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Analytical value-at-risk with...
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120
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49
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43
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30
Wang, Jiang
25
Malamud, Semyon
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22
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241
Capital mobility and asset pricing
Duffie, Darrell
;
Strulovici, Bruno
-
2011
Persistent link: https://www.econbiz.de/10009296395
Saved in:
242
The exact law of large numbers for independent random matching
Duffie, Darrell
;
Sun, Yeneng
-
2011
Persistent link: https://www.econbiz.de/10009296417
Saved in:
243
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
Saved in:
244
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
Saved in:
245
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:
246
Multi-period corporate failure prediction with stochastic covariates
Duffie, Darrell
;
Wang, Ke
-
2004
Persistent link: https://www.econbiz.de/10002221321
Saved in:
247
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:
248
Over-the-counter markets
Duffie, Darrell
;
Garleanu, Nicolae
;
Pedersen, Lasse Heje
-
2004
Persistent link: https://www.econbiz.de/10002367589
Saved in:
249
Implementing Arrow-Debreu equilibria by continous trading of few long-lived securities
Duffie, Darrell
;
Huang, Chi-Fu
- In:
Econometrica : journal of the Econometric Society, an …
53
(
1985
)
6
,
pp. 1337-1356
Persistent link: https://www.econbiz.de/10002095015
Saved in:
250
Measuring default risk premia from default swap rates and EDFs
Berndt, Antje
;
Douglas, Rohan
;
Duffie, Darrell
; …
-
2005
Persistent link: https://www.econbiz.de/10002671389
Saved in:
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