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Duffie, Darrell


 SSRN Author Rank: 756 by Downloads
 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

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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
19,973
Total
Citations
1,844
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 |
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
2,624
(2,385)
39

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
1,894
(4,143)
428

3.  
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
22 Jul 08
Last Revised:
03 Nov 13
1,762
(4,712)
54

4.  
Competing for a Share of Global Derivatives Markets: Trends and Policy Choices for the United States | Show Abstract | Download This Paper |
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
1,710
(4,975)
3

5.  
Reforming Money Market Funds | Show Abstract | Download This Paper |
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.
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
Bank for International Settlements
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
1,422
(6,865)
1

6.  
Measuring Default Risk Premia from Default Swap Rates and EDFs | Show Abstract | Download This Paper |
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
1,341
(7,555)
133

7.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
29 Jul 09
Last Revised:
03 Nov 13
846
(15,731)
24

8.   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
826
(16,354)
11

9.   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
791
(17,379)
96

10.  
A Dialogue on the Costs and Benefits of Automatic Stays for Derivatives and Repurchase Agreements | Show Abstract | Download This Paper |
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
736
(19,256)
3

11.   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
716
(20,052)
121

12.  
Market Making Under the Proposed Volcker Rule | Show Abstract | Download This Paper |
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
705
(20,528)
7

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
674
(21,910)
137

14.  
AFA/ASE Panel: Implications of the Credit Crisis for the Regulation of Non-Bank Financial Firms | Show Abstract | Download This Paper |
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
490
(33,766)
1

15.  
Aligning Incentives at Systemically Important Financial Institutions | Show Abstract | Download This Paper |
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.
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
Bank for International Settlements
Stulz, Rene M.
Ohio State University (OSU) - Department of Finance
Posted:
28 Mar 13
477
(34,969)
 

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 & Operations Management
Saita, Leandro
Independent
Posted:
02 Jan 06
Last Revised:
08 Sep 10
449
(37,808)
96

17.  
Federal Reserve Bank of New York Staff Reports Policy Perspectives on OTC Derivatives Market Infrastructure Staff Report No. 424 | Show Abstract | Download This Paper |
Rock Center for Corporate Governance at Stanford University Working Paper No. 70
Number of Pages in PDF File: 28
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
445
(38,231)
 

18.  
Frailty Correlated Default | Show Abstract | Download This Paper |
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
427
(40,241)
67

19.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Wang, Ke
Stanford University - Department of Economics
Posted:
23 Sep 04
Last Revised:
24 Aug 09
301
(61,339)
136

20.   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
200
(94,523)
2

21.  
Information Percolation with Equilibrium Search Dynamics | Show Abstract | Download This Paper |
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
165
(113,127)
21

22.  
On the Clearing of Foreign Exchange Derivatives | Show Abstract | Download This Paper |
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
139
(131,129)
1

23.   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
133
(136,034)
23

24.  
The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation | Show Abstract | Download This Paper |
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
121
(146,554)
4

25.  
Reforming LIBOR and Other Financial-Market Benchmarks | Show Abstract | Download This Paper |
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
96
(173,138)
 

26.   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:
18 Nov 14
85
(187,326)
 

27.  
Affine Processes and Application in Finance | Show Abstract | Download This Paper |
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.
affiliation not provided to SSRN
Posted:
15 Sep 02
74
(203,603)
85

28.   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:
27 Apr 06
Last Revised:
02 Jul 09
73
(205,279)
146

29.  
Over-the-Counter Markets | Show Abstract | Download This Paper |
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
New York University (NYU) - Department of Finance
Posted:
19 Oct 04
58
(232,093)
141

30.  
A Sampling-Window Approach to Transactions-Based Libor Fixing | Show Abstract | Download This Paper |
FRB of New York Staff Report No. 596
Number of Pages in PDF File: 21
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
52
(244,464)
2

31.  
Systemic Risk Exposures: a 10-by-10-by-10 Approach | Show Abstract | Download This Paper |
NBER Working Paper No. w17281
Number of Pages in PDF File: 10
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
12 Aug 11
39
(275,207)
6

32.  
Large Portfolio Losses | Show Abstract | Download This Paper |
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
31
(298,492)
10

33.  
Resolution of Failing Central Counterparties | Show Abstract | Download This Paper |
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
30
(301,784)
 

34.  
Capital Mobility and Asset Pricing | Show Abstract | Download This Paper |
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
21
(336,932)
16

35.  
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
(398,511)
 

36.  
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.
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
(398,511)
25

37.  
The Exact Law of Large Numbers for Independent Random Matching | Show Abstract | Download This Paper |
NBER Working Paper No. w17280
Number of Pages in PDF File: 43
Duffie, Darrell
Stanford University - Graduate School of Business
Sun, Yeneng
affiliation not provided to SSRN
Posted:
12 Aug 11
6
(402,731)
5

38.  
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
 

39.  
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
 

40.  
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 - Swiss Banking Institute (ISB)
Posted:
05 Jul 03
 

41.  
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
 

42.  
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
 

43.  
Duffie, Darrell
Stanford University - Graduate School of Business
Huang, Ming
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
14 Sep 99
 

44.  
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
 

45.  
DeMarzo, Peter M.
Stanford Graduate School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
25 Aug 98
 

46.  
DeMarzo, Peter M.
Stanford Graduate School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Posted:
25 Jul 98
 

47.  
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
 

48.  
Duffie, Darrell
Stanford University - Graduate School of Business
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
22 Oct 97
 

49.  
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
 


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