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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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Duffie, Darrell
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1
A liquidity-based model of security design
DeMarzo, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
1
,
pp. 65-99
Persistent link: https://www.econbiz.de/10001256087
Saved in:
2
Stochastic differential utility
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
2
,
pp. 353-394
Persistent link: https://www.econbiz.de/10001124365
Saved in:
3
Simulated moments estimation of Markov models of asset prices
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 929-952
Persistent link: https://www.econbiz.de/10001147160
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4
Stationary Markov equilibria
Duffie, Darrell
(
contributor
)
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
4
,
pp. 745-781
Persistent link: https://www.econbiz.de/10001252923
Saved in:
5
The consumption-based capital asset pricing model
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
6
,
pp. 1279-1297
Persistent link: https://www.econbiz.de/10001078856
Saved in:
6
Term structures of credit spreads with incomplete accounting information
Duffie, Darrell
;
Lando, David
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
3
,
pp. 633-664
Persistent link: https://www.econbiz.de/10001580789
Saved in:
7
Information percolation with equilibrium search dynamics
Duffie, Darrell
;
Malamud, Semyon
;
Manso, Gustavo
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1513-1574
Persistent link: https://www.econbiz.de/10003914931
Saved in:
8
Capital mobility and asset pricing
Duffie, Darrell
;
Strulovici, Bruno
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2469-2509
Persistent link: https://www.econbiz.de/10009689511
Saved in:
9
Transform analysis and asset pricing for affine jump-diffusions
Duffie, Darrell
;
Pan, Jun
;
Singleton, Kenneth J.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1343-1376
Persistent link: https://www.econbiz.de/10001527496
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. 1815-1847
Persistent link: https://www.econbiz.de/10003185747
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