Darrell Duffie
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Stanford University
/ Graduate School of Business
Research profile
author of:
- Market Fragmentation (RePEc:aea:aecrev:v:111:y:2021:i:7:p:2247-74)
by Daniel Chen & Darrell Duffie - Information Percolation in Large Markets (RePEc:aea:aecrev:v:97:y:2007:i:2:p:203-209)
by Darrell Duffie & Gustavo Manso - Systemic Illiquidity in the Federal Funds Market (RePEc:aea:aecrev:v:97:y:2007:i:2:p:221-225)
by Adam B. Ashcraft & Darrell Duffie - Information Percolation (RePEc:aea:aejmic:v:2:y:2010:i:1:p:100-111)
by Darrell Duffie & Gaston Giroux & Gustavo Manso - Arrow and General Equilibrium Theory (RePEc:aea:jeclit:v:27:y:1989:i:2:p:565-98)
by Duffie, Darrell & Sonnenschein, Hugo - The Failure Mechanics of Dealer Banks (RePEc:aea:jecper:v:24:y:2010:i:1:p:51-72)
by Darrell Duffie - Reforming LIBOR and Other Financial Market Benchmarks (RePEc:aea:jecper:v:29:y:2015:i:2:p:191-212)
by Darrell Duffie & Jeremy C. Stein - Prone to Fail: The Pre-crisis Financial System (RePEc:aea:jecper:v:33:y:2019:i:1:p:81-106)
by Darrell Duffie - Is there a case for banning short speculation in sovereign bond markets? (RePEc:bfr:fisrev:2010:14:7)
by Duffie, D. - How abundant are reserves? Evidence from the wholesale payment system (RePEc:bis:biswps:1053)
by Gara Afonso & Darrell Duffie & Lorenzo Rigon & Hyun Song Shin - Dealer capacity and US Treasury market functionality (RePEc:bis:biswps:1138)
by Darrell Duffie & Michael Fleming & Frank Keane & Claire Nelson & Or Shachar & Peter Van Tassel - Measuring default risk premia from default swap rates and EDFs (RePEc:bis:biswps:173)
by Antje Berndt & Rohan Douglas & Darrell Duffie & Mark Ferguson & David Schranz - Innovations in credit risk transfer: implications for financial stability (RePEc:bis:biswps:255)
by Darrell Duffie - The failure mechanics of dealer banks (RePEc:bis:biswps:301)
by Darrell Duffie - The Squam Lake Report: Fixing the Financial System (RePEc:bla:jacrfn:v:22:y:2010:i:3:p:8-21)
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 - Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group (RePEc:bla:jacrfn:v:25:y:2013:i:4:p:37-40)
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 - Special Repo Rates (RePEc:bla:jfinan:v:51:y:1996:i:2:p:493-526)
by Duffie, Darrell - Swap Rates and Credit Quality (RePEc:bla:jfinan:v:51:y:1996:i:3:p:921-49)
by Duffie, Darrell & Huang, Ming - An Econometric Model of the Term Structure of Interest-Rate Swap Yields (RePEc:bla:jfinan:v:52:y:1997:i:4:p:1287-1321)
by Duffie, Darrell & Singleton, Kenneth J - Modeling Sovereign Yield Spreads: A Case Study of Russian Debt (RePEc:bla:jfinan:v:58:y:2003:i:1:p:119-159)
by Darrell Duffie & Lasse Heje Pedersen & Kenneth J. Singleton - Common Failings: How Corporate Defaults Are Correlated (RePEc:bla:jfinan:v:62:y:2007:i:1:p:93-117)
by Sanjiv R. Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita - Frailty Correlated Default (RePEc:bla:jfinan:v:64:y:2009:i:5:p:2089-2123)
by Darrell Duffie & Andreas Eckner & Guillaume Horel & Leandro Saita - Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (RePEc:bla:jfinan:v:65:y:2010:i:4:p:1237-1267)
by Darrell Duffie - Benchmarks in Search Markets (RePEc:bla:jfinan:v:72:y:2017:i:5:p:1983-2044)
by Darrell Duffie & Piotr Dworczak & Haoxiang Zhu - Funding Value Adjustments (RePEc:bla:jfinan:v:74:y:2019:i:1:p:145-192)
by Leif Andersen & Darrell Duffie & Yang Song - From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process1 (RePEc:bla:mathfi:v:2:y:1992:i:1:p:1-15)
by Darrell Duffie & Philip Protter - Optimal Investment With Undiversifiable Income Risk (RePEc:bla:mathfi:v:3:y:1993:i:2:p:135-148)
by Darrell Duffie & Thaleia Zariphopoulou - A Yield‐Factor Model Of Interest Rates (RePEc:bla:mathfi:v:6:y:1996:i:4:p:379-406)
by Darrell Duffie & Rui Kan - Black, Merton and Scholes — Their Central Contributions to Economics (RePEc:bla:scandj:v:100:y:1998:i:2:p:411-424)
by Darrell Duffie - Multi-Period Corporate Default Prediction With Stochastic Covariates (RePEc:cfi:fseres:cf047)
by Darrel Duffie & Leandro Saita & Ke Wang - Frailty Correlated Default (RePEc:chf:rpseri:rp0844)
by Darrell DUFFIE & Andreas ECKNER & Guillaume HOREL & Leandro SAITA - Information Percolation with Equilibrium Search Dynamics (RePEc:chf:rpseri:rp0902)
by Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO - The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation (RePEc:chf:rpseri:rp0933)
by Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO - Information Percolation in Segmented Markets (RePEc:chf:rpseri:rp1009)
by Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO - The Exact Law of Large Numbers for Independent Random Matching (RePEc:cla:levrem:122247000000000328)
by Darrell Duffie & Yeneng Sun - Measuring Default Risk Premia from Default Swap Rates and EDFs (RePEc:cmu:gsiawp:1749033791)
by Antje Berndt & Rohan Douglas & Darrell Duffie & Mark Ferguson - Valuation in Over-the-Counter Markets (RePEc:cpr:ceprdp:5491)
by Duffie, Darrell & Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan - Report on “The Committee on Yen Risk-free-rate Model Estimation†(RePEc:eab:financ:22315)
by Takeaki KARIYA & Darrell DUFFIE & Mariko FUJII & Masaaki KIJIMA & Takao KOBAYASHI & Atsuyuki KOGURE & Robert MERTON & Akihiko TAKAHASHI & Keiichi TANAKA & Satoshi YAMASHITA - Central clearing and collateral demand (RePEc:ecb:ecbwps:20141638)
by Scheicher, Martin & Vuillemey, Guillaume & Duffie, Darrell - The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation (RePEc:ecl:stabus:2023)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo - Policy Perspectives on OTC Derivatives Market Infrastructure (RePEc:ecl:stabus:2046)
by Duffie, Darrell & Li, Ada & Lubke, Theo - Reforming LIBOR and Other Financial-Market Benchmarks (RePEc:ecl:stabus:3170)
by Duffie, Darrell & Stein, Jeremy C. - Robust Benchmark Design (RePEc:ecl:stabus:3175)
by Duffie, Darrell & Dworczak, Piotr - Benchmarks in Search Markets (RePEc:ecl:stabus:3190)
by Duffie, Darrell & Dworczak, Piotr & Zhu, Haoxiang - Resolution of Failing Central Counterparties (RePEc:ecl:stabus:3256)
by Duffie, Darrell - Size Discovery (RePEc:ecl:stabus:3345)
by Duffie, Darrell & Zhu, Haoxiang - Dynamic Directed Random Matching (RePEc:ecl:stabus:3359)
by Duffie, Darrell & Qiao, Lei & Sun, Yeneng - Financial Regulatory Reform after the Crisis: An Assessment (RePEc:ecl:stabus:3440)
by Duffie, Darrell - Funding Value Adjustments (RePEc:ecl:stabus:3571)
by Duffie, Darrell & Andersen, Leif & Song, Yang - Augmenting Markets with Mechanisms (RePEc:ecl:stabus:3623)
by Duffie, Darrell & Antill, Samuel - Compression Auctions With an Application to LIBOR-SOFR Swap Conversion (RePEc:ecl:stabus:3727)
by Duffie, Darrell - Market Fragmentation (RePEc:ecl:stabus:3854)
by Chen, Daniel & Duffie, Darrell - Interoperable Payment Systems and the Role of Central Bank Digital Currencies (RePEc:ecl:stabus:3867)
by Duffie, Darrell - Across-the-Curve Credit Spread Indices (RePEc:ecl:stabus:3884)
by Berndt, Antje & Duffie, Darrell & Zhu, Yichao - Reserves Were Not So Ample after All (RePEc:ecl:stabus:3974)
by Copeland, Adam & Duffie, Darrell & Yang, Yilin (David) - How Abundant Are Reserves? Evidence from the Wholesale Payment System (RePEc:ecl:stabus:4062)
by Afonso, Gara & Duffie, Darrell & Rigon, Lorenzo & Shin, Hyun Song - Bank Funding Risk, Reference Rates, and Credit Supply (RePEc:ecl:stabus:4066)
by Cooperman, Harry & Duffie, Darrell & Luck, Stephan & Wang, Zachry & Yang, Yilin (David) - Dynamic Directed Random Matching (RePEc:ecl:stabus:repec:ecl:stabus:3359)
by Duffie, Darrell & Qiao, Lei & Sun, Yeneng - Corporate Credit Risk Premia (RePEc:ecl:stabus:repec:ecl:stabus:3617)
by Douglas, Rohan & Berndt, Antje & Duffie, Darrell & Ferguson, Mark - Augmenting Markets with Mechanisms (RePEc:ecl:stabus:repec:ecl:stabus:3623)
by Duffie, Darrell & Antill, Samuel - Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-lived Securities (RePEc:ecm:emetrp:v:53:y:1985:i:6:p:1337-56)
by Duffie, J Darrell & Huang, Chi-fu - Stochastic Equilibria: Existence, Spanning Number, and the 'No Expected Financial Gain from Trade' Hypothesis (RePEc:ecm:emetrp:v:54:y:1986:i:5:p:1161-83)
by Duffie, Darrell - The Consumption-Based Capital Asset Pricing Model (RePEc:ecm:emetrp:v:57:y:1989:i:6:p:1279-97)
by Duffie, Darrell & Zame, William - Stochastic Differential Utility (RePEc:ecm:emetrp:v:60:y:1992:i:2:p:353-94)
by Duffie, Darrell & Epstein, Larry G - Simulated Moments Estimation of Markov Models of Asset Prices (RePEc:ecm:emetrp:v:61:y:1993:i:4:p:929-52)
by Duffie, Darrell & Singleton, Kenneth J - Stationary Markov Equilibria (RePEc:ecm:emetrp:v:62:y:1994:i:4:p:745-81)
by Duffie, Darrell, et al - A Liquidity-Based Model of Security Design (RePEc:ecm:emetrp:v:67:y:1999:i:1:p:65-100)
by Peter DeMarzo & Darrell Duffie - Transform Analysis and Asset Pricing for Affine Jump-Diffusions (RePEc:ecm:emetrp:v:68:y:2000:i:6:p:1343-1376)
by Darrell Duffie & Jun Pan & Kenneth Singleton - Term Structures of Credit Spreads with Incomplete Accounting Information (RePEc:ecm:emetrp:v:69:y:2001:i:3:p:633-64)
by Duffie, Darrell & Lando, David - Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals (RePEc:ecm:emetrp:v:72:y:2004:i:6:p:1773-1808)
by Darrell Duffie & Peter Glynn - Over-the-Counter Markets (RePEc:ecm:emetrp:v:73:y:2005:i:6:p:1815-1847)
by Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen - Information Percolation With Equilibrium Search Dynamics (RePEc:ecm:emetrp:v:77:y:2009:i:5:p:1513-1574)
by Darrell Duffie & Semyon Malamud & Gustavo Manso - Capital Mobility and Asset Pricing (RePEc:ecm:emetrp:v:80:y:2012:i:6:p:2469-2509)
by Darrell Duffie & Bruno Strulovici - Multi-Period Corporate Failure Prediction With Stochastic Covariates (RePEc:ecm:feam04:745)
by Ke Wang & Darrell Duffie - Multi-Period Corporate Failure Prediction With Stochastic Covariates (RePEc:ecm:feam04:747)
by Ke Wang & Darrell Duffie - Valuation in Dynamic Bargaining Markets (RePEc:ecm:nawm04:633)
by duffie - Liquidity Premia in Dynamic Bargaining Markets (RePEc:ecm:nawm04:634)
by duffie - Valuation in Dynamic Bargaining Markets (RePEc:ecm:nawm04:649)
by Lasse Pedersen & Darrell Duffie & Nicolae Garleanu - Optimal hedging and equilibrium in a dynamic futures market (RePEc:eee:dyncon:v:14:y:1990:i:1:p:21-33)
by Duffie, Darrell & Jackson, Matthew O. - Transactions costs and portfolio choice in a discrete-continuous-time setting (RePEc:eee:dyncon:v:14:y:1990:i:1:p:35-51)
by Duffie, Darrell & Sun, Tong-sheng - Pricing continuously resettled contingent claims (RePEc:eee:dyncon:v:16:y:1992:i:3-4:p:561-573)
by Duffie, Darrell & Stanton, Richard - Hedging in incomplete markets with HARA utility (RePEc:eee:dyncon:v:21:y:1997:i:4-5:p:753-782)
by Duffie, Darrell & Fleming, Wendell & Soner, H. Mete & Zariphopoulou, Thaleia - Intertemporal asset pricing theory (RePEc:eee:finchp:2-11)
by Duffie, Darrell - Credit risk modeling with affine processes (RePEc:eee:jbfina:v:29:y:2005:i:11:p:2751-2802)
by Duffie, Darrell - The relative contributions of private information sharing and public information releases to information aggregation (RePEc:eee:jetheo:v:145:y:2010:i:4:p:1574-1601)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo - The exact law of large numbers for independent random matching (RePEc:eee:jetheo:v:147:y:2012:i:3:p:1105-1139)
by Duffie, Darrell & Sun, Yeneng - Information percolation in segmented markets (RePEc:eee:jetheo:v:153:y:2014:i:c:p:1-32)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo - Reprint of: Information percolation in segmented markets (RePEc:eee:jetheo:v:158:y:2015:i:pb:p:838-869)
by Duffie, Darrell & Malamud, Semyon & Manso, Gustavo - Dynamic directed random matching (RePEc:eee:jetheo:v:174:y:2018:i:c:p:124-183)
by Duffie, Darrell & Qiao, Lei & Sun, Yeneng - Stochastic equilibria with incomplete financial markets (RePEc:eee:jetheo:v:41:y:1987:i:2:p:405-416)
by Duffie, Darrell - An extension of the Black-Scholes model of security valuation (RePEc:eee:jetheo:v:46:y:1988:i:1:p:194-204)
by Duffie, Darrell - Corporate financial hedging with proprietary information (RePEc:eee:jetheo:v:53:y:1991:i:2:p:261-286)
by DeMarzo, Peter M. & Duffie, Darrell - Financial Market Innovation and Security Design: An Introduction (RePEc:eee:jetheo:v:65:y:1995:i:1:p:1-42)
by Duffie Darrell & Rahi Rohit - Central clearing and collateral demand (RePEc:eee:jfinec:v:116:y:2015:i:2:p:237-256)
by Duffie, Darrell & Scheicher, Martin & Vuillemey, Guillaume - Robust benchmark design (RePEc:eee:jfinec:v:142:y:2021:i:2:p:775-802)
by Duffie, Darrell & Dworczak, Piotr - Securities lending, shorting, and pricing (RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:307-339)
by Duffie, Darrell & Garleanu, Nicolae & Pedersen, Lasse Heje - Multi-period corporate default prediction with stochastic covariates (RePEc:eee:jfinec:v:83:y:2007:i:3:p:635-665)
by Duffie, Darrell & Saita, Leandro & Wang, Ke - The theory of value in security markets (RePEc:eee:matchp:4-31)
by Duffie, Darrell - Equilibrium in incomplete markets: I : A basic model of generic existence (RePEc:eee:mateco:v:14:y:1985:i:3:p:285-300)
by Duffie, Darrell & Shafer, Wayne - Competitive equilibria in general choice spaces (RePEc:eee:mateco:v:15:y:1986:i:1:p:1-23)
by Duffie, Darrell - Equilibrium in incomplete markets: II : Generic existence in stochastic economies (RePEc:eee:mateco:v:15:y:1986:i:3:p:199-216)
by Duffie, Darrell & Shafer, Wayne - Multiperiod security markets with differential information : Martingales and resolution times (RePEc:eee:mateco:v:15:y:1986:i:3:p:283-303)
by Duffie, Darrell & Huang, Chi-fu - PDE solutions of stochastic differential utility (RePEc:eee:mateco:v:21:y:1992:i:6:p:577-606)
by Duffie, Darrel & Lions, Pierre-Louis - Continuous-time security pricing : A utility gradient approach (RePEc:eee:mateco:v:23:y:1994:i:2:p:107-131)
by Duffie, Darrell & Skiadas, Costis - Efficient and equilibrium allocations with stochastic differential utility (RePEc:eee:mateco:v:23:y:1994:i:2:p:133-146)
by Duffie, Darrell & Geoffard, Pierre-Yves & Skiadas, Costis - Incomplete security markets with infinitely many states: An introduction (RePEc:eee:mateco:v:26:y:1996:i:1:p:1-8)
by Duffie, Darrell - Universal state prices and asymmetric information (RePEc:eee:mateco:v:38:y:2002:i:1-2:p:191-196)
by Duffie, Darrell & Kan, Rui - Money in general equilibrium theory (RePEc:eee:monchp:1-03)
by Duffie, Darrell - The New Palgrave: Finance : A book review (RePEc:eee:moneco:v:25:y:1990:i:3:p:477-480)
by Duffie, Darrell - Liquidation Risk (RePEc:fam:rpseri:rp29)
by Alexandre ZIEGLER & Darrell DUFFIE - Jackson Hole 2023 - Structural Changes in Financial Markets and the Conduct of Monetary Policy (RePEc:fip:fedkpr:97699)
by Darrell Duffie & Jeremy C. Stein - Explaining the U.S. tri-party repo market (RePEc:fip:fednep:y:2012:i:nov:p:17-28:n:v.18no.3)
by Adam Copeland & Darrell Duffie & Antoine Martin & Susan McLaughlin - What Quantity of Reserves Is Sufficient? (RePEc:fip:fednls:93089)
by Adam Copeland & Darrell Duffie & Yilin Yang - How the LIBOR Transition Affects the Supply of Revolving Credit (RePEc:fip:fednls:95592)
by Darrell Duffie & Cooperman Harry & Alena Kang-Landsberg & Stephan Luck & Zachry Wang & Yilin Yang - Policy perspectives on OTC derivatives market infrastructure (RePEc:fip:fednsr:424)
by Darrell Duffie & Ada Li & Theo Lubke - A sampling-window approach to transactions-based Libor fixing (RePEc:fip:fednsr:596)
by Darrell Duffie & David R. Skeie & James Vickery - Reserves Were Not So Ample After All (RePEc:fip:fednsr:92866)
by Adam Copeland & Darrell Duffie & Yilin Yang - How Abundant Are Reserves? Evidence from the Wholesale Payment System (RePEc:fip:fednsr:95218)
by Gara Afonso & Darrell Duffie & Lorenzo Rigon & Hyun Song Shin - Bank Funding Risk, Reference Rates, and Credit Supply (RePEc:fip:fednsr:95388)
by Darrell Duffie & Cooperman Harry & Stephan Luck & Zachry Wang & Yilin Yang - Market-Function Asset Purchases (RePEc:fip:fednsr:95722)
by Darrell Duffie & Frank M. Keane - Dealer Capacity and U.S. Treasury Market Functionality (RePEc:fip:fednsr:96553)
by Darrell Duffie & Michael J. Fleming & Frank M. Keane & Claire Nelson & Or Shachar & Peter Van Tassel - A Contractual Approach to Restructuring Financial Institutions (RePEc:hoo:bookch:1-6)
by Darrell Duffie - Policy Issues Facing the Market for Credit Derivatives (RePEc:hoo:bookch:2-8)
by Darrell Duffie - A Dialogue on the Costs and Benefits of Automatic Stays for Derivatives and Repurchase Agreements (RePEc:hoo:bookch:5-5)
by Darrell Duffie & David A. Skeel - Financial Market Infrastructure: Too Important to Fail (RePEc:hoo:bookch:8-11)
by Darrell Duffie - Resolution of Failing Central Counterparties (RePEc:hoo:bookch:9-4)
by Darrell Duffie - Financial Market Infrastructure: Too Important to Fail (RePEc:hoo:wpaper:14101)
by Darrell Duffie - Central Clearing and Collateral Demand (RePEc:hoo:wpaper:14104)
by Darrell Duffie & Martin Schneicher & Guillaume Vuillemey - Challenges to a Policy Treatment of Speculative Trading Motivated by Differences in Beliefs (RePEc:hoo:wpaper:14106)
by Darrell Duffie - Replumbing Our Financial System: Uneven Progress (RePEc:ijc:ijcjou:y:2013:q:0:a:12)
by Darrell Duffie - Financial Regulatory Reform After the Crisis: An Assessment (RePEc:inm:ormnsc:v:64:y:2018:i:10:p:4835-4857)
by Darrell Duffie - Preface to the Special Issue on Systemic Risk: Models and Mechanisms (RePEc:inm:oropre:v:64:y:2016:i:5:p:1053-1055)
by Rama Cont & Darrell Duffie & Paul Glasserman & Chris Rogers & Fernando Vega-Redondo - Market Pricing of Deposit Insurance (RePEc:kap:jfsres:v:24:y:2003:i:2:p:93-119)
by Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang - The Consumption-Based Capital Asset Pricing Model (RePEc:kud:kuiedp:8810)
by Darrell Duffie & William Zame - Comment on "Risk Topography" (RePEc:nbr:nberch:12413)
by Darrell Duffie - Systemic Risk Exposures: A 10-by-10-by-10 Approach (RePEc:nbr:nberch:12512)
by Darrell Duffie - Simulated Moments Estimation of Markov Models of Asset Prices (RePEc:nbr:nberte:0087)
by Darrell Duffie & Kenneth J. Singleton - Affine Processes and Application in Finance (RePEc:nbr:nberte:0281)
by Darrel Duffie & Damir Filipović & Walter Schachermayer - Multi-Period Corporate Failure Prediction with Stochastic Covariates (RePEc:nbr:nberwo:10743)
by Darrell Duffie & Ke Wang - Over-the-Counter Markets (RePEc:nbr:nberwo:10816)
by Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen - Common Failings: How Corporate Defaults are Correlated (RePEc:nbr:nberwo:11961)
by Sanjiv Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita - Multi-Period Corporate Default Prediction With Stochastic Covariates (RePEc:nbr:nberwo:11962)
by Darrell Duffie & Leandro Siata & Ke Wang - Valuation in Over-the-Counter Markets (RePEc:nbr:nberwo:12020)
by Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen - The Exact Law of Large Numbers for Independent Random Matching (RePEc:nbr:nberwo:17280)
by Darrell Duffie & Yeneng Sun - Systemic Risk Exposures: A 10-by-10-by-10 Approach (RePEc:nbr:nberwo:17281)
by Darrell Duffie - Information Percolation in Segmented Markets (RePEc:nbr:nberwo:17295)
by Darrell Duffie & Semyon Malamud & Gustavo Manso - Capital Mobility and Asset Pricing (RePEc:nbr:nberwo:17296)
by Darrell Duffie & Bruno Strulovici - Central Clearing and Collateral Demand (RePEc:nbr:nberwo:19890)
by Darrell Duffie & Martin Scheicher & Guillaume Vuillemey - Robust Benchmark Design (RePEc:nbr:nberwo:20540)
by Darrell Duffie & Piotr Dworczak - Benchmarks in Search Markets (RePEc:nbr:nberwo:20620)
by Darrell Duffie & Piotr Dworczak & Haoxiang Zhu - Size Discovery (RePEc:nbr:nberwo:21696)
by Darrell Duffie & Haoxiang Zhu - Dynamic Directed Random Matching (RePEc:nbr:nberwo:21731)
by Darrell Duffie & Lei Qiao & Yeneng Sun - Funding Value Adjustments (RePEc:nbr:nberwo:23680)
by Leif Andersen & Darrell Duffie & Yang Song - Augmenting Markets with Mechanisms (RePEc:nbr:nberwo:24146)
by Samuel Antill & Darrell Duffie - Corporate Credit Risk Premia (RePEc:nbr:nberwo:24213)
by Antje Berndt & Rohan Douglas & Darrell Duffie & Mark Ferguson - Market Fragmentation (RePEc:nbr:nberwo:26828)
by Daniel Chen & Darrell Duffie - Reserves Were Not So Ample After All (RePEc:nbr:nberwo:29090)
by Adam Copeland & Darrell Duffie & Yilin Yang - How Abundant Are Reserves? Evidence from the Wholesale Payment System (RePEc:nbr:nberwo:30736)
by Gara Afonso & Darrell Duffie & Lorenzo Rigon & Hyun Song Shin - Bank Funding Risk, Reference Rates, and Credit Supply (RePEc:nbr:nberwo:30907)
by Harry R. Cooperman & Darrell Duffie & Stephan Luck & Zachry Z. Wang & Yilin Yang - Transform Analysis and Asset Pricing for Affine Jump-Diffusions (RePEc:nbr:nberwo:7105)
by Darrell Duffie & Jun Pan & Kenneth Singleton - Large Portfolio Losses (RePEc:nbr:nberwo:9177)
by Amir Dembo & Jean-Deominique Deuschel & Darrell Duffie - Capital Mobility and Asset Pricing (RePEc:nwu:cmsems:1478)
by Darrell Duffie & Bruno Strulovici - Does a Central Clearing Counterparty Reduce Counterparty Risk? (RePEc:oup:rasset:v:1:y:2011:i:1:p:74-95.)
by Darrell Duffie & Haoxiang Zhu - Augmenting Markets with Mechanisms
[Optimal Execution of Portfolio Transactions] (RePEc:oup:restud:v:88:y:2021:i:4:p:1665-1719.)
by Samuel Antill & Darrell Duffie - Corporate Credit Risk Premia
[Fallen angels and price pressure] (RePEc:oup:revfin:v:22:y:2018:i:2:p:419-454.)
by Antje Berndt & Rohan Douglas & Darrell Duffie & Mark Ferguson - Modeling Term Structures of Defaultable Bonds (RePEc:oup:rfinst:v:12:y:1999:i:4:p:687-720)
by Duffie, Darrell & Singleton, Kenneth J - Valuation in Over-the-Counter Markets (RePEc:oup:rfinst:v:20:y:2007:i:6:p:1865-1900)
by Darrell Duffie & Nicolae Gârleanu & Lasse Heje Pedersen - Size Discovery (RePEc:oup:rfinst:v:30:y:2017:i:4:p:1095-1150.)
by Darrell Duffie & Haoxiang Zhu - Asset Pricing with Stochastic Differential Utility (RePEc:oup:rfinst:v:5:y:1992:i:3:p:411-36)
by Duffie, Darrell & Epstein, Larry G - Corporate Incentives for Hedging and Hedge Accounting (RePEc:oup:rfinst:v:8:y:1995:i:3:p:743-71)
by DeMarzo, Peter M & Duffie, Darrell - Measuring Corporate Default Risk (RePEc:oxp:obooks:9780199279234)
by Duffie, Darrell - Comment (RePEc:pal:intecp:978-1-349-11029-2_27)
by Darrell Duffie - Introduction (RePEc:pup:chapts:9261-1)
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 - Introduction (RePEc:pup:chapts:9371-1)
by Darrell Duffie - Over-The-Counter Markets (RePEc:pup:chapts:9623-1)
by Darrell Duffie - The Squam Lake Report: Fixing the Financial System (RePEc:pup:pbooks:9261)
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 - How Big Banks Fail and What to Do about It (RePEc:pup:pbooks:9371)
by Darrell Duffie - Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets (RePEc:pup:pbooks:9623)
by Darrell Duffie - Over the Counter Search Frictions: A Case Study of the Federal Funds Market (RePEc:red:sed007:999)
by Adam Ashcraft & Darrell Duffie - Information Percolation (RePEc:red:sed008:471)
by Gustavo Manso & Gaston Giroux & Darrell Duffie - Capital Mobility and Asset Pricing (RePEc:red:sed009:87)
by Bruno Strulovici & Darrell Duffie - Benchmarks in Search Markets (RePEc:red:sed015:51)
by Piotr Dworczak & Haoxiang Zhu & Darrell Duffie - The Failure Mechanics of Dealer Banks (RePEc:rnp:ecopol:1042)
by Darrell, Duffie - Analytical value-at-risk with jumps and credit risk (RePEc:spr:finsto:v:5:y:2001:i:2:p:155-180)
by Jun Pan & Darrell Duffie - Large portfolio losses (RePEc:spr:finsto:v:8:y:2004:i:1:p:3-16)
by Amir Dembo & Jean-Dominique Deuschel & Darrell Duffie - A term structure model with preferences for the timing of resolution of uncertainty (*) (RePEc:spr:joecth:v:9:y:1996:i:1:p:3-22)
by Costis Skiadas & Mark Schroder & Darrell Duffie - Dollar Funding Stresses in ChinaChina (RePEc:spr:sprchp:978-3-031-26482-5_7)
by Laura E. Kodres & Leslie Sheng Shen & Darrell Duffie - Credit Swap Valuation (RePEc:taf:ufajxx:v:55:y:1999:i:1:p:73-87)
by Darrell Duffie - Risk and Valuation of Collateralized Debt Obligations (RePEc:taf:ufajxx:v:57:y:2001:i:1:p:41-59)
by Darrell Duffie & Nicolae Gârleanu - Floating–Fixed Credit Spreads (RePEc:taf:ufajxx:v:57:y:2001:i:3:p:76-87)
by Darrell Duffie & Jun Liu - Liquidation Risk (RePEc:taf:ufajxx:v:59:y:2003:i:3:p:42-51)
by Darrell Duffie & Alexandre Ziegler - Multi-Period Corporate Default Prediction With Stochastic Covariates (RePEc:tky:fseres:2005cf373)
by Darrel Duffie & Leandro Saita & Ke Wang - Challenges to a Policy Treatment of Speculative Trading Motivated by Differences in Beliefs (RePEc:ucp:jlstud:doi:10.1086/677836)
by Darrell Duffie - Asset Pricing with Heterogeneous Consumers (RePEc:ucp:jpolec:v:104:y:1996:i:2:p:219-40)
by Constantinides, George M & Duffie, Darrell - Comment (RePEc:ucp:macann:doi:10.1086/664001)
by Darrell Duffie - Across‐the‐Curve Credit Spread Indices (RePEc:wly:finmar:v:32:y:2023:i:3:p:115-130)
by Antje Berndt & Darrell Duffie & Yichao Zhu - Implementing Arrow-Debreu Equilibria By Continuous Trading Of Few Long-Lived Securities (RePEc:wsi:wschap:9789812701022_0004)
by Darrell Duffie & Chi-Fu Huang - Market Pricing of Deposit Insurance (RePEc:wsi:wschap:9789812819222_0022)
by Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang