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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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The journal of finance : the journal of the American Finance Association
NBER working paper series
25
NBER Working Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Presidential address : asset price dynamics with slow-moving capital
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
65
(
2010
)
4
,
pp. 1237-1268
Persistent link: https://www.econbiz.de/10009011030
Saved in:
2
Special repo rates
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 493-526
Persistent link: https://www.econbiz.de/10001205904
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3
Frailty correlated default
Duffie, Darrell
;
Eckner, Andreas
;
Horel, Guillaume
; …
- In:
The journal of finance : the journal of the American …
64
(
2009
)
5
,
pp. 2089-2123
Persistent link: https://www.econbiz.de/10003899587
Saved in:
4
Common failings : how corporate defaults are correlated
Das, Sanjiv R.
;
Duffie, Darrell
;
Kapadia, Nikunj
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 93-118
Persistent link: https://www.econbiz.de/10003425753
Saved in:
5
Modeling sovereign yield spreads : a case study of Russian debt
Duffie, Darrell
;
Pedersen, Lasse Heje
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 119-159
Persistent link: https://www.econbiz.de/10001737267
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6
Swap rates and credit quality
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
51
(
1996
)
3
,
pp. 921-949
Persistent link: https://www.econbiz.de/10001203636
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7
An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
Saved in:
8
Benchmarks in search markets
Duffie, Darrell
;
Dworczak, Piotr
;
Zhu, Haoxiang
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 1983-2044
Persistent link: https://www.econbiz.de/10011764335
Saved in:
9
Special Repo Rates
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 493-526
Persistent link: https://www.econbiz.de/10007313242
Saved in:
10
Common Failings: How Corporate Defaults Are Correlated
Das, Sanjivr
;
Duffie, Darrell
;
Kapadia, Nikunj
;
Saita, …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 93-118
Persistent link: https://www.econbiz.de/10007396572
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