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Duffie, Darrell
60
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26
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24
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Working paper / National Bureau of Economic Research, Inc
20
The review of financial studies
18
The journal of finance : the journal of the American Finance Association
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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
8
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Financial analysts' journal : FAJ
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NBER macroeconomics annual
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Risk : managing risk in the world's financial markets
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1
How sovereign is sovereign credit risk?
Longstaff, Francis A.
;
Pan, Jun
;
Pedersen, Lasse Heje
; …
- In:
American economic journal / Macroeconomics : a journal …
3
(
2011
)
2
,
pp. 75-103
Persistent link: https://www.econbiz.de/10009904004
Saved in:
2
An Econometric Model of the Term Structure of Interest-Rate Swap Yields
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1287-1322
Persistent link: https://www.econbiz.de/10007368129
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3
Simulated Moments Estimation of Markov Models of Asset Prices
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 929-952
Persistent link: https://www.econbiz.de/10006805375
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4
BOOK REVIEWS - 'Credit Risk. Pricing, Measurement, and Management'
Embrechts, P.
;
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
Astin bulletin : the journal of the International …
34
(
2004
)
1
,
pp. 264-266
Persistent link: https://www.econbiz.de/10008214641
Saved in:
5
Modeling Term Structures of Defaultable Bonds
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 687-720
Persistent link: https://www.econbiz.de/10007055453
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6
Over-the-Counter Markets
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
6
,
pp. 1815-1848
Persistent link: https://www.econbiz.de/10006750275
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7
Securities lending, shorting, and pricing
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
66
(
2002
)
2
,
pp. 307-340
Persistent link: https://www.econbiz.de/10006508359
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8
Valuation in Over-the-Counter Markets
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The review of financial studies
20
(
2007
)
6
,
pp. 1865-1900
Persistent link: https://www.econbiz.de/10007884945
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9
Valuation in Over-the-Counter Markets
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The review of financial studies
20
(
2007
)
6
,
pp. 1865-1900
Persistent link: https://www.econbiz.de/10007887701
Saved in:
10
Valuation in Over-the-Counter Markets
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The review of financial studies
20
(
2007
)
6
,
pp. 1865-1900
Persistent link: https://www.econbiz.de/10007873244
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