28 Stanford GSB Faculty Publications

26 Articles 2 Working Papers

28 Darrell Duffie

28 Finance

4 The Journal of Finance 3 Journal of Economic Perspectives 3 Journal of Economic Theory 2 Econometrica 2 Journal of Applied Corporate Finance 2 Journal of Financial Economics 2 The American Economic Review 1 Annals of Applied Probability 1 Economic Policy Review 1 Financial Markets, Institutions & Instruments 1 Management Science 1 Review of Finance 1 The Journal of Legal Studies 1 The Quarterly Journal of Economics 1 The Review of Financial Studies More

6 financial institutions 3 Global Financial Crisis, 2008-2009 3 exact law of large numbers 3 financial markets 3 hedging (finance) 3 liquidity (economics) 3 mathematical models of investments 3 random mutation 2 D83 2 E00 2 LIBOR 2 assets (accounting) 2 banking industry personnel 2 bargaining power 2 bond prices 2 bonds (finance) 2 capital 2 capital mobility 2 convertible bonds 2 cost 2 distribution (economic theory) 2 econometrics 2 economic equilibrium 2 executives 2 financial intermediation 2 information asymmetry 2 interest rates 2 labor incentives 2 law of one price 2 market frictions 2 market value 2 over-the-counter markets 2 population dynamics 2 rate of return 2 rate of return on bonds 2 search 2 stockbrokers 2 stockholder wealth 2 stockholders 2 stockholders equity 2 valuation of investments 1 2008-2009 1 C02 1 C73 1 CDS 1 COVID-19 pandemic 1 D44 1 D53 1 G10 1 G12 1 G13 1 G14 1 G15 1 G20 1 G22 1 G24 1 G28 1 Global Financial Crisis 1 Independent dynamic random matching 1 J64 1 Markov chain 1 Markov processes 1 SOFR 1 allocative efficiency 1 applied mathematics 1 asymmetric and private information 1 bank 1 bank deposits 1 bank holding companies 1 banking 1 banking industry 1 bankruptcy 1 benchmark 1 benchmarking (management) 1 bond markets 1 bribery 1 business 1 business cycle accounting 1 business cycles 1 capital costs 1 capital market 1 central banking 1 central clearing party 1 client clearing 1 collateral 1 collateral security 1 collusion 1 computer science 1 continuous-time 1 corporate debt 1 credit 1 credit default swap 1 credit default swaps 1 credit ratings 1 credit risk 1 credit risk premia 1 credit spread 1 credit spreads 1 cross-sectional method 1 dark pools (economics) 1 data transmission systems 1 dealer intermediation 1 debt management 1 debtor & creditor 1 deficit 1 deposit banking 1 directed search 1 economic demand 1 economies of agglomeration 1 efficient market theory 1 enduring partnerships 1 event studies 1 example 1 failure resolution 1 fair value 1 finance 1 finance laws 1 financial benchmarks 1 financial crises 1 financial crisis 1 financial economics 1 financial regulation 1 financial risk 1 financial security 1 financial stability 1 financial statements 1 floating rates 1 functional equations stability results; mathematical dynamics and fractals; markov chains and monte carlo methods 1 government securities 1 homeowners 1 incentive (psychology) 1 independent dynamic random matching 1 independent random matching 1 information and market efficiency 1 information theory 1 information transmission 1 insider trading 1 interest rate swaps 1 intermediation 1 intermediation (finance) 1 investment banking 1 investments 1 labor economics 1 law 1 law of large numbers 1 learning 1 leverage ratio 1 lines of credit 1 liquidity 1 manipulation 1 margin 1 margin requirements 1 market design 1 market equilibrium 1 market fragmentation 1 market segmentation 1 market share 1 markets 1 matching (statistics) 1 mathematical constants 1 mathematical models 1 mathematics 1 mechanism design 1 mechanism design without transfers 1 monetary theory 1 overtime 1 pareto principle 1 price discovery 1 price impact 1 prices 1 probability theory 1 real estate business 1 reference rate 1 repos 1 repossession 1 repurchase agreements 1 speculation 1 statics 1 statistics 1 stock exchanges 1 supply & demand 1 treasury bills 1 treasury market 1 units of measurement 1 value-at-risk 1 volatility 1 volume-weighted average price More