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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
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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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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
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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
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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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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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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
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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
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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
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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