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Multi-period corporate default prediction with stochastic covariates
Duffie, Darrell; Saita, Leandro; Wang, Ke - In: Journal of financial economics 83 (2007) 3, pp. 635-665
Persistent link: https://www.econbiz.de/10003439375
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Central clearing and collateral demand
Duffie, Darrell; Scheicher, Martin; Vuillemey, Guillaume - In: Journal of financial economics 116 (2015) 2, pp. 237-256
Persistent link: https://www.econbiz.de/10011348524
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Securities lending, shorting, and pricing
Duffie, Darrell; Gârleanu, Nicolae; Pedersen, Lasse Heje - In: Journal of financial economics 66 (2002) 2/3, pp. 307-339
Persistent link: https://www.econbiz.de/10001712419
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Robust benchmark design
Duffie, Darrell; Dworczak, Piotr - In: Journal of financial economics 142 (2021) 2, pp. 775-802
Persistent link: https://www.econbiz.de/10013260062
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Securities lending, shorting, and pricing
Duffie, Darrell; Gârleanu, Nicolae; Pedersen, Lasse Heje - In: Journal of financial economics 66 (2002) 2, pp. 307-340
Persistent link: https://www.econbiz.de/10006508359
Cover Image
Multi-period corporate default prediction with stochastic covariates
Duffie, Darrell; Saita, Leandro; Wang, Ke - In: Journal of financial economics 83 (2007) 3, pp. 635-666
Persistent link: https://www.econbiz.de/10007604736