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Sharpe ratios in term structur...
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Moral hazard and adverse selection in the originate-to-distribute model of bank credit: comment
Duffee, Greg
- In:
Journal of monetary economics
56
(
2009
)
5
,
pp. 744-747
Persistent link: https://www.econbiz.de/10003884258
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2
Treasury yields and corporate bond yield spreads : an empirical analysis
Duffee, Greg
-
1996
Persistent link: https://www.econbiz.de/10000939506
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3
Estimating the price of default risk
Duffee, Greg
-
1996
Persistent link: https://www.econbiz.de/10000946480
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4
On measuring credit risks of derivative instruments
Duffee, Greg
- In:
Journal of banking & finance
20
(
1996
)
5
,
pp. 805-833
Persistent link: https://www.econbiz.de/10001203315
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5
Idiosyncratic variation of Treasury bill yields
Duffee, Greg
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 527-551
Persistent link: https://www.econbiz.de/10001205902
Saved in:
6
The relation between treasury yields and corporate bond yield spreads
Duffee, Greg
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2225-2241
Persistent link: https://www.econbiz.de/10001251907
Saved in:
7
Stock returns and volatility : a firm-level analysis
Duffee, Greg
- In:
Journal of financial economics
37
(
1995
)
3
,
pp. 399-420
Persistent link: https://www.econbiz.de/10001174140
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8
The importance of market psychology in the determination of stock market volatility
Duffee, Greg
-
1990
Persistent link: https://www.econbiz.de/10000929486
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9
Term premia and interest rate forecasts in affine models
Duffee, Greg
- In:
The journal of finance : the journal of the American …
57
(
2002
)
1
,
pp. 405-443
Persistent link: https://www.econbiz.de/10001650385
Saved in:
10
Term premia and interest rate forecasts in affine models
Duffee, Greg
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
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