Mathematical Economics, Elsevier (1992)
by Duffie, Darrel & Lions, Pierre-Louis
(ReDIF-article, eee:mateco:v:21:y:1992:i:6:p:577-606) - Continuous-time security pricing : A utility gradient approach
Journal of Mathematical Economics, Elsevier (1994)
by Duffie, Darrell & Skiadas, Costis
(ReDIF-article, eee:mateco:v:23:y:1994:i:2:p:107-131) - Efficient and equilibrium allocations with stochastic differential utility
Journal of Mathematical Economics, Elsevier (1994)
by Duffie, Darrell & Geoffard, Pierre-Yves & Skiadas, Costis
(ReDIF-article, eee:mateco:v:23:y:1994:i:2:p:133-146) - Incomplete security markets with infinitely many states: An introduction
Journal of Mathematical Economics, Elsevier (1996)
by Duffie, Darrell
(ReDIF-article, eee:mateco:v:26:y:1996:i:1:p:1-8) - Universal state prices and asymmetric information
Journal of Mathematical Economics, Elsevier (2002)
by Duffie, Darrell & Kan, Rui
(ReDIF-article, eee:mateco:v:38:y:2002:i:1-2:p:191-196) - Money in general equilibrium theory
Handbook of Monetary Economics, Elsevier (1990)
by Duffie, Darrell
(ReDIF-chapter, eee:monchp:1-03) - The New Palgrave: Finance : A book review
Journal of Monetary Economics, Elsevier (1990)
by Duffie, Darrell
(ReDIF-article, eee:moneco:v:25:y:1990:i:3:p:477-480) - Liquidation Risk
FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2001)
by Alexandre ZIEGLER & Darrell DUFFIE
(ReDIF-paper, fam:rpseri:rp29) - Explaining the U.S. tri-party repo market
Economic Policy Review, Federal Reserve Bank of New York (2012)
by Adam Copeland & Darrell Duffie & Antoine Martin & Susan McLaughlin
(ReDIF-article, fip:fednep:y:2012:i:nov:p:17-28:n:v.18no.3) - Policy perspectives on OTC derivatives market infrastructure
Staff Reports, Federal Reserve Bank of New York (2010)
by Darrell Duffie & Ada Li & Theo Lubke
(ReDIF-paper, fip:fednsr:424) - A sampling-window approach to transactions-based Libor fixing
Staff Reports, Federal Reserve Bank of New York (2013)
by Darrell Duffie & David R. Skeie & James Vickery
(ReDIF-paper, fip:fednsr:596) - A Contractual Approach to Restructuring Financial Institutions
Book Chapters, Hoover Institution, Stanford University (2010)
by Darrell Duffie
(ReDIF-chapter, hoo:bookch:1-6) - Policy Issues Facing the Market for Credit Derivatives
Book Chapters, Hoover Institution, Stanford University (2009)
by Darrell Duffie
(ReDIF-chapter, hoo:bookch:2-8) - A Dialogue on the Costs and Benefits of Automatic Stays for Derivatives and Repurchase Agreements
Book Chapters, Hoover Institution, Stanford University (2012)
by Darrell Duffie & David A. Skeel
(ReDIF-chapter, hoo:bookch:5-5) - Financial Market Infrastructure: Too Important to Fail
Book Chapters, Hoover Institution, Stanford University (2014)
by Darrell Duffie
(ReDIF-chapter, hoo:bookch:8-11) - Resolution of Failing Central Counterparties
Book Chapters, Hoover Institution, Stanford University (2015)
by Darrell Duffie
(ReDIF-chapter, hoo:bookch:9-4) - Financial Market Infrastructure: Too Important to Fail
Economics Working Papers, Hoover Institution, Stanford University (2014)
by Darrell Duffie
(ReDIF-paper, hoo:wpaper:14101) - Central Clearing and Collateral Demand
Economics Working Papers, Hoover Institution, Stanford University (2014)
by Darrell Duffie & Martin Schneicher & Guillaume Vuillemey
(ReDIF-paper, hoo:wpaper:14104) - Challenges to a Policy Treatment of Speculative Trading Motivated by Differences in Beliefs
Economics Working Papers, Hoover Institution, Stanford University (2014)
by Darrell Duffie
(ReDIF-paper, hoo:wpaper:14106) - Replumbing Our Financial System: Uneven Progress
International Journal of Central Banking, International Journal of Central Banking (2013)
by Darrell Duffie
(ReDIF-article, ijc:ijcjou:y:2013:q:0:a:12) - Preface to the Special Issue on Systemic Risk: Models and Mechanisms
Operations Research, INFORMS (2016)
by Rama Cont & Darrell Duffie & Paul Glasserman & Chris Rogers & Fernando Vega-Redondo
(ReDIF-article, inm:oropre:v:64:y:2016:i:5:p:1053-1055) - Market Pricing of Deposit Insurance
Journal of Financial Services Research, Springer;Western Finance Association (2003)
by Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang
(ReDIF-article, kap:jfsres:v:24:y:2003:i:2:p:93-119) - The Consumption-Based Capital Asset Pricing Model
Discussion Papers, University of Copenhagen. Department of Economics (1988)
by Darrell Duffie & William Zame
(ReDIF-paper, kud:kuiedp:8810) - Comment on "Risk Topography"
NBER Chapters, National Bureau of Economic Research, Inc (2011)
by Darrell Duffie
(ReDIF-chapter, nbr:nberch:12413) - Systemic Risk Exposures: A 10-by-10-by-10 Approach
NBER Chapters, National Bureau of Economic Research, Inc (2013)
by Darrell Duffie
(ReDIF-chapter, nbr:nberch:12512) - Simulated Moments Estimation of Markov Models of Asset Prices
NBER Technical Working Papers, National Bureau of Economic Research, Inc (1990)
by Darrell Duffie & Kenneth J. Singleton
(ReDIF-paper, nbr:nberte:0087) - Affine Processes and Application in Finance
NBER Technical Working Papers, National Bureau of Economic Research, Inc (2002)
by Darrel Duffie & Damir Filipović & Walter Schachermayer
(ReDIF-paper, nbr:nberte:0281) - Multi-Period Corporate Failure Prediction with Stochastic Covariates
NBER Working Papers, National Bureau of Economic Research, Inc (2004)
by Darrell Duffie & Ke Wang
(ReDIF-paper, nbr:nberwo:10743) - Over-the-Counter Markets
NBER Working Papers, National Bureau of Economic Research, Inc (2004)
by Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen
(ReDIF-paper, nbr:nberwo:10816) - Common Failings: How Corporate Defaults are Correlated
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by Sanjiv Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita
(ReDIF-paper, nbr:nberwo:11961) - Multi-Period Corporate Default Prediction With Stochastic Covariates
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by Darrell Duffie & Leandro Siata & Ke Wang
(ReDIF-paper, nbr:nberwo:11962) - Valuation in Over-the-Counter Markets
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen
(ReDIF-paper, nbr:nberwo:12020) - The Exact Law of Large Numbers for Independent Random Matching
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by Darrell Duffie & Yeneng Sun
(ReDIF-paper, nbr:nberwo:17280) - Systemic Risk Exposures: A 10-by-10-by-10 Approach
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by Darrell Duffie
(ReDIF-paper, nbr:nberwo:17281) - Information Percolation in Segmented Markets
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by Darrell Duffie & Semyon Malamud & Gustavo Manso
(ReDIF-paper, nbr:nberwo:17295) - Capital Mobility and Asset Pricing
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by Darrell Duffie & Bruno Strulovici
(ReDIF-paper, nbr:nberwo:17296) - Central Clearing and Collateral Demand
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by Darrell Duffie & Martin Scheicher & Guillaume Vuillemey
(ReDIF-paper, nbr:nberwo:19890) - Robust Benchmark Design
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by Darrell Duffie & Piotr Dworczak
(ReDIF-paper, nbr:nberwo:20540) - Benchmarks in Search Markets
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by Darrell Duffie & Piotr Dworczak & Haoxiang Zhu
(ReDIF-paper, nbr:nberwo:20620) - Size Discovery
NBER Working Papers, National Bureau of Economic Research, Inc (2015)
by Darrell Duffie & Haoxiang Zhu
(ReDIF-paper, nbr:nberwo:21696) - Dynamic Directed Random Matching
NBER Working Papers, National Bureau of Economic Research, Inc (2015)
by Darrell Duffie & Lei Qiao & Yeneng Sun
(ReDIF-paper, nbr:nberwo:21731) - Funding Value Adjustments
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Leif Andersen & Darrell Duffie & Yang Song
(ReDIF-paper, nbr:nberwo:23680) - Augmenting Markets with Mechanisms
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Samuel Antill & Darrell Duffie
(ReDIF-paper, nbr:nberwo:24146) - Corporate Credit Risk Premia
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Antje Berndt & Rohan Douglas & Darrell Duffie & Mark Ferguson
(ReDIF-paper, nbr:nberwo:24213) - Market Fragmentation
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Daniel Chen & Darrell Duffie
(ReDIF-paper, nbr:nberwo:26828) - Reserves Were Not So Ample After All
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by Adam Copeland & Darrell Duffie & Yilin Yang
(ReDIF-paper, nbr:nberwo:29090) - How Abundant Are Reserves? Evidence from the Wholesale Payment System
NBER Working Papers, National Bureau of Economic Research, Inc (2022)
by Gara Afonso & Darrell Duffie & Lorenzo Rigon & Hyun Song Shin
(ReDIF-paper, nbr:nberwo:30736) - Bank Funding Risk, Reference Rates, and Credit Supply
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Harry R. Cooperman & Darrell Duffie & Stephan Luck & Zachry Z. Wang & Yilin Yang
(ReDIF-paper, nbr:nberwo:30907) - Transform Analysis and Asset Pricing for Affine Jump-Diffusions
NBER Working Papers, National Bureau of Economic Research, Inc (1999)
by Darrell Duffie & Jun Pan & Kenneth Singleton
(ReDIF-paper, nbr:nberwo:7105) - Large Portfolio Losses
NBER Working Papers, National Bureau of Economic Research, Inc (2002)
by Amir Dembo & Jean-Deominique Deuschel & Darrell Duffie
(ReDIF-paper, nbr:nberwo:9177) - Capital Mobility and Asset Pricing
Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (2009)
by Darrell Duffie & Bruno Strulovici
(ReDIF-paper, nwu:cmsems:1478) - Does a Central Clearing Counterparty Reduce Counterparty Risk?
The Review of Asset Pricing Studies, Oxford University Press (2011)
by Darrell Duffie & Haoxiang Zhu
(ReDIF-article, oup:rasset:v:1:y:2011:i:1:p:74-95.) - Modeling Term Structures of Defaultable Bonds
Review of Financial Studies, Society for Financial Studies (1999)
by Duffie, Darrell & Singleton, Kenneth J
(ReDIF-article, oup:rfinst:v:12:y:1999:i:4:p:687-720) - Valuation in Over-the-Counter Markets
Review of Financial Studies, Society for Financial Studies (2007)
by Darrell Duffie & Nicolae Gârleanu & Lasse Heje Pedersen
(ReDIF-article, oup:rfinst:v:20:y:2007:i:6:p:1865-1900) - Size Discovery
Review of Financial Studies, Society for Financial Studies (2017)
by Darrell Duffie & Haoxiang Zhu
(ReDIF-article, oup:rfinst:v:30:y:2017:i:4:p:1095-1150.) - Asset Pricing with Stochastic Differential Utility
Review of Financial Studies, Society for Financial Studies (1992)
by Duffie, Darrell & Epstein, Larry G
(ReDIF-article, oup:rfinst:v:5:y:1992:i:3:p:411-36) - Corporate Incentives for Hedging and Hedge Accounting
Review of Financial Studies, Society for Financial Studies (1995)
by DeMarzo, Peter M & Duffie, Darrell
(ReDIF-article, oup:rfinst:v:8:y:1995:i:3:p:743-71) - Measuring Corporate Default Risk
OUP Catalogue, Oxford University Press (2011)
by Duffie, Darrell
(ReDIF-book, oxp:obooks:9780199279234) - Introduction
Introductory Chapters, Princeton University Press (2010)
by Kenneth R. French & Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Anil K Kashyap & Frederic S. Mishkin & Raghuram G. Rajan & David S. Scharfstein & Robe
(ReDIF-chapter, pup:chapts:9261-1) - Introduction
Introductory Chapters, Princeton University Press (2011)
by Darrell Duffie
(ReDIF-chapter, pup:chapts:9371-1) - Over-The-Counter Markets
Introductory Chapters, Princeton University Press (2012)
by Darrell Duffie
(ReDIF-chapter, pup:chapts:9623-1) - The Squam Lake Report: Fixing the Financial System
Economics Books, Princeton University Press (2010)
by Kenneth R. French & Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Anil K Kashyap & Frederic S. Mishkin & Raghuram G. Rajan & David S. Scharfstein & Robe
(ReDIF-book, pup:pbooks:9261) - How Big Banks Fail and What to Do about It
Economics Books, Princeton University Press (2011)
by Darrell Duffie
(ReDIF-book, pup:pbooks:9371) - Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets
Economics Books, Princeton University Press (2012)
by Darrell Duffie
(ReDIF-book, pup:pbooks:9623) - Over the Counter Search Frictions: A Case Study of the Federal Funds Market
2007 Meeting Papers, Society for Economic Dynamics (2007)
by Adam Ashcraft & Darrell Duffie
(ReDIF-paper, red:sed007:999) - Information Percolation
2008 Meeting Papers, Society for Economic Dynamics (2008)
by Gustavo Manso & Gaston Giroux & Darrell Duffie
(ReDIF-paper, red:sed008:471) - Capital Mobility and Asset Pricing
2009 Meeting Papers, Society for Economic Dynamics (2009)
by Bruno Strulovici & Darrell Duffie
(ReDIF-paper, red:sed009:87) - Benchmarks in Search Markets
2015 Meeting Papers, Society for Economic Dynamics (2015)
by Piotr Dworczak & Haoxiang Zhu & Darrell Duffie
(ReDIF-paper, red:sed015:51) - The Failure Mechanics of Dealer Banks
Economic Policy, Russian Presidential Academy of National Economy and Public Administration (2010)
by Darrell, Duffie
(ReDIF-article, rnp:ecopol:1042) - Analytical value-at-risk with jumps and credit risk
Finance and Stochastics, Springer (2001)
by Jun Pan & Darrell Duffie
(ReDIF-article, spr:finsto:v:5:y:2001:i:2:p:155-180) - Large portfolio losses
Finance and Stochastics, Springer (2004)
by Amir Dembo & Jean-Dominique Deuschel & Darrell Duffie
(ReDIF-article, spr:finsto:v:8:y:2004:i:1:p:3-16) - A term structure model with preferences for the timing of resolution of uncertainty (*)
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET) (1996)
by Costis Skiadas & Mark Schroder & Darrell Duffie
(ReDIF-article, spr:joecth:v:9:y:1996:i:1:p:3-22) - Multi-Period Corporate Default Prediction With Stochastic Covariates
CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2005)
by Darrel Duffie & Leandro Saita & Ke Wang
(ReDIF-paper, tky:fseres:2005cf373) - Challenges to a Policy Treatment of Speculative Trading Motivated by Differences in Beliefs
The Journal of Legal Studies, University of Chicago Press (2014)
by Darrell Duffie
(ReDIF-article, ucp:jlstud:doi:10.1086/677836) - Asset Pricing with Heterogeneous Consumers
Journal of Political Economy, University of Chicago Press (1996)
by Constantinides, George M & Duffie, Darrell
(ReDIF-article, ucp:jpolec:v:104:y:1996:i:2:p:219-40) - Comment
NBER Macroeconomics Annual, University of Chicago Press (2012)
by Darrell Duffie
(ReDIF-article, ucp:macann:doi:10.1086/664001) - Implementing Arrow-Debreu Equilibria By Continuous Trading Of Few Long-Lived Securities
World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2005)
by Darrell Duffie & Chi-Fu Huang
(ReDIF-chapter, wsi:wschap:9789812701022_0004) - Market Pricing of Deposit Insurance
World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2008)
by Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang
(ReDIF-chapter, wsi:wschap:9789812819222_0022)