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 1 - 25 of 92 Records

Title (A-Z) Title (Z-A) Date (Ascending) Date (Descending)
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Miniature of Continuous Time Random Matching
Continuous Time Random Matching
  • GSB Authors: Darrell Duffie
  • Date: 2025-06-01
  • Publication Type: Articles
  • Publication: Annals of Applied Probability
Miniature of The Decline of Too Big to Fail
The Decline of Too Big to Fail
  • GSB Authors: Darrell Duffie
  • Date: 2025-03-01
  • Publication Type: Articles
  • Publication: The American Economic Review
Miniature of How US Treasuries Can Remain the World's Safe Haven
How US Treasuries Can Remain the World's Safe Haven
  • GSB Authors: Darrell Duffie
  • Date: 2025-03-01
  • Publication Type: Articles
  • Publication: Journal of Economic Perspectives
Miniature of Bank Funding Risk, Reference Rates, and Credit Supply
Bank Funding Risk, Reference Rates, and Credit Supply
  • GSB Authors: Darrell Duffie
  • Date: 2024-12-20
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Reserves Were Not So Ample After All
Reserves Were Not So Ample After All
  • GSB Authors: Darrell Duffie
  • Date: 2024-10-26
  • Publication Type: Articles
  • Publication: The Quarterly Journal of Economics
Miniature of Dealer Capacity and U.s. Treasury Market Functionality
Dealer Capacity and U.s. Treasury Market Functionality
  • GSB Authors: Darrell Duffie
  • Date: 2023-08-01
  • Publication Type: Working Papers
Miniature of Across‐the‐curve Credit Spread Indices
Across‐the‐curve Credit Spread Indices
  • GSB Authors: Darrell Duffie
  • Date: 2023-04-02
  • Publication Type: Articles
  • Publication: Financial Markets, Institutions & Instruments
Miniature of Market Function Asset Purchases
Market Function Asset Purchases
  • GSB Authors: Darrell Duffie
  • Date: 2023-02-01
  • Publication Type: Working Papers
Miniature of Bank Funding Risk, Reference Rates, and Credit Supply
Bank Funding Risk, Reference Rates, and Credit Supply
  • GSB Authors: Darrell Duffie
  • Date: 2022-12-23
  • Publication Type: Working Papers
Miniature of How Abundant Are Reserves? Evidence from the Wholesale Payment System
How Abundant Are Reserves? Evidence from the Wholesale Payment System
  • GSB Authors: Darrell Duffie
  • Date: 2022-11-29
  • Publication Type: Working Papers
Miniature of Fragmenting Markets: Post-Crisis Bank Regulations and Financial Market Liquidity
Fragmenting Markets: Post-Crisis Bank Regulations and Financial Market Liquidity
  • GSB Authors: Darrell Duffie
  • Date: 2022-11-07
  • Publication Type: Books
Miniature of Digital Currencies: The U.S., China, and the World at a Crossroads
Digital Currencies: The U.S., China, and the World at a Crossroads
  • GSB Authors: Darrell Duffie
  • Date: 2022-03-04
  • Publication Type: Books
Miniature of Robust Benchmark Design
Robust Benchmark Design
  • GSB Authors: Darrell Duffie
  • Date: 2021-10-10
  • Publication Type: Articles
  • Publication: Journal of Financial Economics
Miniature of Market Fragmentation
Market Fragmentation
  • GSB Authors: Darrell Duffie
  • Date: 2021-07-01
  • Publication Type: Articles
  • Publication: The American Economic Review
Miniature of Augmenting Markets with Mechanisms
Augmenting Markets with Mechanisms
  • GSB Authors: Darrell Duffie
  • Date: 2020-10-14
  • Publication Type: Articles
  • Publication: The Review of Economic Studies
Miniature of Across-The-Curve Credit Spread Indices
Across-The-Curve Credit Spread Indices
  • GSB Authors: Darrell Duffie
  • Date: 2020-07-31
  • Publication Type: Working Papers
Miniature of Still the World's Safe Haven? Redesigning the U.S. Treasury Market After the Covid-19 Crisis
Still the World's Safe Haven? Redesigning the U.S. Treasury Market After the Covid-19 Crisis
  • GSB Authors: Darrell Duffie
  • Date: 2020-06-01
  • Publication Type: Working Papers
Miniature of Interoperable Payment Systems and the Role of Central Bank Digital Currencies
Interoperable Payment Systems and the Role of Central Bank Digital Currencies
  • GSB Authors: Darrell Duffie
  • Date: 2020-05-25
  • Publication Type: Working Papers
Miniature of Market Fragmentation
Market Fragmentation
  • GSB Authors: Darrell Duffie
  • Date: 2020-02-24
  • Publication Type: Working Papers
Miniature of The Decline of Too Big to Fail
The Decline of Too Big to Fail
  • GSB Authors: Darrell Duffie
  • Date: 2019-12-19
  • Publication Type: Working Papers
Miniature of Augmenting Markets with Mechanisms
Augmenting Markets with Mechanisms
  • GSB Authors: Darrell Duffie
  • Date: 2019-09-04
  • Publication Type: Working Papers
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
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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