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Details about Darrell Duffie

Homepage:http://darrellduffie.com
Workplace:Graduate School of Business, Stanford University, (more information at EDIRC)

Access statistics for papers by Darrell Duffie.

Last updated 2018-06-04. Update your information in the RePEc Author Service.

Short-id: pdu341


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Working Papers

2018

  1. Corporate Credit Risk Premia
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Research Papers, Stanford University, Graduate School of Business (2017) Downloads View citations (4)

2017

  1. Augmenting Markets with Mechanisms
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Research Papers, Stanford University, Graduate School of Business (2017) Downloads
  2. Dynamic Directed Random Matching
    Research Papers, Stanford University, Graduate School of Business Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) Downloads

    See also Journal Article in Journal of Economic Theory (2018)
  3. Funding Value Adjustments
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)

2016

  1. Financial Regulatory Reform after the Crisis: An Assessment
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (8)
  2. Size Discovery
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) Downloads View citations (1)

    See also Journal Article in Review of Financial Studies (2017)

2015

  1. Benchmarks in Search Markets
    2015 Meeting Papers, Society for Economic Dynamics Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (1)

    See also Journal Article in Journal of Finance (2017)

2014

  1. Central Clearing and Collateral Demand
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in Working Paper Series, European Central Bank (2014) Downloads View citations (13)
    Economics Working Papers, Hoover Institution, Stanford University (2014) Downloads View citations (21)

    See also Journal Article in Journal of Financial Economics (2015)
  2. Challenges to a Policy Treatment of Speculative Trading Motivated by Differences in Beliefs
    Economics Working Papers, Hoover Institution, Stanford University Downloads View citations (8)
    See also Journal Article in The Journal of Legal Studies (2014)
  3. Financial Market Infrastructure: Too Important to Fail
    Economics Working Papers, Hoover Institution, Stanford University Downloads
    See also Chapter (2014)
  4. Robust Benchmark Design
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2013

  1. A sampling-window approach to transactions-based Libor fixing
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)

2011

  1. Capital Mobility and Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (2009) Downloads View citations (12)
    2009 Meeting Papers, Society for Economic Dynamics (2009)

    See also Journal Article in Econometrica (2012)
  2. Information Percolation in Segmented Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010) Downloads View citations (12)

    See also Journal Article in Journal of Economic Theory (2014)
  3. Systemic Risk Exposures: A 10-by-10-by-10 Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Chapter (2013)
  4. The Exact Law of Large Numbers for Independent Random Matching
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of Economic Theory (2012)

2010

  1. Policy Perspectives on OTC Derivatives Market Infrastructure
    Working Papers, Becker Friedman Institute for Research In Economics Downloads View citations (19)
    Also in Staff Reports, Federal Reserve Bank of New York (2010) Downloads View citations (18)
    Research Papers, Stanford University, Graduate School of Business (2010) Downloads View citations (18)
  2. The failure mechanics of dealer banks
    BIS Working Papers, Bank for International Settlements Downloads View citations (64)
    See also Journal Article in Journal of Economic Perspectives (2010)

2009

  1. Information Percolation with Equilibrium Search Dynamics
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (52)
    See also Journal Article in Econometrica (2009)
  2. The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (1)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009) Downloads View citations (1)

    See also Journal Article in Journal of Economic Theory (2010)

2008

  1. Frailty Correlated Default
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (3)
    See also Journal Article in Journal of Finance (2009)
  2. Information Percolation
    2008 Meeting Papers, Society for Economic Dynamics Downloads
    See also Journal Article in American Economic Journal: Microeconomics (2010)
  3. Innovations in credit risk transfer: implications for financial stability
    BIS Working Papers, Bank for International Settlements Downloads View citations (46)

2007

  1. Over the Counter Search Frictions: A Case Study of the Federal Funds Market
    2007 Meeting Papers, Society for Economic Dynamics Downloads
  2. Report on “The Committee on Yen Risk-free-rate Model Estimationâ€Â
    Finance Working Papers, East Asian Bureau of Economic Research Downloads

2006

  1. Common Failings: How Corporate Defaults are Correlated
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Finance (2007)
  2. Multi-Period Corporate Default Prediction With Stochastic Covariates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2005) Downloads View citations (7)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2005) Downloads View citations (2)

    See also Journal Article in Journal of Financial Economics (2007)
  3. Valuation in Over-the-Counter Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (4)

    See also Journal Article in Review of Financial Studies (2007)

2005

  1. Measuring default risk premia from default swap rates and EDFs
    BIS Working Papers, Bank for International Settlements Downloads View citations (70)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (7)

2004

  1. Liquidity Premia in Dynamic Bargaining Markets
    Econometric Society 2004 North American Winter Meetings, Econometric Society
  2. Multi-Period Corporate Failure Prediction With Stochastic Covariates
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (11)
    Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations (12)
  3. Over-the-Counter Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    See also Journal Article in Econometrica (2005)
    Chapter (2012)
  4. Valuation in Dynamic Bargaining Markets
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (6)
    Also in Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)

2002

  1. Affine Processes and Application in Finance
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
  2. Large Portfolio Losses
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Finance and Stochastics (2004)

2001

  1. Liquidation Risk
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering Downloads

1999

  1. Transform Analysis and Asset Pricing for Affine Jump-Diffusions
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Econometrica (2000)

1990

  1. Simulated Moments Estimation of Markov Models of Asset Prices
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Econometrica (1993)

1988

  1. The Consumption-Based Capital Asset Pricing Model
    Discussion Papers, University of Copenhagen. Department of Economics View citations (10)
    See also Journal Article in Econometrica (1989)

Journal Articles

2018

  1. Dynamic directed random matching
    Journal of Economic Theory, 2018, 174, (C), 124-183 Downloads
    See also Working Paper (2017)

2017

  1. Benchmarks in Search Markets
    Journal of Finance, 2017, 72, (5), 1983-2044 Downloads View citations (5)
    See also Working Paper (2015)
  2. Size Discovery
    Review of Financial Studies, 2017, 30, (4), 1095-1150 Downloads
    See also Working Paper (2016)

2016

  1. Preface to the Special Issue on Systemic Risk: Models and Mechanisms
    Operations Research, 2016, 64, (5), 1053-1055 Downloads

2015

  1. Central clearing and collateral demand
    Journal of Financial Economics, 2015, 116, (2), 237-256 Downloads View citations (42)
    See also Working Paper (2014)
  2. Reforming LIBOR and Other Financial Market Benchmarks
    Journal of Economic Perspectives, 2015, 29, (2), 191-212 Downloads View citations (13)
  3. Reprint of: Information percolation in segmented markets
    Journal of Economic Theory, 2015, 158, (PB), 838-869 Downloads View citations (3)

2014

  1. Challenges to a Policy Treatment of Speculative Trading Motivated by Differences in Beliefs
    The Journal of Legal Studies, 2014, 43, (S2), S173 - S182 Downloads View citations (8)
    See also Working Paper (2014)
  2. Information percolation in segmented markets
    Journal of Economic Theory, 2014, 153, (C), 1-32 Downloads View citations (16)
    See also Working Paper (2011)

2013

  1. Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group
    Journal of Applied Corporate Finance, 2013, 25, (4), 37-40 Downloads View citations (4)
  2. Replumbing Our Financial System: Uneven Progress
    International Journal of Central Banking, 2013, 9, (1), 251-280 Downloads View citations (7)

2012

  1. Capital Mobility and Asset Pricing
    Econometrica, 2012, 80, (6), 2469-2509 Downloads View citations (17)
    See also Working Paper (2011)
  2. Comment
    NBER Macroeconomics Annual, 2012, 26, (1), 177 - 183 Downloads
  3. Explaining the U.S. tri-party repo market
    Economic Policy Review, 2012, (Nov), 17-28 Downloads View citations (1)
  4. The exact law of large numbers for independent random matching
    Journal of Economic Theory, 2012, 147, (3), 1105-1139 Downloads View citations (23)
    See also Working Paper (2011)

2011

  1. Does a Central Clearing Counterparty Reduce Counterparty Risk?
    Review of Asset Pricing Studies, 2011, 1, (1), 74-95 Downloads View citations (17)

2010

  1. Information Percolation
    American Economic Journal: Microeconomics, 2010, 2, (1), 100-111 Downloads View citations (13)
    See also Working Paper (2008)
  2. Is there a case for banning short speculation in sovereign bond markets?
    Financial Stability Review, 2010, (14), 55-59 Downloads View citations (19)
  3. Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
    Journal of Finance, 2010, 65, (4), 1237-1267 Downloads View citations (125)
  4. The Failure Mechanics of Dealer Banks
    Journal of Economic Perspectives, 2010, 24, (1), 51-72 Downloads View citations (64)
    Also in Economic Policy, 2010, 4, 131-153 (2010) Downloads View citations (35)

    See also Working Paper (2010)
  5. The Squam Lake Report: Fixing the Financial System
    Journal of Applied Corporate Finance, 2010, 22, (3), 8-21 Downloads View citations (88)
    See also Book (2010)
  6. The relative contributions of private information sharing and public information releases to information aggregation
    Journal of Economic Theory, 2010, 145, (4), 1574-1601 Downloads View citations (8)
    See also Working Paper (2009)

2009

  1. Frailty Correlated Default
    Journal of Finance, 2009, 64, (5), 2089-2123 Downloads View citations (132)
    See also Working Paper (2008)
  2. Information Percolation With Equilibrium Search Dynamics
    Econometrica, 2009, 77, (5), 1513-1574 Downloads View citations (46)
    See also Working Paper (2009)

2007

  1. Common Failings: How Corporate Defaults Are Correlated
    Journal of Finance, 2007, 62, (1), 93-117 Downloads View citations (164)
    See also Working Paper (2006)
  2. Information Percolation in Large Markets
    American Economic Review, 2007, 97, (2), 203-209 Downloads View citations (27)
  3. Multi-period corporate default prediction with stochastic covariates
    Journal of Financial Economics, 2007, 83, (3), 635-665 Downloads View citations (219)
    See also Working Paper (2006)
  4. Systemic Illiquidity in the Federal Funds Market
    American Economic Review, 2007, 97, (2), 221-225 Downloads View citations (54)
  5. Valuation in Over-the-Counter Markets
    Review of Financial Studies, 2007, 20, (6), 1865-1900 Downloads View citations (115)
    See also Working Paper (2006)

2005

  1. Credit risk modeling with affine processes
    Journal of Banking & Finance, 2005, 29, (11), 2751-2802 Downloads View citations (21)
  2. Over-the-Counter Markets
    Econometrica, 2005, 73, (6), 1815-1847 Downloads View citations (249)
    See also Chapter (2012)
    Working Paper (2004)

2004

  1. Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
    Econometrica, 2004, 72, (6), 1773-1808 Downloads View citations (14)
  2. Large portfolio losses
    Finance and Stochastics, 2004, 8, (1), 3-16 Downloads View citations (19)
    See also Working Paper (2002)

2003

  1. Market Pricing of Deposit Insurance
    Journal of Financial Services Research, 2003, 24, (2), 93-119 Downloads View citations (24)
    See also Chapter (2008)
  2. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
    Journal of Finance, 2003, 58, (1), 119-159 Downloads View citations (143)

2002

  1. Securities lending, shorting, and pricing
    Journal of Financial Economics, 2002, 66, (2-3), 307-339 Downloads View citations (156)
  2. Universal state prices and asymmetric information
    Journal of Mathematical Economics, 2002, 38, (1-2), 191-196 Downloads

2001

  1. Analytical value-at-risk with jumps and credit risk
    Finance and Stochastics, 2001, 5, (2), 155-180 Downloads View citations (37)
  2. Term Structures of Credit Spreads with Incomplete Accounting Information
    Econometrica, 2001, 69, (3), 633-64 View citations (295)

2000

  1. Transform Analysis and Asset Pricing for Affine Jump-Diffusions
    Econometrica, 2000, 68, (6), 1343-1376 View citations (735)
    See also Working Paper (1999)

1999

  1. A Liquidity-Based Model of Security Design
    Econometrica, 1999, 67, (1), 65-100 View citations (197)
  2. Modeling Term Structures of Defaultable Bonds
    Review of Financial Studies, 1999, 12, (4), 687-720 View citations (592)

1998

  1. Black, Merton and Scholes--Their Central Contributions to Economics
    Scandinavian Journal of Economics, 1998, 100, (2), 411-23 Downloads View citations (1)

1997

  1. An Econometric Model of the Term Structure of Interest-Rate Swap Yields
    Journal of Finance, 1997, 52, (4), 1287-1321 Downloads View citations (191)
  2. Hedging in incomplete markets with HARA utility
    Journal of Economic Dynamics and Control, 1997, 21, (4-5), 753-782 Downloads View citations (65)

1996

  1. A YIELD‐FACTOR MODEL OF INTEREST RATES
    Mathematical Finance, 1996, 6, (4), 379-406 Downloads View citations (597)
  2. A term structure model with preferences for the timing of resolution of uncertainty (*)
    Economic Theory, 1996, 9, (1), 3-22
  3. Asset Pricing with Heterogeneous Consumers
    Journal of Political Economy, 1996, 104, (2), 219-40 Downloads View citations (507)
  4. Incomplete security markets with infinitely many states: An introduction
    Journal of Mathematical Economics, 1996, 26, (1), 1-8 Downloads View citations (3)
  5. Special Repo Rates
    Journal of Finance, 1996, 51, (2), 493-526 Downloads View citations (105)
  6. Swap Rates and Credit Quality
    Journal of Finance, 1996, 51, (3), 921-49 Downloads View citations (159)

1995

  1. Corporate Incentives for Hedging and Hedge Accounting
    Review of Financial Studies, 1995, 8, (3), 743-71 Downloads View citations (143)
  2. Financial Market Innovation and Security Design: An Introduction
    Journal of Economic Theory, 1995, 65, (1), 1-42 Downloads View citations (96)

1994

  1. Continuous-time security pricing: A utility gradient approach
    Journal of Mathematical Economics, 1994, 23, (2), 107-131 Downloads View citations (60)
  2. Efficient and equilibrium allocations with stochastic differential utility
    Journal of Mathematical Economics, 1994, 23, (2), 133-146 Downloads View citations (10)
  3. Stationary Markov Equilibria
    Econometrica, 1994, 62, (4), 745-81 Downloads View citations (88)

1993

  1. 6. Asset Pricing in Incomplete Markets
    Hitotsubashi Journal of Economics, 1993, 34, (Special Issue), 139-148 Downloads
  2. Optimal Investment With Undiversifiable Income Risk
    Mathematical Finance, 1993, 3, (2), 135-148 Downloads View citations (26)
  3. Simulated Moments Estimation of Markov Models of Asset Prices
    Econometrica, 1993, 61, (4), 929-52 Downloads View citations (364)
    See also Working Paper (1990)

1992

  1. Asset Pricing with Stochastic Differential Utility
    Review of Financial Studies, 1992, 5, (3), 411-36 Downloads View citations (200)
  2. From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process1
    Mathematical Finance, 1992, 2, (1), 1-15 Downloads View citations (23)
  3. PDE solutions of stochastic differential utility
    Journal of Mathematical Economics, 1992, 21, (6), 577-606 Downloads View citations (139)
  4. Pricing continuously resettled contingent claims
    Journal of Economic Dynamics and Control, 1992, 16, (3-4), 561-573 Downloads View citations (14)
  5. Stochastic Differential Utility
    Econometrica, 1992, 60, (2), 353-94 Downloads View citations (167)

1991

  1. Corporate financial hedging with proprietary information
    Journal of Economic Theory, 1991, 53, (2), 261-286 Downloads View citations (63)

1990

  1. Optimal hedging and equilibrium in a dynamic futures market
    Journal of Economic Dynamics and Control, 1990, 14, (1), 21-33 Downloads View citations (27)
  2. The New Palgrave: Finance: A book review
    Journal of Monetary Economics, 1990, 25, (3), 477-480 Downloads
  3. Transactions costs and portfolio choice in a discrete-continuous-time setting
    Journal of Economic Dynamics and Control, 1990, 14, (1), 35-51 Downloads View citations (47)

1989

  1. Arrow and General Equilibrium Theory
    Journal of Economic Literature, 1989, 27, (2), 565-98 Downloads View citations (6)
  2. The Consumption-Based Capital Asset Pricing Model
    Econometrica, 1989, 57, (6), 1279-97 Downloads View citations (55)
    See also Working Paper (1988)

1988

  1. An extension of the Black-Scholes model of security valuation
    Journal of Economic Theory, 1988, 46, (1), 194-204 Downloads View citations (6)

1987

  1. Stochastic equilibria with incomplete financial markets
    Journal of Economic Theory, 1987, 41, (2), 405-416 Downloads View citations (27)

1986

  1. Competitive equilibria in general choice spaces
    Journal of Mathematical Economics, 1986, 15, (1), 1-23 Downloads View citations (3)
  2. Equilibrium in incomplete markets: II: Generic existence in stochastic economies
    Journal of Mathematical Economics, 1986, 15, (3), 199-216 Downloads View citations (58)
  3. Multiperiod security markets with differential information: Martingales and resolution times
    Journal of Mathematical Economics, 1986, 15, (3), 283-303 Downloads View citations (27)
  4. Stochastic Equilibria: Existence, Spanning Number, and the 'No Expected Financial Gain from Trade' Hypothesis
    Econometrica, 1986, 54, (5), 1161-83 Downloads View citations (10)

1985

  1. Equilibrium in incomplete markets: I: A basic model of generic existence
    Journal of Mathematical Economics, 1985, 14, (3), 285-300 Downloads View citations (144)
  2. Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-lived Securities
    Econometrica, 1985, 53, (6), 1337-56 Downloads View citations (102)
    See also Chapter (2005)

Books

2012

  1. Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets
    Economics Books, Princeton University Press View citations (32)

2011

  1. How Big Banks Fail and What to Do about It
    Economics Books, Princeton University Press View citations (7)
  2. Measuring Corporate Default Risk
    OUP Catalogue, Oxford University Press View citations (6)

2010

  1. The Squam Lake Report: Fixing the Financial System
    Economics Books, Princeton University Press View citations (49)
    See also Journal Article in Journal of Applied Corporate Finance (2010)

Chapters

2015

  1. Resolution of Failing Central Counterparties
    Chapter 4 in Making Failure Feasible, 2015 View citations (5)

2014

  1. Financial Market Infrastructure: Too Important to Fail
    Chapter 11 in Across the Great Divide: New Perspectives on the Financial Crisis, 2014 Downloads
    See also Working Paper (2014)

2013

  1. Systemic Risk Exposures: A 10-by-10-by-10 Approach
    A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2013, pp 47-56 Downloads
    See also Working Paper (2011)

2012

  1. A Dialogue on the Costs and Benefits of Automatic Stays for Derivatives and Repurchase Agreements
    Chapter 5 in Bankruptcy Not Bailout, 2012 Downloads View citations (5)
  2. Over-The-Counter Markets
    A chapter in Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets, 2012 Downloads
    See also Journal Article in Econometrica (2005)
    Working Paper (2004)

2011

  1. Comment on "Risk Topography"
    A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 177-183 Downloads
  2. Introduction
    A chapter in How Big Banks Fail and What to Do about It, 2011 Downloads

2010

  1. A Contractual Approach to Restructuring Financial Institutions
    Chapter 6 in Ending Government Bailouts As We Know Them, 2010 Downloads View citations (4)
  2. Introduction
    A chapter in The Squam Lake Report: Fixing the Financial System, 2010 Downloads View citations (8)

2009

  1. Policy Issues Facing the Market for Credit Derivatives
    Chapter 8 in The Road Ahead for the Fed, 2009 Downloads View citations (2)

2008

  1. Market Pricing of Deposit Insurance
    Chapter 22 in Financial Derivatives Pricing Selected Works of Robert Jarrow, 2008, pp 551-577 Downloads
    See also Journal Article in Journal of Financial Services Research (2003)

2005

  1. IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES
    Chapter 4 in Theory Of Valuation, 2005, pp 97-127 Downloads
    See also Journal Article in Econometrica (1985)

2003

  1. Intertemporal asset pricing theory
    Chapter 11 in Handbook of the Economics of Finance, 2003, vol. 1, Part 2, pp 639-742 Downloads View citations (1)

1991

  1. The theory of value in security markets
    Chapter 31 in Handbook of Mathematical Economics, 1991, vol. 4, pp 1615-1682 Downloads View citations (3)

1990

  1. Money in general equilibrium theory
    Chapter 03 in Handbook of Monetary Economics, 1990, vol. 1, pp 81-100 Downloads View citations (3)
 
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