Narrow search
Showing 91 - 100 of 688
Cover Image
Reforming LIBOR and other financial market benchmarks
Duffie, Darrell; Stein, Jeremy C. - In: The journal of economic perspectives : EP ; a journal … 29 (2015) 2, pp. 191-212
Persistent link: https://www.econbiz.de/10011409490
Cover Image
Innovations in credit risk transfer : implications for financial stability
Duffie, Darrell - 2008
Banks and other lenders often transfer credit risk to liberate capital for further loan intermediation. This paper aims to explore the design, prevalence and effectiveness of credit risk transfer (CRT). The focus is on the costs and benefits for the efficiency and stability of the financial...
Persistent link: https://www.econbiz.de/10003750969
Cover Image
Multi-period corporate failure prediction with stochastic covariates
Duffie, Darrell; Wang, Ke - 2004
Persistent link: https://www.econbiz.de/10002221321
Cover Image
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
Cover Image
Over-the-counter markets
Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje - 2004
Persistent link: https://www.econbiz.de/10002367589
Cover Image
Measuring default risk premia from default swap rates and EDFs
Berndt, Antje; Douglas, Rohan; Duffie, Darrell; … - 2005
Persistent link: https://www.econbiz.de/10002671389
Cover Image
Market pricing of deposit insurance
Duffie, Darrell; Jarrow, Robert A.; Purnanandam, Amiyatosh - In: Journal of financial services research : JFSR 24 (2003) 2/3, pp. 93-119
Persistent link: https://www.econbiz.de/10001850756
Cover Image
Estimation of continuous-time Markov processes sampled at random time intervals
Duffie, Darrell; Glynn, Peter W. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 6, pp. 1773-1808
Persistent link: https://www.econbiz.de/10002435480
Cover Image
A yield-factor model of interest rates
Duffie, Darrell - In: Mathematical finance : an international journal of … 6 (1996) 4, pp. 379-406
Persistent link: https://www.econbiz.de/10001208931
Cover Image
Special issue on equilibrium with incomplete markets and an infinite statespace
Duffie, Darrell (contributor) - In: Journal of mathematical economics 26 (1996) 1
Persistent link: https://www.econbiz.de/10001209478