//--> //--> //--> //-->
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
Analytical value-at-risk with...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
132
Theory
131
Kreditrisiko
42
Credit risk
41
OTC market
40
OTC-Handel
40
USA
40
United States
39
CAPM
38
Finanzkrise
31
Welt
29
World
29
Financial crisis
28
Financial market
27
Finanzmarkt
27
Risikoprämie
24
Börsenkurs
23
Risk premium
23
Search theory
22
Share price
22
Suchtheorie
22
Wertpapierhandel
22
Asymmetric information
20
Asymmetrische Information
20
Derivat
20
Derivative
20
Securities trading
20
Yield curve
20
Zinsstruktur
20
Financial market regulation
18
Finanzmarktregulierung
18
Insolvency
18
Insolvenz
18
Clearing
17
Liquidität
17
Volatility
17
Volatilität
17
Financial clearing
16
Portfolio selection
16
Portfolio-Management
16
more ...
less ...
Online availability
All
Free
246
Undetermined
127
Type of publication
All
Book / Working Paper
342
Article
281
Other
1
Type of publication (narrower categories)
All
Working Paper
98
Article in journal
95
Aufsatz in Zeitschrift
95
Graue Literatur
90
Non-commercial literature
90
Arbeitspapier
88
Aufsatz im Buch
13
Book section
13
Bibliografie enthalten
3
Bibliography included
3
Lehrbuch
3
Textbook
3
Collection of articles of several authors
2
Sammelwerk
2
Article
1
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
Rezension
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
362
Undetermined
260
Italian
2
Spanish
1
Author
All
Duffie, Darrell
500
Pan, Jun
120
Pedersen, Lasse Heje
49
Singleton, Kenneth J.
43
Manso, Gustavo
30
Wang, Jiang
25
Malamud, Semyon
23
Liu, Jun
22
Garleanu, Nicolae
21
Zhu, Haoxiang
19
Saita, Leandro
18
Wang, Ke
17
Longstaff, Francis A.
16
Gârleanu, Nicolae
14
Hu, Grace Xing
14
Sun, Yeneng
14
Berndt, Antje
13
Dworczak, Piotr
13
Hong, Claire Yurong
13
Strulovici, Bruno
12
Lu, Xiaomeng
11
Douglas, Rohan
10
Ferguson, Mark
10
Hu, Xing
10
Poteshman, Allen M.
10
Scheicher, Martin
10
Shin, Hyun Song
10
Vuillemey, Guillaume
10
Li, Ada
9
Kapadia, Nikunj
8
Yang, Yilin
8
Bao, Jack
7
Copeland, Adam
7
DeMarzo, Peter M.
7
Dembo, Amir
7
Afonso, Gara
6
Antill, Samuel
6
DUFFIE, Darrell
6
Kan, Rui
6
Luck, Stephan
6
more ...
less ...
Institution
All
National Bureau of Economic Research
34
National Bureau of Economic Research (NBER)
20
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
Bank für Internationalen Zahlungsausgleich <Basel>
2
Federal Reserve Bank of New York
2
National Centre of Competence in ResearchFinancial Valuation and Risk Management
2
Sloan School of Management, Massachusetts Institute of Technology (MIT)
2
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
1
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 Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
1
Charles A. Dice Center for Research in Financial Economics, Fisher College of Business
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
University of British Columbia / Finance Division
1
Université de Lausanne / Institut de gestion bancaire et financière
1
Økonomisk Institut, Københavns Universitet
1
more ...
less ...
Published in...
All
NBER working paper series
35
NBER Working Paper
32
Working paper / National Bureau of Economic Research, Inc.
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
The journal of finance : the journal of the American Finance Association
21
The review of financial studies
19
NBER Working Papers
18
Working paper / National Bureau of Economic Research, Inc
14
Journal of Finance
12
Journal of financial economics
12
Econometrica
11
Journal of economic theory
11
NYU Working Paper
10
Rock Center for Corporate Governance at Stanford University working paper series
9
Stanford University Graduate School of Business research paper
9
Journal of Mathematical Economics
8
Staff reports / Federal Reserve Bank of New York
8
Journal of mathematical economics
7
Staff Report
7
Journal of Economic Theory
6
Research Papers / Graduate School of Business, Stanford University
6
Review of Financial Studies
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
Financial analysts' journal : FAJ
4
Journal of Economic Dynamics and Control
4
Journal of Financial Economics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research paper series / Swiss Finance Institute
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
Economics Working Papers / Hoover Institution on War Revolution & Peace, Stanford University
3
more ...
less ...
Source
All
ECONIS (ZBW)
370
RePEc
145
OLC EcoSci
76
EconStor
11
USB Cologne (EcoSocSci)
11
USB Cologne (business full texts)
9
BASE
1
Other ZBW resources
1
more ...
less ...
Showing
151
-
160
of
624
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
151
Presidential address : asset price dynamics with slow-moving capital
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
65
(
2010
)
4
,
pp. 1237-1268
Persistent link: https://www.econbiz.de/10009011030
Saved in:
152
Systemic risk exposures : a 10-by-10-by-10 approach
Duffie, Darrell
- In:
Risk topography : systemic risk and macro modeling
,
(pp. 47-56)
.
2014
Persistent link: https://www.econbiz.de/10010408520
Saved in:
153
Measuring corporate default risk
Duffie, Darrell
-
2011
-
1. publ.
Persistent link: https://www.econbiz.de/10009236171
Saved in:
154
Systemic risk exposures : a 10-by-10-by-10 approach
Duffie, Darrell
-
2011
Persistent link: https://www.econbiz.de/10009296420
Saved in:
155
Credit risk modeling with affine processes
Duffie, Darrell
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2751-2802
Persistent link: https://www.econbiz.de/10003121049
Saved in:
156
Black, Merton, and Scholes : their central constributions to economics
Duffie, Darrell
- In:
The legacy of Fischer Black
,
(pp. 286-298)
.
2005
Persistent link: https://www.econbiz.de/10003404115
Saved in:
157
Credit swap valuation
Duffie, Darrell
- In:
Credit risk models and management
,
(pp. 375-401)
.
2004
Persistent link: https://www.econbiz.de/10002432624
Saved in:
158
Dynamic asset pricing theory
Duffie, Darrell
-
1996
-
2. ed.
Persistent link: https://www.econbiz.de/10004308936
Saved in:
159
Resilience redux in the US Treasury market
Duffie, Darrell
-
2023
Persistent link: https://www.econbiz.de/10014476664
Saved in:
160
Silicon Valley Bank and beyond : regulating for liquidity
Duffie, Darrell
- In:
Getting monetary policy back on track
,
(pp. 71-77)
.
2024
Persistent link: https://www.econbiz.de/10014512785
Saved in:
First
Prev
12
13
14
15
16
17
18
19
20
21
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->