Feedback to SSRN

 
  • Selected
  • Entire List

Darrell Duffie

SSRN Author Rank: 753 by Downloads and 186 by Citations

 Professor of Finance
 

Stanford University - Graduate School of Business


 655 Knight Way
 Knight Management Center
 Stanford, CA 94305-7298
 United States
 650-723-1976 (Phone)
 650-725-8916 (Fax)
 email address

 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Darrell Duffie's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
23,157
Total
Citations
1,779
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 This Paper | Open PDF in Browser |
Rock Center for Corporate Governance at Stanford University Working Paper No. 46, Stanford University Graduate School of Business Research Paper No. 2022
Number of Pages in PDF File: 31
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
2,694
(2,684)
35

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
1,931
(5,099)
419

3.  
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
22 Jul 08
Last Revised:
03 Nov 13
1,874
(4,331)
53

4.  
Competing for a Share of Global Derivatives Markets: Trends and Policy Choices for the United States | Show Abstract | Download This Paper | Open PDF in Browser |
U of Texas Law, Law and Econ Research Paper No. 145, Rock Center for Corporate Governance at Stanford University Working Paper No. 50
Number of Pages in PDF File: 58
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
1,726
(6,126)
3

5.  
Reforming Money Market Funds | Show Abstract | Download This Paper | Open PDF in Browser |
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
Number of Pages in PDF File: 10
Baily, Martin N.
Brookings Institution
Campbell, John Y.
Harvard University - Department of Economics
Cochrane, John H.
Hoover Institution
Diamond, Douglas W.
University of Chicago - Booth School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
French, Kenneth R.
Tuck School of Business at Dartmouth
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.
Tuck School of Business at Dartmouth
Shin, Hyun Song
Bank for International Settlements
Stein, Jeremy C.
Harvard University - Department of Economics
Stulz, René M.
Ohio State University (OSU) - Department of Finance
Posted:
19 Jan 11
Last Revised:
20 Feb 12
1,472
(7,520)
 

6.  
Measuring Default Risk Premia from Default Swap Rates and EDFs | Show Abstract | Download This Paper | Open PDF in Browser |
BIS Working Paper No. 173, EFA 2004 Maastricht Meetings Paper No. 5121
Number of Pages in PDF File: 56
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
1,401
(7,652)
130

7.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
29 Jul 09
Last Revised:
03 Nov 13
997
(15,216)
19

8.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Li, Ada
Federal Reserve Banks - Federal Reserve Bank of New York
Lubke, Theodore
affiliation not provided to SSRN
Posted:
12 Jan 10
Last Revised:
10 Jul 12
959
(16,114)
14

9.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Pedersen, Lasse Heje
AQR Capital Management, LLC
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
11 Jul 01
Last Revised:
31 Aug 03
804
(20,952)
98

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
AQR Capital Management, LLC
Posted:
04 Mar 02
Last Revised:
29 Mar 02
778
(21,962)
116

11.  
Market Making Under the Proposed Volcker Rule | Show Abstract | Download This Paper | Open PDF in Browser |
Rock Center for Corporate Governance at Stanford University Working Paper No. 106
Number of Pages in PDF File: 32
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
24 Jan 12
772
(16,524)
6

12.  
A Dialogue on the Costs and Benefits of Automatic Stays for Derivatives and Repurchase Agreements | Show Abstract | Download This Paper | Open PDF in Browser |
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
Number of Pages in PDF File: 26
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
770
(19,597)
3

13.   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:
14 Sep 14
696
(25,747)
133

14.  
AFA/ASE Panel: Implications of the Credit Crisis for the Regulation of Non-Bank Financial Firms | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2009 San Francisco Meetings Paper, Rock Center for Corporate Governance Working Paper No. 40
Number of Pages in PDF File: 1
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
496
(40,231)
1

15.  
Aligning Incentives at Systemically Important Financial Institutions | Show Abstract | Download This Paper | Open PDF in Browser |
Columbia Business School Research Paper No. 13-18, Fisher College of Business Working Paper
Number of Pages in PDF File: 7
Baily, Martin N.
Brookings Institution
Campbell, John Y.
Harvard University - Department of Economics
Cochrane, John H.
Hoover Institution
Diamond, Douglas W.
University of Chicago - Booth School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
French, Kenneth R.
Tuck School of Business at Dartmouth
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.
Tuck School of Business at Dartmouth
Shin, Hyun Song
Bank for International Settlements
Stulz, René M.
Ohio State University (OSU) - Department of Finance
Posted:
28 Mar 13
495
(36,771)
 

16.   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 Amherst - Department of Finance
Saita, Leandro
Independent
Posted:
02 Jan 06
Last Revised:
08 Sep 10
455
(45,240)
94

17.  
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
448
(45,394)
 

18.  
Frailty Correlated Default | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 08-44
Number of Pages in PDF File: 53
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
431
(47,232)
62

19.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Zhu, Haoxiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
29 Oct 15
Last Revised:
02 Jul 16
427
(48,938)
 

20.   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
308
(71,920)
132

21.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Scheicher, Martin
European Central Bank (ECB)
Vuillemey, Guillaume
HEC Paris - Finance Department
Posted:
01 Feb 14
Last Revised:
16 Apr 14
269
(83,327)
2

22.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Dworczak, Piotr
Stanford Graduate School of Business
Zhu, Haoxiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
27 Oct 14
Last Revised:
28 Jul 15
266
(84,688)
 

23.  
Information Percolation with Equilibrium Search Dynamics | Show Abstract | Download This Paper | Open PDF in Browser |
Econometrica, Vol. 77, No. 5, Swiss Finance Institute Research Paper No. 09-02
Number of Pages in PDF File: 61
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
168
(131,756)
19

24.  
On the Clearing of Foreign Exchange Derivatives | Show Abstract | Download This Paper | Open PDF in Browser |
Rock Center for Corporate Governance at Stanford University Working Paper Series No. 102
Number of Pages in PDF File: 11
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
22 Jun 11
144
(140,448)
1

25.   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
142
(152,929)
21

26.  
The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation | Show Abstract | Download This Paper | Open PDF in Browser |
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
Number of Pages in PDF File: 39
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
123
(168,152)
4

27.  
Reforming LIBOR and Other Financial-Market Benchmarks | Show Abstract | Download This Paper | Open PDF in Browser |
Stanford University Graduate School of Business Research Paper No. 14-41
Number of Pages in PDF File: 36
Duffie, Darrell
Stanford University - Graduate School of Business
Stein, Jeremy C.
Harvard University - Department of Economics
Posted:
09 Oct 14
116
(137,474)
 

28.   Incl. Electronic Paper
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
27 Apr 06
Last Revised:
02 Jul 09
79
(231,118)
140

29.  
Affine Processes and Application in Finance | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. t0281
Number of Pages in PDF File: 61
Duffie, Darrell
Stanford University - Graduate School of Business
Filipovic, D.
affiliation not provided to SSRN
Schachermayer, W.
University of Vienna
Posted:
15 Sep 02
74
(234,597)
82

30.  
Duffie, Darrell
Stanford University - Graduate School of Business
Skeie, David R.
Texas A&M University - Mays Business School - Department of Finance
Vickery, James I.
Federal Reserve Bank of New York
Posted:
05 Feb 13
62
(234,597)
2

31.  
Resolution of Failing Central Counterparties | Show Abstract | Download This Paper | Open PDF in Browser |
Stanford University Graduate School of Business Research Paper No. 15-12
Number of Pages in PDF File: 19
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
02 Feb 15
59
(204,578)
 

32.  
Over-the-Counter Markets | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w10816
Number of Pages in PDF File: 49
Duffie, Darrell
Stanford University - Graduate School of Business
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
19 Oct 04
59
(262,113)
135

33.  
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
12 Aug 11
47
(290,073)
6

34.  
Large Portfolio Losses | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w9177
Number of Pages in PDF File: 19
Duffie, Darrell
Stanford University - Graduate School of Business
Deuschel, Jean-Deominique
affiliation not provided to SSRN
Posted:
15 Sep 02
33
(342,965)
11

35.  
Capital Mobility and Asset Pricing | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w17296
Number of Pages in PDF File: 53
Duffie, Darrell
Stanford University - Graduate School of Business
Strulovici, Bruno H.
Northwestern University
Posted:
12 Aug 11
22
(383,845)
15

36.  
Robust Benchmark Design | Show Abstract | Add to Cart |
NBER Working Paper No. w20540
Number of Pages in PDF File: 37
Duffie, Darrell
Stanford University - Graduate School of Business
Dworczak, Piotr
Stanford Graduate School of Business
Posted:
06 Oct 14
7
(462,016)
 

37.  
Duffie, Darrell
Stanford University - Graduate School of Business
Sun, Yeneng
National University of Singapore (NUS)
Posted:
12 Aug 11
7
(457,264)
5

38.  
The Squam Lake Report: Fixing the Financial System | Show Abstract | Add to Cart |
Journal of Applied Corporate Finance, Vol. 22, Issue 3, pp. 8-21, Summer 2010
Number of Pages in PDF File: 16
French, Kenneth R.
Tuck School of Business at Dartmouth
Baily, Martin Neil
Institute for International Economics
Campbell, John Y.
Harvard University - Department of Economics
Cochrane, John H.
Hoover Institution
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
Shin, Hyun Song
Bank for International Settlements
Slaughter, Matthew J.
Tuck School of Business at Dartmouth
Stein, Jeremy C.
Harvard University - Department of Economics
Stulz, René M.
Ohio State University (OSU) - Department of Finance
Posted:
04 Oct 10
7
(462,016)
18

39.  
Andersen, Leif B. G.
Bank of America Merrill Lynch
Duffie, Darrell
Stanford University - Graduate School of Business
Song, Yang
Stanford University, Graduate School of Business, Students
Posted:
13 Mar 16
0
(38,618)
 

40.  
Dynamic Directed Random Matching | Show Abstract | Add to Cart |
NBER Working Paper No. w21731
Number of Pages in PDF File: 54
Duffie, Darrell
Stanford University - Graduate School of Business
Qiao, Lei
National University of Singapore (NUS)
Sun, Yeneng
National University of Singapore (NUS)
Posted:
16 Nov 15
0
(471,348)
 

41.  
Redesigning Credit Derivatives to Better Cover Sovereign Default Risk | Show Abstract |
Rock Center for Corporate Governance at Stanford University Working Paper No. 118
Duffie, Darrell
Stanford University - Graduate School of Business
Thukral, Mohit
Stanford University
Posted:
04 May 12
Last Revised:
06 Jul 12
 

42.  
Market Pricing of Deposit Insurance | Show Abstract |
Journal of Financial Services Research, Vol. 24, No. 2-3, pp. 93-119
Duffie, Darrell
Stanford University - Graduate School of Business
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Purnanandam, Amiyatosh K.
University of Michigan, Stephen M. Ross School of Business
Posted:
17 Feb 04
 

43.  
Liquidation Risk | Show Abstract |
Financial Analysts Journal, Vol. 59, No. 3, May/June 2003
Duffie, Darrell
Stanford University - Graduate School of Business
Ziegler, Alexandre
University of Zurich - Department of Banking and Finance
Posted:
05 Jul 03
 

44.  
Floating-Fixed Credit Spreads | Show Abstract |
Financial Analysts Journal, Vol. 57, No. 3, May/June 2001
Duffie, Darrell
Stanford University - Graduate School of Business
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
20 Aug 01
 

45.  
Risk and Valuation of Collateralized Debt Obligations | Show Abstract |
Financial Analysts Journal, Vol. 57, No. 1, January/February 2001
Garleanu, Nicolae
University of California, Berkeley - Haas School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
20 Apr 01
 

46.  
Duffie, Darrell
Stanford University - Graduate School of Business
Huang, Ming
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
14 Sep 99
 

47.  
Modeling Term Structures of Defaultable Bond | Show Abstract |
Review of Financial Studies, Vol. 12, Issue 3
Duffie, Darrell
Stanford University - Graduate School of Business
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
21 May 99
 

48.  
DeMarzo, Peter M.
Stanford Graduate School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
25 Aug 98
 

49.  
DeMarzo, Peter M.
Stanford Graduate School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
25 Jul 98
 

50.  
Asset Pricing with Heterogeneous Consumers | Show Abstract |
J. OF POLITICAL ECONOMY, Vol. 104 No. 2, April 1996
Constantinides, George M.
University of Chicago - Booth School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
28 Jun 98
 

51.  
Duffie, Darrell
Stanford University - Graduate School of Business
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
22 Oct 97
 

52.  
Special Repo Rates | Show Abstract |
J. OF FINANCE, Vol. 51 No. 2, June 1996
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
06 Nov 96
 


Records 1 - 52 of 52 matches
[ 1 ]

© 2016 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollobot1 in 1.469 seconds