52 Articles 29 Working Papers 8 Books 3 Cases

92 Stanford GSB Faculty Publications

92 Darrell Duffie 3 Kenneth Singleton

92 Finance

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

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