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 51 - 75 of 92 Records

Title (A-Z) Title (Z-A) Date (Ascending) Date (Descending)
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Miniature of Market Making Under the Proposed Volcker Rule
Market Making Under the Proposed Volcker Rule
  • GSB Authors: Darrell Duffie
  • Date: 2012-01-16
  • Publication Type: Working Papers
Miniature of Dark Markets: Asset Pricing and Information Transmission in Over-The-Counter Markets
Dark Markets: Asset Pricing and Information Transmission in Over-The-Counter Markets
  • GSB Authors: Darrell Duffie
  • Date: 2012-01-08
  • Publication Type: Books
Miniature of Measuring Corporate Default Risk
Measuring Corporate Default Risk
  • GSB Authors: Darrell Duffie
  • Date: 2011-12-22
  • Publication Type: Books
Miniature of Systemic Risk Exposures: A 10-By-10-By-10 Approach
Systemic Risk Exposures: A 10-By-10-By-10 Approach
  • GSB Authors: Darrell Duffie
  • Date: 2011-08-01
  • Publication Type: Working Papers
Miniature of Does a Central Clearing Counterparty Reduce Counterparty Risk?
Does a Central Clearing Counterparty Reduce Counterparty Risk?
  • GSB Authors: Darrell Duffie
  • Date: 2011-07-18
  • Publication Type: Articles
  • Publication: The Review of Asset Pricing Studies
Miniature of Policy Issues in the Design of Tri-Party Repo Markets
Policy Issues in the Design of Tri-Party Repo Markets
  • GSB Authors: Darrell Duffie
  • Date: 2011-06-01
  • Publication Type: Working Papers
Miniature of How Big Banks Fail and What to Do About It
How Big Banks Fail and What to Do About It
  • GSB Authors: Darrell Duffie
  • Date: 2010-11-07
  • Publication Type: Books
Miniature of Asset-Pricing Dynamics with Slow-Moving Capital
Asset-Pricing Dynamics with Slow-Moving Capital
  • GSB Authors: Darrell Duffie
  • Date: 2010-07-15
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of The Squam Lake Report: Fixing the Financial System
The Squam Lake Report: Fixing the Financial System
  • GSB Authors: Darrell Duffie
  • Date: 2010-06-14
  • Publication Type: Books
Miniature of Information Percolation
Information Percolation
  • GSB Authors: Darrell Duffie
  • Date: 2010-02-01
  • Publication Type: Articles
  • Publication: American Economic Journal: Microeconomics
Miniature of Policy Perspectives on OTC Derivatives Market Infrastructure
Policy Perspectives on OTC Derivatives Market Infrastructure
  • GSB Authors: Darrell Duffie
  • Date: 2010-01-01
  • Publication Type: Working Papers
Miniature of The Failure Mechanics of Dealer Banks
The Failure Mechanics of Dealer Banks
  • GSB Authors: Darrell Duffie
  • Date: 2010-01-01
  • Publication Type: Articles
  • Publication: Journal of Economic Perspectives
Miniature of The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation
The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation
  • GSB Authors: Darrell Duffie
  • Date: 2009-11-18
  • Publication Type: Articles
  • Publication: Journal of Economic Theory
Miniature of Frailty Correlated Default
Frailty Correlated Default
  • GSB Authors: Darrell Duffie
  • Date: 2009-09-28
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Information Percolation with Equilibrium Search Dynamics
Information Percolation with Equilibrium Search Dynamics
  • GSB Authors: Darrell Duffie
  • Date: 2009-09-01
  • Publication Type: Articles
  • Publication: Econometrica
Miniature of The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation
The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation
  • GSB Authors: Darrell Duffie
  • Date: 2009-05-01
  • Publication Type: Working Papers
Miniature of Does a Central Clearing Counterparty Reduce Counterparty Risk?
Does a Central Clearing Counterparty Reduce Counterparty Risk?
  • GSB Authors: Darrell Duffie
  • Date: 2009-02-23
  • Publication Type: Working Papers
Miniature of Valuation in Over-The-Counter Markets
Valuation in Over-The-Counter Markets
  • GSB Authors: Darrell Duffie
  • Date: 2007-08-27
  • Publication Type: Articles
  • Publication: The Review of Financial Studies
Miniature of Systemic Illiquidity in the Federal Funds Market
Systemic Illiquidity in the Federal Funds Market
  • GSB Authors: Darrell Duffie
  • Date: 2007-05-01
  • Publication Type: Articles
  • Publication: The American Economic Review
Miniature of Information Percolation in Large Markets
Information Percolation in Large Markets
  • GSB Authors: Darrell Duffie
  • Date: 2007-05-01
  • Publication Type: Articles
  • Publication: The American Economic Review
Miniature of Existence of Independent Random Matching
Existence of Independent Random Matching
  • GSB Authors: Darrell Duffie
  • Date: 2007-02-01
  • Publication Type: Articles
  • Publication: Annals of Applied Probability
Miniature of Common Failings: How Corporate Defaults Are Correlated
Common Failings: How Corporate Defaults Are Correlated
  • GSB Authors: Darrell Duffie
  • Date: 2007-01-11
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Multi-Period Corporate Default Prediction with Stochastic Covariates
Multi-Period Corporate Default Prediction with Stochastic Covariates
  • GSB Authors: Darrell Duffie
  • Date: 2006-12-18
  • Publication Type: Articles
  • Publication: Journal of Financial Economics
Miniature of Over-The-Counter Markets
Over-The-Counter Markets
  • GSB Authors: Darrell Duffie
  • Date: 2005-10-11
  • Publication Type: Articles
  • Publication: Econometrica
Miniature of Risk at Freddie Mac
Risk at Freddie Mac
  • GSB Authors: Darrell Duffie
  • Date: 2004-12-01
  • Publication Type: Cases
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About this Collection

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

92 Finance

11 finance 10 business 8 banking stability, regulation, efficiency 5 economics 5 financial institutions 5 financial markets 4 LIBOR 4 allocative efficiency 4 credit risk 4 derivatives 4 financial crisis 4 financial economics 4 financial system 4 macroeconomics 4 search 3 Global Financial Crisis, 2008-2009 3 banking industry 3 benchmark 3 capital market 3 collateral 3 computer science 3 credit 3 exact law of large numbers 3 financial crises 3 interest rates 3 law 3 liquidity (economics) 3 market design 3 over-the-counter markets 3 price impact 3 random mutation 3 systemic risk 2 CDS 2 D83 2 E00 2 SOFR 2 actuarial science 2 bankruptcy 2 capital assets pricing model 2 central clearing 2 central clearing party 2 client clearing 2 credit default swap 2 credit ratings 2 credit risk and financial regulations 2 credit risk premia 2 credit spreads 2 dark pool 2 digital currency 2 distribution (economic theory) 2 economic equilibrium 2 economic, financial, and policy analysis 2 example 2 financial instruments 2 financial regulation 2 floating rates 2 hedging (finance) 2 information asymmetry 2 innovation 2 manipulation 2 margin 2 market equilibrium 2 market fragmentation 2 market liquidity 2 market value 2 mathematical models of investments 2 mathematics 2 mechanism design 2 monetary economics 2 mortgages 2 political science 2 population dynamics 2 price discovery 2 prices 2 product development 2 reference rate 2 risk management 2 size discovery 2 statistics 2 stock exchanges 2 strategy and general management 2 too big to fail 2 workup 1 2008-2009 1 C02 1 C73 1 CDS contract design 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 London interbank offered rate (LIBOR) 1 Markov chain 1 Markov processes 1 OTC markets 1 accounting 1 accounting and control 1 applied mathematics 1 assets (accounting) 1 asymmetric and private information 1 bailout 1 balance sheet management 1 bank 1 bank capital 1 bank deposits 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 1 banking industry personnel 1 banks 1 bargaining power 1 benchmarking (management) 1 benchmarks 1 benford’s law and fraud detection 1 bond markets 1 bond prices 1 bonds (finance) 1 bribery 1 business cycle accounting 1 business cycles 1 capital 1 capital costs 1 capital market > government policy 1 capital mobility 1 cash flow 1 central banking 1 central counterparties 1 collateral security 1 collateralization 1 collusion 1 computer security 1 consumer market behavior and pricing 1 continuous-time 1 convertible bonds 1 corporate debt 1 corporate debt > united states > statistical methods 1 corporate finance 1 cost 1 counterparty 1 counterparty risk 1 cover (algebra) 1 credit > management 1 credit default swap (CDS) 1 credit default swaps 1 credit derivative 1 credit derivatives 1 credit lines 1 credit spread 1 credit supply 1 creditor 1 cross-sectional method 1 dark pools (economics) 1 data transmission systems 1 dealer intermediation 1 debit value adjustment 1 debt 1 debt financing (corporations) > united states > statistical methods 1 debt management 1 debt overhang 1 debtor & creditor 1 default 1 default (finance) > united states > statistical methods 1 deficit 1 deposit banking 1 depository institutions 1 digital currency > China 1 digital currency > United States 1 digital platforms and economics 1 directed search 1 download 1 econometrics 1 economic demand 1 economics of information 1 economies of agglomeration 1 efficient market theory 1 enduring partnerships 1 engineering 1 event studies 1 executives 1 failure resolution 1 failure resolutions 1 fair value 1 finance > government policy 1 finance laws 1 financial benchmarks 1 financial crises > prevention 1 financial institutions and services: government policy and regulation 1 financial intermediation 1 financial markets and investment strategies 1 financial risk 1 financial security 1 financial stability 1 financial statements 1 functional equations stability results; mathematical dynamics and fractals; markov chains and monte carlo methods 1 funding value adjustment 1 game theory 1 general economics, econometrics and finance 1 general financial markets: government policy and regulation 1 global financial crisis and policies 1 global financial regulation and crises 1 government (linguistics) 1 government agencies 1 government bailouts 1 government securities 1 homeowners 1 housing market and economics 1 housing supply and markets 1 incentive (psychology) 1 independent dynamic random matching 1 independent random matching 1 information and market efficiency 1 information percolation 1 information theory 1 information transmission 1 insider trading 1 insolvency 1 insurance and financial risk management 1 interest rate 1 interest rate swaps 1 intermediation 1 intermediation (finance) 1 interoperability 1 investment banking 1 investments 1 labor economics 1 labor incentives 1 law of large numbers 1 law of one price 1 learning 1 learning rates 1 legacy bond exchanges 1 leverage ratio 1 libor 1 lines of credit 1 linguistics 1 liquidity 1 liquidity requirements 1 margin requirements 1 market economy 1 market frictions 1 market segmentation 1 market share 1 market-making 1 markets 1 matching (statistics) 1 mathematical constants 1 mathematical models 1 mechanical engineering 1 mechanism design without transfers 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 philosophy 1 politics 1 portfolio management 1 portfolio selection and asset pricing 1 probability theory 1 psychology 1 psychotherapist 1 quantitative tightening 1 rate of return 1 rate of return on bonds 1 real estate business 1 real-time gross settlement (RTGS) systems 1 reference rate reform 1 reference rates 1 regulatory capital 1 regulatory reform 1 repos 1 repossession 1 repurchase agreements 1 reserve balances 1 risk > statistical methods 1 risk assessment 1 safer 1 secured overnight financing rate (SOFR) 1 shadow (psychology) 1 sovereign debt 1 sovereign default 1 sovereign default risk 1 sovereignty 1 speculation 1 state capitalism and financial governance 1 statics 1 stockbrokers 1 stockholder wealth 1 stockholders 1 stockholders equity 1 stress test 1 supply & demand 1 swap XVAs 1 systemically important banks 1 transparency 1 transparency (behavior) 1 treasury bills 1 treasury market 1 uncertainty 1 united states 1 units of measurement 1 valuation of investments 1 value (mathematics) 1 value-at-risk 1 volatility 1 volcker rule 1 volume-weighted average price 1 world wide web