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Duffie, Darrell


 SSRN Author Rank: 718 by Downloads
 Professor of Finance
 

Stanford University - Graduate School of Business


 518 Memorial Way
 Stanford, CA 94305-5015
 United States
 650-723-1976 (Phone)
 650-725-7979 (Fax)
 email address


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. Duffie, Darrell's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
18,810
Total
Citations
1,785
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Does a Central Clearing Counterparty Reduce Counterparty Risk? | Show Abstract | Download |
Rock Center for Corporate Governance at Stanford University Working Paper No. 46, Stanford University Graduate School of Business Research Paper No. 2022
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Zhu, Haoxiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
23 Feb 09
Last Revised:
28 Apr 11
2,493
(2,254)
33

2.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
03 Apr 99
Last Revised:
11 Sep 09
1,882
(3,638)
417

3.  
Competing for a Share of Global Derivatives Markets: Trends and Policy Choices for the United States | Show Abstract | Download |
U of Texas Law, Law and Econ Research Paper No. 145, Rock Center for Corporate Governance at Stanford University Working Paper No. 50
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Hu, Henry T.C.
University of Texas at Austin - School of Law
Posted:
05 Jun 08
Last Revised:
29 Sep 09
1,685
(4,436)
3

4.  
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
22 Jul 08
Last Revised:
03 Nov 13
1,677
(4,475)
54

5.  
Reforming Money Market Funds | Show Abstract | Download |
Tuck School of Business Working Paper No. 2011-86, Rock Center for Corporate Governance at Stanford University Working Paper No. 109, Columbia Business School Research Paper No. 12-13
Working Paper Series
Baily, Martin N.
Brookings Institution
Campbell, John Y.
Harvard University - Department of Economics
Cochrane, John H.
University of Chicago - Booth School of Business
Diamond, Douglas W.
University of Chicago - Booth School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
French, Kenneth R.
Dartmouth College - Tuck School of Business
Kashyap, Anil K.
University of Chicago - Booth School of Business
Mishkin, Frederic S.
Columbia Business School - Finance and Economics
Scharfstein, David S.
Harvard Business School - Finance Unit
Shiller, Robert J.
Yale University - Cowles Foundation
Slaughter, Matthew J.
Dartmouth College - Tuck School of Business
Shin, Hyun Song
Princeton University - Department of Economics
Stein, Jeremy C.
Harvard University - Department of Economics
Stulz, Rene M.
Ohio State University (OSU) - Department of Finance
Posted:
19 Jan 11
Last Revised:
20 Feb 12
1,343
(6,609)
1

6.  
Measuring Default Risk Premia from Default Swap Rates and EDFs | Show Abstract | Download |
BIS Working Paper No. 173, EFA 2004 Maastricht Meetings Paper No. 5121
Working Paper Series
Berndt, Antje
Poole College of Management, NC State University
Douglas, Rohan
Cornell University
Duffie, Darrell
Stanford University - Graduate School of Business
Ferguson, Mark
affiliation not provided to SSRN
Schranz, David
Cornell University
Posted:
20 Sep 07
1,303
(6,931)
131

7.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
29 Jul 09
Last Revised:
03 Nov 13
817
(14,550)
21

8.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Pedersen, Lasse Heje
New York University (NYU)
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
11 Jul 01
Last Revised:
31 Aug 03
774
(15,777)
95

9.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Lubke, Theodore
affiliation not provided to SSRN
Li, Ada
affiliation not provided to SSRN
Posted:
12 Jan 10
Last Revised:
10 Jul 12
770
(15,883)
11

10.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
04 Mar 02
Last Revised:
29 Mar 02
692
(18,567)
122

11.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Saita, Leandro
Independent
Wang, Ke
University of Tokyo - Faculty of Economics
Posted:
24 Apr 06
Last Revised:
09 Sep 10
665
(19,662)
132

12.  
A Dialogue on the Costs and Benefits of Automatic Stays for Derivatives and Repurchase Agreements | Show Abstract | Download |
U of Penn, Inst for Law & Econ Research Paper No. 12-02, Rock Center for Corporate Governance at Stanford University Working Paper No. 108, Stanford University Working Paper No. 108
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Skeel, David A.
University of Pennsylvania Law School
Posted:
09 Jan 12
Last Revised:
18 Oct 12
639
(20,824)
2

13.  
Market Making Under the Proposed Volcker Rule | Show Abstract | Download |
Rock Center for Corporate Governance at Stanford University Working Paper No. 106
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
24 Jan 12
629
(21,277)
4

14.  
AFA/ASE Panel: Implications of the Credit Crisis for the Regulation of Non-Bank Financial Firms | Show Abstract | Download |
AFA 2009 San Francisco Meetings Paper, Rock Center for Corporate Governance Working Paper No. 40
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Kane, Edward J.
Boston College - Department of Finance
McCulley, Paul
PIMCO Europe Ltd.
Modest, David
Azimuth Alternative Assets Management LLLP
Posted:
26 Aug 08
Last Revised:
29 Sep 09
488
(29,940)
1

15.   Incl. Electronic Paper
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management
Saita, Leandro
Independent
Posted:
02 Jan 06
Last Revised:
08 Sep 10
443
(34,000)
93

16.  
Federal Reserve Bank of New York Staff Reports Policy Perspectives on OTC Derivatives Market Infrastructure Staff Report No. 424 | Show Abstract | Download |
Rock Center for Corporate Governance at Stanford University Working Paper No. 70
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Li, Ada
affiliation not provided to SSRN
Lubke, Theodore
affiliation not provided to SSRN
Posted:
11 Jan 10
426
(35,791)
 

17.  
Frailty Correlated Default | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 08-44
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Horel, Guillaume
Stanford University - Department of Statistics
Saita, Leandro
Independent
Eckner, Andreas
Stanford University
Posted:
23 Dec 08
418
(36,635)
66

18.  
Aligning Incentives at Systemically Important Financial Institutions | Show Abstract | Download |
Columbia Business School Research Paper No. 13-18, Fisher College of Business Working Paper
Working Paper Series
Baily, Martin N.
Brookings Institution
Campbell, John Y.
Harvard University - Department of Economics
Cochrane, John H.
University of Chicago - Booth School of Business
Diamond, Douglas W.
University of Chicago - Booth School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
French, Kenneth R.
Dartmouth College - Tuck School of Business
Kashyap, Anil K.
University of Chicago - Booth School of Business
Mishkin, Frederic S.
Columbia Business School - Finance and Economics
Scharfstein, David S.
Harvard Business School - Finance Unit
Shiller, Robert J.
Yale University - Cowles Foundation
Slaughter, Matthew J.
Dartmouth College - Tuck School of Business
Shin, Hyun Song
Princeton University - Department of Economics
Stulz, Rene M.
Ohio State University (OSU) - Department of Finance
Posted:
28 Mar 13
410
(37,518)
 

19.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Wang, Ke
University of Tokyo - Faculty of Economics
Posted:
23 Sep 04
Last Revised:
24 Aug 09
299
(54,794)
132

20.  
Information Percolation with Equilibrium Search Dynamics | Show Abstract | Download |
Econometrica, Vol. 77, No. 5, Swiss Finance Institute Research Paper No. 09-02
Accepted Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Manso, Gustavo
University of California, Berkeley - Haas School of Business
Posted:
29 Jan 09
Last Revised:
27 Nov 09
164
(101,631)
18

21.  
On the Clearing of Foreign Exchange Derivatives | Show Abstract | Download |
Rock Center for Corporate Governance at Stanford University Working Paper Series No. 102
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
22 Jun 11
135
(120,485)
1

22.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Manso, Gustavo
University of California, Berkeley - Haas School of Business
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Posted:
09 Mar 10
Last Revised:
10 Jul 13
121
(131,606)
22

23.  
The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation | Show Abstract | Download |
Stanford University Graduate School of Business Research Paper No. 2023, Rock Center for Corporate Governance at Stanford University Working Paper No. 51, Swiss Finance Institute Research Paper No. 09-33
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne
Manso, Gustavo
University of California, Berkeley - Haas School of Business
Posted:
01 May 09
119
(133,294)
3

24.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Scheicher, Martin
European Central Bank (ECB)
Vuillemey, Guillaume
Sciences-Po
Posted:
01 Feb 14
Last Revised:
16 Apr 14
84
(169,665)
 

25.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
27 Apr 06
Last Revised:
02 Jul 09
71
(187,607)
143

26.  
Affine Processes and Application in Finance | Show Abstract | Download |
NBER Working Paper No. t0281
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Filipovic, D.
affiliation not provided to SSRN
Schachermayer, W.
affiliation not provided to SSRN
Posted:
15 Sep 02
71
(187,607)
83

27.  
Over-the-Counter Markets | Show Abstract | Download |
NBER Working Paper No. w10816
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
19 Oct 04
56
(212,267)
138

28.  
A Sampling-Window Approach to Transactions-Based Libor Fixing | Show Abstract | Download |
FRB of New York Staff Report No. 596
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Skeie, David R.
Federal Reserve Bank of New York
Vickery, James I.
Federal Reserve Bank of New York
Posted:
05 Feb 13
44
(236,393)
2

29.  
Systemic Risk Exposures: a 10-by-10-by-10 Approach | Show Abstract | Download |
NBER Working Paper No. w17281
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
12 Aug 11
34
(259,724)
6

30.  
Large Portfolio Losses | Show Abstract | Download |
NBER Working Paper No. w9177
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Deuschel, Jean-Deominique
affiliation not provided to SSRN
Posted:
15 Sep 02
30
(270,894)
10

31.  
Capital Mobility and Asset Pricing | Show Abstract | Download |
NBER Working Paper No. w17296
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Strulovici, Bruno H.
Northwestern University
Posted:
12 Aug 11
16
(321,838)
14

32.  
The Squam Lake Report: Fixing the Financial System | Show Abstract | Download |
Journal of Applied Corporate Finance, Vol. 22, Issue 3, pp. 8-21, Summer 2010
Accepted Paper Series
French, Kenneth R.
Dartmouth College - Tuck School of Business
Baily, Martin Neil
Institute for International Economics
Campbell, John Y.
Harvard University - Department of Economics
Cochrane, John H.
University of Chicago - Booth School of Business
Diamond, Douglas W.
University of Chicago - Booth School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Kashyap, Anil K.
University of Chicago - Booth School of Business
Mishkin, Frederic S.
Columbia Business School - Finance and Economics
Rajan, Raghuram G.
University of Chicago - Booth School of Business
Scharfstein, David S.
Harvard Business School - Finance Unit
Shiller, Robert J.
Yale University - Cowles Foundation
Song Shin, Hyun
affiliation not provided to SSRN
Slaughter, Matthew J.
Dartmouth College - Tuck School of Business
Stein, Jeremy C.
Harvard University - Department of Economics
Stulz, Rene M.
Ohio State University (OSU) - Department of Finance
Posted:
04 Oct 10
7
(357,145)
22

33.  
Duffie, Darrell
Stanford University - Graduate School of Business
Sun, Yeneng
affiliation not provided to SSRN
Posted:
12 Aug 11
5
(364,444)
5

34.  
Redesigning Credit Derivatives to Better Cover Sovereign Default Risk | Show Abstract |
Rock Center for Corporate Governance at Stanford University Working Paper No. 118
Accepted Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Thukral, Mohit
Stanford University
Posted:
04 May 12
Last Revised:
06 Jul 12
 

35.  
Market Pricing of Deposit Insurance | Show Abstract |
Journal of Financial Services Research, Vol. 24, No. 2-3, pp. 93-119
Accepted Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Purnanandam, Amiyatosh K.
The Stephen M. Ross School of Business at the University of Michigan
Posted:
17 Feb 04
 

36.  
Liquidation Risk | Show Abstract |
Financial Analysts Journal, Vol. 59, No. 3, May/June 2003
Accepted Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Ziegler, Alexandre
University of Zurich - Swiss Banking Institute (ISB)
Posted:
05 Jul 03
 

37.  
Floating-Fixed Credit Spreads | Show Abstract |
Financial Analysts Journal, Vol. 57, No. 3, May/June 2001
Accepted Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
20 Aug 01
 

38.  
Risk and Valuation of Collateralized Debt Obligations | Show Abstract |
Financial Analysts Journal, Vol. 57, No. 1, January/February 2001
Accepted Paper Series
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
20 Apr 01
 

39.  
Duffie, Darrell
Stanford University - Graduate School of Business
Huang, Ming
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
14 Sep 99
 

40.  
Modeling Term Structures of Defaultable Bond | Show Abstract |
Review of Financial Studies, Vol. 12, Issue 3
Accepted Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
21 May 99
 

41.  
Corporate Incentives for Hedging and Hedge Accounting | Show Abstract |
REVIEW OF FINANCIAL STUDIES, Vol 8 No 3
Accepted Paper Series
DeMarzo, Peter M.
Stanford Graduate School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
25 Aug 98
 

42.  
DeMarzo, Peter M.
Stanford Graduate School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
25 Jul 98
 

43.  
Asset Pricing with Heterogeneous Consumers | Show Abstract |
J. OF POLITICAL ECONOMY, Vol. 104 No. 2, April 1996
Accepted Paper Series
Constantinides, George M.
University of Chicago - Booth School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
28 Jun 98
 

44.  
An Econometric Model of the Term Structure of Interest-Rate Swap Yields | Show Abstract |
J. OF FINANCE, Vol. 52 No. 4, September 1997
Accepted Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
22 Oct 97
 

45.  
Special Repo Rates | Show Abstract |
J. OF FINANCE, Vol. 51 No. 2, June 1996
Accepted Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
06 Nov 96
 


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