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Funding Value Adjustments
- GSB Authors: Darrell Duffie
- Date: 2018-10-26
- Publication Type: Articles
- Publication: The Journal of Finance
The Exact Law of Large Numbers for Independent Random Matching
- GSB Authors: Darrell Duffie
- Date: 2012-02-03
- Publication Type: Articles
- Publication: Journal of Economic Theory
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group
- GSB Authors: Darrell Duffie
- Date: 2013-12-23
- Publication Type: Articles
- Publication: Journal of Applied Corporate Finance
Benchmarks in Search Markets
- GSB Authors: Darrell Duffie
- Date: 2017-06-01
- Publication Type: Articles
- Publication: The Journal of Finance
Market Fragmentation
- GSB Authors: Darrell Duffie
- Date: 2021-07-01
- Publication Type: Articles
- Publication: The American Economic Review
Prone to Fail: The Pre-Crisis Financial System
- GSB Authors: Darrell Duffie
- Date: 2019-01-01
- Publication Type: Articles
- Publication: Journal of Economic Perspectives
Bank Funding Risk, Reference Rates, and Credit Supply
- GSB Authors: Darrell Duffie
- Date: 2024-12-20
- Publication Type: Articles
- Publication: The Journal of Finance
Market Function Asset Purchases
- GSB Authors: Darrell Duffie
- Date: 2023-02-01
- Publication Type: Working Papers
Across‐the‐curve Credit Spread Indices
- GSB Authors: Darrell Duffie
- Date: 2023-04-02
- Publication Type: Articles
- Publication: Financial Markets, Institutions & Instruments
Central Clearing and Collateral Demand
- GSB Authors: Darrell Duffie
- Date: 2015-01-07
- Publication Type: Articles
- Publication: Journal of Financial Economics
Reprint Of: Information Percolation in Segmented Markets
- GSB Authors: Darrell Duffie
- Date: 2014-11-26
- Publication Type: Articles
- Publication: Journal of Economic Theory
Reforming Libor and Other Financial Market Benchmarks
- GSB Authors: Darrell Duffie
- Date: 2015-04-01
- Publication Type: Articles
- Publication: Journal of Economic Perspectives
Reserves Were Not So Ample After All
- GSB Authors: Darrell Duffie
- Date: 2024-10-26
- Publication Type: Articles
- Publication: The Quarterly Journal of Economics
Dealer Capacity and U.s. Treasury Market Functionality
- GSB Authors: Darrell Duffie
- Date: 2023-08-01
- Publication Type: Working Papers
Size Discovery
- GSB Authors: Darrell Duffie
- Date: 2017-01-31
- Publication Type: Articles
- Publication: The Review of Financial Studies
Key Mechanics of the U.s. Tri-Party Repo Market
- GSB Authors: Darrell Duffie
- Date: 2012-11-01
- Publication Type: Articles
- Publication: Economic Policy Review
Capital Mobility and Asset Pricing
- GSB Authors: Darrell Duffie
- Date: 2012-11-26
- Publication Type: Articles
- Publication: Econometrica
Challenges to a Policy Treatment of Speculative Trading Motivated by Differences in Beliefs
- GSB Authors: Darrell Duffie
- Date: 2014-06-01
- Publication Type: Articles
- Publication: The Journal of Legal Studies
Dynamic Directed Random Matching
- GSB Authors: Darrell Duffie
- Date: 2017-12-18
- Publication Type: Articles
- Publication: Journal of Economic Theory
Corporate Credit Risk Premia
- GSB Authors: Darrell Duffie
- Date: 2018-01-27
- Publication Type: Articles
- Publication: Review of Finance
Financial Regulatory Reform After the Crisis: An Assessment
- GSB Authors: Darrell Duffie
- Date: 2017-08-03
- Publication Type: Articles
- Publication: Management Science
Robust Benchmark Design
- GSB Authors: Darrell Duffie
- Date: 2021-10-10
- Publication Type: Articles
- Publication: Journal of Financial Economics