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Estimating the price of default risk
Duffee, Greg - 1996
Persistent link: https://www.econbiz.de/10000946480
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The importance of market psychology in the determination of stock market volatility
Duffee, Greg - 1990
Persistent link: https://www.econbiz.de/10000929486
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Treasury yields and corporate bond yield spreads : an empirical analysis
Duffee, Greg - 1996
Persistent link: https://www.econbiz.de/10000939506
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The relation between treasury yields and corporate bond yield spreads
Duffee, Greg - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 2225-2241
Persistent link: https://www.econbiz.de/10001251907
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On measuring credit risks of derivative instruments
Duffee, Greg - In: Journal of banking & finance 20 (1996) 5, pp. 805-833
Persistent link: https://www.econbiz.de/10001203315
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Idiosyncratic variation of Treasury bill yields
Duffee, Greg - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 527-551
Persistent link: https://www.econbiz.de/10001205902
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Term premia and interest rate forecasts in affine models
Duffee, Greg (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
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Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577854
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Stock returns and volatility : a firm-level analysis
Duffee, Greg - In: Journal of financial economics 37 (1995) 3, pp. 399-420
Persistent link: https://www.econbiz.de/10001174140
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Term premia and interest rate forecasts in affine models
Duffee, Greg - In: The journal of finance : the journal of the American … 57 (2002) 1, pp. 405-443
Persistent link: https://www.econbiz.de/10001650385