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Term premia and interest rate...
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Article
16
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15
English
1
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Duffee, Gregory R.
12
Duffee, Greg
4
Stanton, Richard H.
1
Zhou, Chunsheng
1
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The journal of finance : the journal of the American Finance Association
5
Journal of monetary economics
4
The review of financial studies
3
Journal of financial economics
2
NBER macroeconomics annual
1
The quarterly journal of finance
1
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OLC EcoSci
RePEc
1,028
ECONIS (ZBW)
241
EconStor
5
USB Cologne (EcoSocSci)
3
Other ZBW resources
1
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1
Gary Gorton and Richard Rosen : BANKS AND DERIVATIVES ; COMMENTS
Duffee, Greg
- In:
NBER macroeconomics annual
10
(
1995
),
pp. 343-347
Persistent link: https://www.econbiz.de/10006104266
Saved in:
2
Moral hazard and adverse selection in the originate-to-distribute model of bank credit
Duffee, Greg
- In:
Journal of monetary economics
56
(
2009
)
5
,
pp. 744
Persistent link: https://www.econbiz.de/10008309122
Saved in:
3
Moral hazard and adverse selection in the originate-to-distribute model of bank credit
Duffee, Greg
- In:
Journal of monetary economics
56
(
2009
)
5
,
pp. 744
Persistent link: https://www.econbiz.de/10008285626
Saved in:
4
Moral hazard and adverse selection in the originate-to-distribute model of bank credit
Duffee, Greg
- In:
Journal of monetary economics
56
(
2009
)
5
,
pp. 744-748
Persistent link: https://www.econbiz.de/10008883062
Saved in:
5
Term structure estimation without using latent factors
Duffee, Gregory R.
- In:
Journal of financial economics
79
(
2006
)
3
,
pp. 507-536
Persistent link: https://www.econbiz.de/10006498935
Saved in:
6
Stock returns and volatility: A firm-level analysis
Duffee, Gregory R.
- In:
Journal of financial economics
37
(
1995
)
3
,
pp. 399-420
Persistent link: https://www.econbiz.de/10006533829
Saved in:
7
Time Variation in the Covariance between Stock Returns and Consumption Growth
Duffee, Gregory R.
- In:
The journal of finance : the journal of the American …
60
(
2005
)
4
,
pp. 1673-1712
Persistent link: https://www.econbiz.de/10006546445
Saved in:
8
ARTICLES - Term Premia and Interest Rate Forecasts in Affine Models
Duffee, Gregory R.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
1
,
pp. 405-444
Persistent link: https://www.econbiz.de/10006561261
Saved in:
9
SHORTER PAPERS - The Relation Between Treasury Yields and Corporate Bond Yield Spreads
Duffee, Gregory R.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2225-2242
Persistent link: https://www.econbiz.de/10006568292
Saved in:
10
Information in (and not in) the Term Structure
Duffee, Gregory R.
- In:
The review of financial studies
24
(
2013
)
9
,
pp. 2895-2894
Persistent link: https://www.econbiz.de/10010113938
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