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Duffie, Darrell
60
Duffie, D.
7
Pedersen, Lasse Heje
7
Gârleanu, Nicolae
6
Manso, Gustavo
5
Saita, Leandro
5
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4
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Working paper / National Bureau of Economic Research, Inc
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Financial analysts' journal : FAJ
4
Journal of mathematical economics
4
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3
Finance and stochastics
2
Journal of financial economics
2
Risk : managing risk in the world's financial markets
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The American economic review
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1
Journal of banking & finance
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER macroeconomics annual
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Is there a case for banning short speculation in sovereign bond markets?
Duffie, Darrell
- In:
Financial stability review : FSR
14
(
2010
),
pp. 55-59
Persistent link: https://www.econbiz.de/10009921103
Saved in:
2
Swap Rates and Credit Quality
Duffie, Darrel
;
Huang, Ming
- In:
The journal of finance : the journal of the American …
51
(
1996
)
3
,
pp. 921-950
Persistent link: https://www.econbiz.de/10007311268
Saved in:
3
Stationary Markov Equilibria
Duffie, D.
;
Geanakoplos, J.
;
Mas-Colell, A.
;
McLennan, A.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
4
,
pp. 745-782
Persistent link: https://www.econbiz.de/10006800435
Saved in:
4
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
Duffie, D.
;
Pedersen, L.H.
;
Singleton, K.J.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 119-160
Persistent link: https://www.econbiz.de/10006557048
Saved in:
5
Incomplete security markets with infinitely many states: An introduction
Duffie, D.
- In:
Journal of mathematical economics
26
(
1996
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10006063200
Saved in:
6
Efficient and equilibrium allocations with stochastic differential utility
Duffie, D.
;
Geoffard, P.-Y.
;
Skiadas, C.
- In:
Journal of mathematical economics
23
(
1994
)
2
,
pp. 133-146
Persistent link: https://www.econbiz.de/10006070392
Saved in:
7
Continuous-time security pricing: A utility gradient approach
Duffie, D.
;
Skiadas, C.
- In:
Journal of mathematical economics
23
(
1994
)
2
,
pp. 107-132
Persistent link: https://www.econbiz.de/10006070393
Saved in:
8
AFFINE PROCESSES AND APPLICATIONS IN FINANCE
Duffie, D.
;
Filipovic, D.
;
Schachermayer, W.
-
2002
Persistent link: https://www.econbiz.de/10005940363
Saved in:
9
A term structure model with preferences for the timing of resolution of uncertainty
Duffie, D.
;
Schroder, M.
;
Skiadas, C.
- In:
Economic theory
9
(
1997
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10007201996
Saved in:
10
Over-the-Counter Markets
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
6
,
pp. 1815-1848
Persistent link: https://www.econbiz.de/10006750275
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