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LARGE PORTFOLIO LOSSES
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Duffie, Darrell
501
Pedersen, Lasse Heje
44
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30
Singleton, Kenneth J.
30
Malamud, Semyon
23
Garleanu, Nicolae
21
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18
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17
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ECONIS (ZBW)
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131
Robust benchmark design
Duffie, Darrell
;
Dworczak, Piotr
-
2014
Persistent link: https://www.econbiz.de/10010423509
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132
Information percolation in segmented markets
Duffie, Darrell
;
Malamud, Semyon
;
Manso, Gustavo
- In:
Journal of economic theory
153
(
2014
),
pp. 1-32
Persistent link: https://www.econbiz.de/10010479522
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133
Capital mobility and asset pricing
Duffie, Darrell
;
Strulovici, Bruno
-
2011
Persistent link: https://www.econbiz.de/10009296395
Saved in:
134
The exact law of large numbers for independent random matching
Duffie, Darrell
;
Sun, Yeneng
-
2011
Persistent link: https://www.econbiz.de/10009296417
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135
Does a central clearing counterparty reduce counterparty risk?
Duffie, Darrell
;
Zhu, Haoxiang
- In:
Review of asset pricing studies
1
(
2011
)
1
,
pp. 74-95
Persistent link: https://www.econbiz.de/10009388958
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136
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
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137
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
Saved in:
138
Multi-period corporate failure prediction with stochastic covariates
Duffie, Darrell
;
Wang, Ke
-
2004
Persistent link: https://www.econbiz.de/10002221321
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139
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:
140
Over-the-counter markets
Duffie, Darrell
;
Garleanu, Nicolae
;
Pedersen, Lasse Heje
-
2004
Persistent link: https://www.econbiz.de/10002367589
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