Stanford GSB Faculty Publications

The Faculty Publications collection allows you to explore a growing corpus of GSB research in one place, with the ability to perform searches by title, author, abstract, supplied keywords, and (when available) full text. The collection indexes journal articles, case studies, working papers, books and book chapters, and white papers published by GSB faculty members from 2000 to the present. Output from the Corporate Governance Research Initiative, the Corporations and Society Initiative, and the Value Chain Innovation Initiative is also included.

This collection will grow over time as new publications are continually added, additional Research Hub Labs and Initiatives are incorporated, and librarians add entries for pre-2000 articles and other content.

Photo: Monuments to the Unknown Variables by Peter Wegner. Located in the McCoy Family Courtyard of Knight Management Center at the GSB, the ‘x’ structure offers a place to ponder indefinite change—and plan new discoveries.

Showing 26 - 50 of 108 Records

Title (A-Z) Title (Z-A) Date (Ascending) Date (Descending)
25 50 100
Miniature of Prone to Fail: The Pre-Crisis Financial System
Prone to Fail: The Pre-Crisis Financial System
  • GSB Authors: Darrell Duffie
  • Date: 2019-01-01
  • Publication Type: Articles
  • Publication: Journal of Economic Perspectives
Miniature of Funding Value Adjustments
Funding Value Adjustments
  • GSB Authors: Darrell Duffie
  • Date: 2018-10-26
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Prone to Fail: The Pre-Crisis Financial System
Prone to Fail: The Pre-Crisis Financial System
  • GSB Authors: Darrell Duffie
  • Date: 2018-10-02
  • Publication Type: Working Papers
Miniature of Compression Auctions with an Application to LIBOR-SOFR Swap Conversion
Compression Auctions with an Application to LIBOR-SOFR Swap Conversion
  • GSB Authors: Darrell Duffie
  • Date: 2018-10-02
  • Publication Type: Working Papers
Miniature of Corporate Credit Risk Premia
Corporate Credit Risk Premia
  • GSB Authors: Darrell Duffie
  • Date: 2018-01-27
  • Publication Type: Articles
  • Publication: Review of Finance
Miniature of Corporate Credit Risk Premia
Corporate Credit Risk Premia
  • GSB Authors: Darrell Duffie
  • Date: 2018-01-27
  • Publication Type: Articles
  • Publication: Review of Finance
Miniature of Dynamic Directed Random Matching
Dynamic Directed Random Matching
  • GSB Authors: Darrell Duffie
  • Date: 2017-12-18
  • Publication Type: Articles
  • Publication: Journal of Economic Theory
Miniature of Dynamic Directed Random Matching
Dynamic Directed Random Matching
  • GSB Authors: Darrell Duffie
  • Date: 2017-12-18
  • Publication Type: Articles
  • Publication: Journal of Economic Theory
Miniature of Corporate Credit Risk Premia
Corporate Credit Risk Premia
  • GSB Authors: Darrell Duffie
  • Date: 2017-11-29
  • Publication Type: Working Papers
Miniature of Financial Regulatory Reform After the Crisis: An Assessment
Financial Regulatory Reform After the Crisis: An Assessment
  • GSB Authors: Darrell Duffie
  • Date: 2017-08-03
  • Publication Type: Articles
  • Publication: Management Science
Miniature of Financial Regulatory Reform After the Crisis: An Assessment
Financial Regulatory Reform After the Crisis: An Assessment
  • GSB Authors: Darrell Duffie
  • Date: 2017-08-03
  • Publication Type: Articles
  • Publication: Management Science
Miniature of Benchmarks in Search Markets
Benchmarks in Search Markets
  • GSB Authors: Darrell Duffie
  • Date: 2017-06-01
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Benchmarks in Search Markets
Benchmarks in Search Markets
  • GSB Authors: Darrell Duffie
  • Date: 2017-06-01
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Size Discovery
Size Discovery
  • GSB Authors: Darrell Duffie
  • Date: 2017-01-31
  • Publication Type: Articles
  • Publication: The Review of Financial Studies
Miniature of Size Discovery
Size Discovery
  • GSB Authors: Darrell Duffie
  • Date: 2017-01-31
  • Publication Type: Articles
  • Publication: The Review of Financial Studies
Miniature of Financial Regulatory Reform After the Crisis: An Assessment
Financial Regulatory Reform After the Crisis: An Assessment
  • GSB Authors: Darrell Duffie
  • Date: 2016-06-01
  • Publication Type: Working Papers
Miniature of Funding Value Adjustments
Funding Value Adjustments
  • GSB Authors: Darrell Duffie
  • Date: 2016-03-13
  • Publication Type: Working Papers
Miniature of Dynamic Directed Random Matching
Dynamic Directed Random Matching
  • GSB Authors: Darrell Duffie
  • Date: 2015-11-16
  • Publication Type: Working Papers
Miniature of Size Discovery
Size Discovery
  • GSB Authors: Darrell Duffie
  • Date: 2015-10-29
  • Publication Type: Working Papers
Miniature of Reforming Libor and Other Financial Market Benchmarks
Reforming Libor and Other Financial Market Benchmarks
  • GSB Authors: Darrell Duffie
  • Date: 2015-04-01
  • Publication Type: Articles
  • Publication: Journal of Economic Perspectives
Miniature of Reforming Libor and Other Financial Market Benchmarks
Reforming Libor and Other Financial Market Benchmarks
  • GSB Authors: Darrell Duffie
  • Date: 2015-04-01
  • Publication Type: Articles
  • Publication: Journal of Economic Perspectives
Miniature of Resolution of Failing Central Counterparties
Resolution of Failing Central Counterparties
  • GSB Authors: Darrell Duffie
  • Date: 2015-02-02
  • Publication Type: Working Papers
Miniature of Central Clearing and Collateral Demand
Central Clearing and Collateral Demand
  • GSB Authors: Darrell Duffie
  • Date: 2015-01-07
  • Publication Type: Articles
  • Publication: Journal of Financial Economics
Miniature of Central Clearing and Collateral Demand
Central Clearing and Collateral Demand
  • GSB Authors: Darrell Duffie
  • Date: 2015-01-07
  • Publication Type: Articles
  • Publication: Journal of Financial Economics
Miniature of Central Clearing and Collateral Demand
Central Clearing and Collateral Demand
  • GSB Authors: Darrell Duffie
  • Date: 2015-01-07
  • Publication Type: Articles
  • Publication: Journal of Financial Economics
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About this Collection

Collection Name:
Stanford GSB Faculty Publications
Collection Type:
GSB Publications and Research

108 Finance

6 search 5 LIBOR 5 allocative efficiency 5 exact law of large numbers 5 financial markets 5 random mutation 4 D83 4 E00 4 benchmark 4 central clearing party 4 client clearing 4 collateral 4 credit default swap 4 derivatives 4 margin 4 over-the-counter markets 4 population dynamics 4 price impact 3 CDS 3 G15 3 G20 3 G28 3 SOFR 3 banking industry 3 credit 3 credit ratings 3 credit risk premia 3 credit spreads 3 finance 3 financial economics 3 financial institutions 3 floating rates 3 interest rates 3 manipulation 3 market design 3 market fragmentation 3 price discovery 3 reference rate 2 C02 2 C73 2 D44 2 D53 2 G10 2 G12 2 G13 2 G14 2 G22 2 G24 2 J64 2 banking 2 bond markets 2 capital assets pricing model 2 capital market 2 central banking 2 central clearing 2 collusion 2 dark pool 2 debt management 2 digital currency 2 directed search 2 distribution (economic theory) 2 economic equilibrium 2 enduring partnerships 2 failure resolution 2 financial benchmarks 2 financial crises 2 financial instruments 2 financial regulation 2 financial stability 2 government securities 2 hedging (finance) 2 independent dynamic random matching 2 independent random matching 2 information asymmetry 2 information transmission 2 innovation 2 learning 2 leverage ratio 2 liquidity (economics) 2 market value 2 mechanism design 2 mechanism design without transfers 2 mortgages 2 product development 2 repos 2 risk management 2 size discovery 2 strategy and general management 2 volume-weighted average price 2 workup 1 2008-2009 1 CDS contract design 1 Global Financial Crisis 1 Independent dynamic random matching 1 London interbank offered rate (LIBOR) 1 Markov chain 1 Markov processes 1 OTC markets 1 accounting and control 1 asymmetric and private information 1 balance sheet management 1 bank 1 bank capital 1 bank failures 1 bank failures > prevention 1 bank failures > united states 1 bank funding risk 1 bank holding companies 1 bank liquidity 1 banking industry personnel 1 banks 1 benchmarking (management) 1 benchmarks 1 bribery 1 business 1 business cycle accounting 1 business cycles 1 capital market > government policy 1 capital mobility 1 central counterparties 1 collateral security 1 continuous-time 1 convertible bonds 1 corporate debt 1 corporate debt > united states > statistical methods 1 corporate finance 1 counterparty risk 1 credit > management 1 credit default swap (CDS) 1 credit default swaps 1 credit derivatives 1 credit lines 1 credit risk 1 credit spread 1 credit supply 1 cross-sectional method 1 dark pools (economics) 1 data transmission systems 1 dealer intermediation 1 debit value adjustment 1 debt financing (corporations) > united states > statistical methods 1 debt overhang 1 default (finance) > united states > statistical methods 1 deficit 1 depository institutions 1 digital currency > China 1 digital currency > United States 1 economic demand 1 economics of information 1 economies of agglomeration 1 efficient market theory 1 event studies 1 example 1 executives 1 failure resolutions 1 fair value 1 finance > government policy 1 finance laws 1 financial crises > prevention 1 financial crisis 1 financial institutions and services: government policy and regulation 1 financial intermediation 1 financial risk 1 funding value adjustment 1 game theory 1 general financial markets: government policy and regulation 1 government agencies 1 government bailouts 1 housing supply and markets 1 incentive (psychology) 1 information and market efficiency 1 information percolation 1 information theory 1 insider trading 1 interest rate swaps 1 intermediation 1 interoperability 1 investments 1 labor economics 1 labor incentives 1 law 1 law of large numbers 1 law of one price 1 learning rates 1 legacy bond exchanges 1 libor 1 liquidity 1 liquidity requirements 1 macroeconomics 1 margin requirements 1 market equilibrium 1 market frictions 1 market segmentation 1 market share 1 market-making 1 markets 1 mathematical constants 1 mathematical models 1 mathematical models of investments 1 micro finance institutions 1 microeconomics 1 monetary theory 1 money and interest rates 1 netting efficiency 1 over-the-counter derivatives 1 overtime 1 pareto principle 1 payment system 1 portfolio management 1 portfolio selection and asset pricing 1 prices 1 quantitative tightening 1 real estate business 1 real-time gross settlement (RTGS) systems 1 reference rate reform 1 reference rates 1 regulatory capital 1 repossession 1 repurchase agreements 1 reserve balances 1 risk > statistical methods 1 risk assessment 1 secured overnight financing rate (SOFR) 1 sovereign default risk 1 speculation 1 statics 1 stock exchanges 1 supply & demand 1 swap XVAs 1 systemic risk 1 systemically important banks 1 too big to fail 1 transparency 1 treasury bills 1 treasury market 1 uncertainty 1 united states 1 units of measurement 1 value-at-risk 1 volatility 1 volcker rule