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LARGE PORTFOLIO LOSSES
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Compression auctions : with an application to LIBOR-SOFR swap conversion
Duffie, Darrell
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2018
Persistent link: https://www.econbiz.de/10011941937
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Corporate credit risk premia
Berndt, Antje
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Douglas, Rohan
;
Duffie, Darrell
; …
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2017
Persistent link: https://www.econbiz.de/10011786686
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Augmenting markets with mechanisms
Antill, Samuel
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Duffie, Darrell
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2017
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Preliminary draft
Persistent link: https://www.econbiz.de/10011786704
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4
Bank funding risk, reference rates, and credit supply
Cooperman, Harry R.
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Duffie, Darrell
;
Yang, Yilin
; …
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2023
Persistent link: https://www.econbiz.de/10014246457
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How abundant are reserves? : evidence from the wholesale payment system
Afonso, Gara
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Duffie, Darrell
;
Rigon, Lorenzo
;
Shin, …
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2022
Persistent link: https://www.econbiz.de/10014246540
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