//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Stochastic equilibria with inc...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
123
Theory
122
OTC market
40
OTC-Handel
40
CAPM
36
Kreditrisiko
32
Credit risk
31
Finanzkrise
31
Financial crisis
28
USA
27
United States
26
Welt
25
World
25
Search theory
22
Suchtheorie
22
Wertpapierhandel
21
Zinsstruktur
20
Derivat
19
Derivative
19
Securities trading
19
Yield curve
19
Financial market
18
Financial market regulation
18
Finanzmarkt
18
Finanzmarktregulierung
18
Asymmetric information
17
Asymmetrische Information
17
Clearing
17
Insolvency
17
Insolvenz
17
Financial clearing
16
Estimation
14
Risikoprämie
14
Schätzung
14
Benchmarking
13
Option pricing theory
13
Optionspreistheorie
13
Risk premium
13
Bank regulation
12
Bankenliquidität
12
more ...
less ...
Online availability
All
Free
191
Undetermined
113
Type of publication
All
Book / Working Paper
283
Article
246
Type of publication (narrower categories)
All
Working Paper
83
Article in journal
78
Aufsatz in Zeitschrift
78
Graue Literatur
77
Non-commercial literature
77
Arbeitspapier
74
Aufsatz im Buch
12
Book section
12
Bibliografie enthalten
3
Bibliography included
3
Lehrbuch
3
Textbook
3
Collection of articles of several authors
2
Rezension
2
Sammelwerk
2
Conference paper
1
Conference proceedings
1
Glossar enthalten
1
Glossary included
1
Hochschulschrift
1
Konferenzbeitrag
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
297
Undetermined
230
Italian
2
Spanish
1
Author
All
Duffie, Darrell
500
Pedersen, Lasse Heje
44
Manso, Gustavo
30
Singleton, Kenneth J.
30
Malamud, Semyon
23
Garleanu, Nicolae
21
Saita, Leandro
20
Wang, Ke
19
Gârleanu, Nicolae
14
Sun, Yeneng
14
Zhu, Haoxiang
14
Berndt, Antje
13
Dworczak, Piotr
13
Pan, Jun
13
Strulovici, Bruno
12
Duffie, D.
11
Douglas, Rohan
10
Ferguson, Mark
10
Scheicher, Martin
10
Shin, Hyun Song
10
Vuillemey, Guillaume
10
Li, Ada
9
Kapadia, Nikunj
8
Yang, Yilin
8
Copeland, Adam
7
DeMarzo, Peter M.
7
Dembo, Amir
7
Duffie, Darrel
7
Afonso, Gara
6
Antill, Samuel
6
DUFFIE, Darrell
6
Kan, Rui
6
Luck, Stephan
6
Rigon, Lorenzo
6
Skiadas, Costis
6
Campbell, John Y.
5
Chen, Daniel
5
Cochrane, John H.
5
Cooperman, Harry
5
DUFFIE, DARRELL
5
more ...
less ...
Institution
All
National Bureau of Economic Research
25
National Bureau of Economic Research (NBER)
16
Graduate School of Business, Stanford University
6
Bank for International Settlements (BIS)
3
Econometric Society
3
Hoover Institution on War Revolution & Peace, Stanford University
3
Society for Economic Dynamics - SED
3
University of Bonn, Germany
3
Bank für Internationalen Zahlungsausgleich <Basel>
2
Federal Reserve Bank of New York
2
National Centre of Competence in ResearchFinancial Valuation and Risk Management
2
Bank of England
1
Becker Friedman Institute for Research in Economics, University of Chicago
1
C.E.P.R. Discussion Papers
1
Carnegie Mellon University, Tepper School of Business
1
Center for Advanced Research in Finance, Faculty of Economics
1
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
1
Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
1
East Asian Bureau of Economic Research (EABER)
1
European Central Bank
1
National Centre of Competence in Research - Financial Valuation and Risk Management
1
Oxford University Press
1
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Swiss Finance Institute
1
Swiss National Centre of Competence in Research North South <Bern>
1
UCLA Department of Economics
1
Université de Lausanne / Institut de gestion bancaire et financière
1
Wirtschaftsuniversität <Wien>
1
Økonomisk Institut, Københavns Universitet
1
more ...
less ...
Published in...
All
NBER working paper series
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
NBER Working Paper
22
Working paper / National Bureau of Economic Research, Inc.
20
The journal of finance : the journal of the American Finance Association
15
NBER Working Papers
14
The review of financial studies
13
Econometrica
11
Journal of economic theory
10
Journal of mathematical economics
10
NYU Working Paper
10
Working paper / National Bureau of Economic Research, Inc
10
Journal of Mathematical Economics
9
Rock Center for Corporate Governance at Stanford University working paper series
9
Stanford University Graduate School of Business research paper
9
Staff reports / Federal Reserve Bank of New York
8
Journal of Finance
7
Staff Report
7
Journal of Economic Theory
6
Journal of financial economics
6
Research Papers / Graduate School of Business, Stanford University
6
Journal of economic dynamics & control
5
Rock Center for Corporate Governance at Stanford University Working Paper
5
Stanford University Graduate School of Business Research Paper
5
Working paper
5
BIS Working Papers
4
FINRISK Working Paper Series
4
FRB of New York Staff Report
4
Finance and stochastics
4
Financial analysts' journal : FAJ
4
Journal of Economic Dynamics and Control
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research paper series / Swiss Finance Institute
4
Review of Financial Studies
4
Swiss Finance Institute Research Paper Series
4
The American economic review
4
The journal of economic perspectives : EP ; a journal of the American Economic Association
4
BIS Working Paper
3
BIS working papers
3
Discussion Paper Serie A
3
more ...
less ...
Source
All
ECONIS (ZBW)
297
RePEc
132
OLC EcoSci
69
USB Cologne (EcoSocSci)
11
USB Cologne (business full texts)
10
EconStor
9
Other ZBW resources
1
more ...
less ...
Showing
101
-
110
of
529
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
101
Liquidation risk
Ziegler, Alexandre
;
Duffie, Darrell
-
2001
Persistent link: https://www.econbiz.de/10001592003
Saved in:
102
Large portfolio losses
Dembo, Amir
;
Deuschel, Jean-Dominique
;
Duffie, Darrell
-
2002
Persistent link: https://www.econbiz.de/10001699426
Saved in:
103
Affine processes and applications in finance
Duffie, Darrell
;
Filipović, Damir
;
Schachermayer, Walter
-
2002
Persistent link: https://www.econbiz.de/10001704101
Saved in:
104
Universal state prices and asymmetric information
Duffie, Darrell
;
Kan, Rui
- In:
Journal of mathematical economics
38
(
2002
)
1/2
,
pp. 191-196
Persistent link: https://www.econbiz.de/10001717034
Saved in:
105
Credit risk : pricing, measurement, and management
Duffie, Darrell
;
Singleton, Kenneth J.
-
2003
Persistent link: https://www.econbiz.de/10001685614
Saved in:
106
Securities lending, shorting, and pricing
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
66
(
2002
)
2/3
,
pp. 307-339
Persistent link: https://www.econbiz.de/10001712419
Saved in:
107
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
Saved in:
108
Large portfolio losses
Dembo, Amir
;
Deuschel, Jean-Dominique
;
Duffie, Darrell
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10001910658
Saved in:
109
Simulating correlated defaults
Duffie, Darrell
;
Singleton, Kenneth J.
-
1998
Persistent link: https://www.econbiz.de/10001509438
Saved in:
110
Analytical value-at-risk with jumps and credit risk
Duffie, Darrell
;
Pan, Jun
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 155-180
Persistent link: https://www.econbiz.de/10001571486
Saved in:
First
Prev
7
8
9
10
11
12
13
14
15
16
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->