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Macroeconomic news and stock-bond comovement
Duffee, Greg - In: Review of finance : journal of the European Finance … 27 (2023) 5, pp. 1859-1882
Persistent link: https://www.econbiz.de/10014391611
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Credit derivatives in banking : useful tools for managing risk?
Duffee, Greg - 1997
Persistent link: https://www.econbiz.de/10000962036
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Evidence on simulation inference for near unit-root processes with implications for term structure estimation
Duffee, Greg; Stanton, Richard - In: Journal of financial econometrics : official journal of … 6 (2008) 1, pp. 108-142
Persistent link: https://www.econbiz.de/10003669274
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Forecasting interest rates
Duffee, Greg - 2013
Persistent link: https://www.econbiz.de/10011507003
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Estimation of dynamic term structure models
Duffee, Greg; Stanton, Richard - In: The quarterly journal of finance 2 (2012) 2, pp. 801-851
Persistent link: https://www.econbiz.de/10009671287
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Credit derivatives in banking : useful tools for managing risk?
Duffee, Greg; Zhou, Chunsheng - In: Journal of monetary economics 48 (2001) 1, pp. 25-54
Persistent link: https://www.econbiz.de/10001606056
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A primer on program trading and stock price volatility : a survey of the issues and the evidence
Duffee, Greg - 1992
Persistent link: https://www.econbiz.de/10001134320
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A securities transaction tax : beyond the rhetoric
Kupiec, Paul H. - 1993
Persistent link: https://www.econbiz.de/10001158971
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What's good for GM ...? : Using auto industry stock returns to forecast business cycles and test the Q-theory of investment
Duffee, Greg; Prowse, Stephen D. - 1996
Persistent link: https://www.econbiz.de/10000943988