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~person:"Duffie, Darrell"
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Duffie, Darrell
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Fragmenting markets : post-crisis bank regulations and financial market liquidity
Duffie, Darrell
-
2023
Persistent link: https://www.econbiz.de/10012108239
Saved in:
2
Fragmenting markets : post-crisis bank regulations and financial market liquidity
Duffie, Darrell
-
2023
Post-crisis capital regulations and new failure-resolution rules increased the funding costs that are borne by bank shareholders, and thus the cost to buy-side firms for access to space on the balance sheets of large banks. A policy implication is the encouragement of market infrastructure and...
Persistent link: https://www.econbiz.de/10014550494
Saved in:
3
Transactions costs and portfolio choice in a discrete-continuous-time setting
Duffie, Darrell
- In:
Journal of economic dynamics & control
14
(
1990
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10001085219
Saved in:
4
Asset pricing with stochastic differential utility
Duffie, Darrell
;
Epstein, Larry G.
-
1991
Persistent link: https://www.econbiz.de/10000827226
Saved in:
5
The consumption-based capital asset pricing model
Duffie, Darrell
;
Zame, William R.
-
1988
Persistent link: https://www.econbiz.de/10000754760
Saved in:
6
Dynamic asset pricing theory
Duffie, Darrell
-
1992
Persistent link: https://www.econbiz.de/10000322723
Saved in:
7
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:
8
Dynamic asset pricing theory
Duffie, Darrell
-
1996
-
2. ed.
Persistent link: https://www.econbiz.de/10009700845
Saved in:
9
Over-the-counter markets
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
6
,
pp. 1815-1847
Persistent link: https://www.econbiz.de/10003185747
Saved in:
10
Over-the-counter markets
Duffie, Darrell
;
Garleanu, Nicolae
;
Pedersen, Lasse Heje
-
2004
Persistent link: https://www.econbiz.de/10002367589
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