達雷爾·達菲（Darrell Duffie），美國史丹福大學商學院管理學教授和金融學教授。
基本介紹
- 中文名：達雷爾·達菲
- 外文名：Darrell Duffie
代表論文
Across-the-Curve Credit Spread Indices
Antje Berndt, Darrell Duffie, Yichao Zhu
Financial Markets, Institutions & Instruments
April 2023
Robust Benchmark Design
Darrell Duffie, Piotr Dworczak
Journal of Financial Economics
November 2021 Vol. 142 Issue 2 Pages 775–802
Augmenting Markets with Mechanisms
Samuel Antill, Darrell Duffie
The Review of Economic Studies
July 2021 Vol. 88 Issue 4 Pages 1665–1719
Market Fragmentation
Daniel Chen, Darrell Duffie
American Economic Review
July 2021 Vol. 111 Issue 7 Pages 2247–2274
Funding Value Adjustments
Darrell Duffie, Leif Anderson, Yang Song
Journal of Finance
February 2019 Vol. 74 Issue 1 Pages 145-192
Prone to Fail: The Pre-Crisis Financial System
Darrell Duffie
Journal of Economic Perspectives
2019 Vol. 33 Issue 1 Pages 81-106
Financial Regulatory Reform After the Crisis: An Assessment
Darrell Duffie
Management Science
October 2018 Vol. 64 Issue 10 Pages 4471–4965
Corporate Credit Risk Premia
Antje Berndt, Rohan Douglas, Darrell Duffie, Mark Ferguson
Review of Finance
March 1, 2018 Vol. 22 Issue 2 Pages 419-454
Dynamic Directed Random Matching
Darrell Duffie, Lei Qiao, Yeneng Sun
Journal of Economic Theory
2018 Vol. 143 Pages 124-183
Benchmarks in Search Markets
Darrell Duffie, Piotr Dworczak, Haoxiang Zhu
Journal of Finance
October 2017 Vol. 72 Issue 5 Pages 1983-2044
Size Discovery
Darrell Duffie, Haoxiang Zhu
Review of Financial Studies
April 2017 Vol. 30 Issue 4 Pages 1095-1150
Central Clearing and Collateral Demand
Darrell Duffie, Martin Scheicher, Guillaume Vuillemey
Journal of Financial Economics
May 2015 Vol. 116 Issue 2 Pages 237-256
Information Percolation in Segmented Markets
Darrell Duffie, Semyon Malamud, Gustavo Manso
Journal of Economic Theory
2015 Vol. 158
Reforming LIBOR and Other Financial Market Benchmarks
Darrell Duffie, Jeremy C. Stein
Journal of Economic Perspectives
2015 Vol. 29 Issue 2 Pages 191-212
Challenges to a Policy Treatment of Speculative Trading Motivated by Differences in Beliefs
Darrell Duffie
Journal of Legal Studies
June 2014 Vol. 43 Issue S2 Pages 173-182
Capital Mobility and Asset Pricing
Darrell Duffie, Bruno Strulovici
Econometrica
November 2012 Vol. 80 Issue 6 Pages 2469-2509
The exact law of large numbers for independent random matching
Darrell Duffie, Yeneng Sun
Journal of Economic Theory
May 2012 Vol. 147 Issue 3 Pages 1105-1139
Does a Central Clearing Counterparty Reduce Counterparty Risk?
Darrell Duffie, Haoxiang Zhu
The Review of Asset Pricing Studies
July 2011 Vol. 1 Issue 1 Pages 74-95
Presidential Address: Asset Price Dynamics with Slow-Moving Capital
Darrell Duffie
The Journal of Finance
August 2010 Vol. 65 Issue 4 Pages 1237-1267
The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation
Darrell Duffie, Semyon Malamud, Gustavo Manso
Journal of Economic Theory
July 2010 Vol. 145 Issue 4 Pages 1574-1601
Information Percolation
Darrell Duffie, Gaston Giroux, Gustavo Manso
American Economic Journal: Microeconomics
February 2010 Vol. 2 Issue 1 Pages 100-111
Asset-Pricing Dynamics with Slow Moving Capital
Darrell Duffie
Journal of Finance
2010 Vol. 65 Issue 4 Pages 1237-1267
The Failure Mechanics of Dealer Banks
Darrell Duffie
Journal of Economic Perspectives
2010 Vol. 24 Issue 1 Pages 51-72
Frailty Correlated Default
Darrell Duffie, Andreas Eckner, Guillaume Horel, Leandro Saita
Journal of Finance
October 2009 Vol. LXIV Issue 5 Pages 2089-2123
Information Percolation with Equilibrium Search Dynamics
Darrell Duffie, Semyon Malamud, Gustavo Manso
Econometrica
September 2009 Vol. 77 Issue 5 Pages 1513-1574
Common Failings: How Corporate Defaults Are Correlated
Darrell Duffie, Sanjiv R. Das, Nikunj Kapadia, Leandro Saita
Journal of Finance
February 2007 Vol. LXII Issue 1 Pages 93-117
Existence of Independent Random Matching
Darrell Duffie, Yeneng Sun
The Annals of Applied Probability
2007 Vol. 17 Issue 1 Pages 386-419
Information Percolation in Large Markets
Darrell Duffie, Gustavo Manso
American Economic Review: Papers and Proceedings, 2007
2007 Pages 203-209
Multi-period corporate default prediction with stochastic covariates
Darrell Duffie, Leandro Saita, Ke Wang
Journal of Financial Economics
2007 Vol. 83 Pages 635-665
Systemic Illiquidity in the Federal Funds Market
Darrell Duffie, Adam B. Ashcraft
American Economic Review: Papers and Proceedings, 2007
2007 Vol. 97 Pages 221-225
Valuation in Over-the-Counter Markets
Darrell Duffie, Nicolae Garleanu, Lasse Heje Pedersen
The Review of Financial Studies
2007 Vol. 20 Pages 1865-1900
Over-The-Counter Markets
Darrell Duffie, Nicolae Gârleanu, Lasse Heje Pedersen
Econometrica
2005 Vol. 73 Issue 6 Pages 1815–1847
