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Duffie, Darrell
 SSRN Author Rank: 714 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
17,100		 Total
Citations
1,755
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
2,139
(2,520) 		30
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
1,865
(3,163) 		422
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
1,643
(3,956) 		3
4.  
Innovations in Credit Risk Transfer: Implications for Financial Stability | Show Abstract | Download |
BIS Working Paper No. 255, Rock Center for Corporate Governance Working Paper No. 6
Working Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
22 Jul 08
Last Revised:
29 Sep 09
1,600
(4,149) 		50
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
1,202
(6,783) 		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
Carnegie Mellon University - Tepper School of Business
Douglas, Rohan
Cornell University
Duffie, Darrell
Stanford University - Graduate School of Business
Ferguson, Mark
affiliation not provided to SSRN
Schranz, David
Cornell University
Posted:
23 Jun 04
1,197
(6,845) 		127
7.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
11 Jul 01
Last Revised:
31 Aug 03
762
(14,124) 		95
8.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
29 Jul 09
Last Revised:
01 Nov 10
756
(14,291) 		21
9.   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
673
(16,932) 		9
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) - Department of Finance
Posted:
04 Mar 02
Last Revised:
29 Mar 02
662
(17,307) 		117
11.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Saita, Leandro
Stanford Graduate School of Business
Wang, Ke
University of Tokyo - Faculty of Economics
Posted:
24 Apr 06
Last Revised:
09 Sep 10
645
(17,955) 		130
12.  
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
486
(26,432) 		1
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
467
(27,828) 		2
14.  
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
449
(29,398) 		2
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
Stanford Graduate School of Business
Posted:
02 Jan 06
Last Revised:
08 Sep 10
433
(30,794) 		92
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
411
(32,899) 		 
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
Stanford Graduate School of Business
Eckner, Andreas
Stanford University
Posted:
23 Dec 08
402
(33,788) 		65
18.   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
294
(49,259) 		130
19.  
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
209
(71,373) 		 
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 and Swiss Finance Institute
Manso, Gustavo
University of California, Berkeley - Haas School of Business
Posted:
29 Jan 09
Last Revised:
27 Nov 09
159
(92,760) 		18
21.  
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 and Swiss Finance Institute
Manso, Gustavo
University of California, Berkeley - Haas School of Business
Posted:
01 May 09
117
(120,217) 		3
22.  
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
113
(123,562) 		1
23.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Manso, Gustavo
University of California, Berkeley - Haas School of Business
Posted:
09 Mar 10
Last Revised:
29 May 12
107
(128,721) 		23
24.   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) - Department of Finance
Posted:
27 Apr 06
Last Revised:
02 Jul 09
69
(170,494) 		143
25.  
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
64
(177,525) 		77
26.  
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) - Department of Finance
Posted:
19 Oct 04
55
(191,573) 		138
27.  
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
32
(237,675) 		5
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
31
(240,283) 		1
29.  
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
(242,945) 		10
30.  
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
(289,057) 		14
31.  
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
(319,257) 		21
32.  
Duffie, Darrell
Stanford University - Graduate School of Business
Sun, Yeneng
affiliation not provided to SSRN
Posted:
12 Aug 11
5
(324,798) 		4
33.  
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
 
34.  
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.
University of Michigan - Stephen M. Ross School of Business
Posted:
17 Feb 04
 
35.  
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
 
36.  
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
 
37.  
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
 
38.  
Duffie, Darrell
Stanford University - Graduate School of Business
Huang, Ming
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
14 Sep 99
 
39.  
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
 
40.  
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
 
41.  
DeMarzo, Peter M.
Stanford Graduate School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
25 Jul 98
 
42.  
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
 
43.  
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
 
44.  
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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