Skip to content
Stanford University
Collections
About
Business Library
Stanford Login
Collections
Gallery
Gallery
Basic
Advanced
Search fulltext
Search
Field
Any
Access Level
All Authors
Citation
Collection
Collection Year
Contributor
DOI
External Platform
Faculty ORCID
GSB Authors
ISBN
Issue
Latlng
OA Description
OA Title
OpenAccess Attachment
Page Range
Publication
Publication URL
Title
Volume
WARC TARGET URI
Condition
Does
Does not
Type of search
Contain
Exact Match
Value
Value
Value
Value
Add more criteria
Clear
Search
Gallery View
Showing
1 - 50 of 92
Records
Sort by:
Date (Descending)
Title (A-Z)
Title (Z-A)
Date (Ascending)
Date (Descending)
50
25
50
100
Filter
1
1
2
Active filters
GSB Authors:
Darrell Duffie
Remove all
Collections
92
Stanford GSB Faculty Publications
Publication Type
52
Articles
29
Working Papers
8
Books
3
Cases
GSB Authors
3
Kenneth Singleton
Academic Area
92
Finance
Publication
7
The Journal of Finance
6
Econometrica
5
Journal of Economic Theory
4
Journal of Economic Perspectives
4
Journal of Financial Economics
4
The American Economic Review
3
Annals of Applied Probability
3
Financial Analysts Journal
2
Finance and Stochastics
2
The Review of Financial Studies
1
American Economic Journal: Microeconomics
1
Economic Policy Review
1
Financial Markets, Institutions & Instruments
1
Journal of Applied Corporate Finance
1
Journal of Financial Services Research
1
Journal of Mathematical Economics
1
Management Science
1
Review of Finance
1
The Journal of Legal Studies
1
The Quarterly Journal of Economics
1
The Review of Asset Pricing Studies
1
The Review of Economic Studies
More
Keywords
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
More