Darrell Duffie
Stanford University
H-index: 91
North America-United States
Top articles of Darrell Duffie
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Online Appendix for | Pablo Cuba-Borda Sanjay R Singh | 2023/12 | |
How the LIBOR Transition Affects the Supply of Revolving Credit | Darrell Duffie Cooperman Harry Alena Kang-Landsberg Stephan Luck Zachry Wang | 2023/2/3 | |
Resilience redux in the US Treasury market | Jackson Hole Symposium, Federal Reserve Bank of Kansas City | Darrell Duffie | 2023/8/25 |
Continuous-time random matching | Available at SSRN 4549798 | Darrell Duffie Lei Qiao Yeneng Sun | 2023/8/23 |
Bank funding risk, reference rates, and credit supply | Harry R Cooperman Darrell Duffie Stephan Luck Zachry Wang Yilin Yang | 2023/2/2 | |
Market-function asset purchases | FRB of New York Staff Report | Darrell Duffie Frank M Keane | 2023/2 |
The decline of too big to fail | Available at SSRN 3497897 | Antje Berndt Darrell Duffie Yichao Zhu | 2023/8/22 |
Dealer capacity and US Treasury market functionality | FRB of New York Staff Report | Darrell Duffie Michael J Fleming Frank M Keane Claire Nelson Or Shachar | 2023/8/1 |
Jackson Hole 2023-Structural Changes in Financial Markets and the Conduct of Monetary Policy | Proceedings-Economic Policy Symposium-Jackson Hole | Darrell Duffie Jeremy C Stein | 2023 |
Which markets should be centrally cleared? | Nicolas Véron Darrell Duffie Teo Floor | 2023/10/12 | |
Dollar Funding Stresses in ChinaChina | Laura E Kodres Leslie Sheng Shen Darrell Duffie | 2023/9/27 | |
Across‐the‐Curve Credit Spread Indices | Financial Markets, Institutions & Instruments | Antje Berndt Darrell Duffie Yichao Zhu | 2023/8 |
Fragmenting Markets: Post-crisis Bank Regulations and Financial Market Liquidity | Darrell Duffie | 2022/11/7 | |
Interbank payment timing is still closely coupled | June | Gara Afonso Darrell Duffie Lorenzo Rigon Hyun Song Shin | 2022/6/9 |
Technology and finance | Anna Ilyina Roberto M Samaniego | 2008/7 | |
How abundant are reserves? Evidence from the wholesale payment system | Gara Afonso Darrell Duffie Lorenzo Rigon Hyun Song Shin | 2022/12/12 | |
Reserves were not so ample after all | Adam Copeland Darrell Duffie Yilin Yang | 2021/8/2 | |
Market fragmentation | American Economic Review | Daniel Chen Darrell Duffie | 2021/7/1 |
Augmenting markets with mechanisms | The Review of Economic Studies | Samuel Antill Darrell Duffie | 2021/7/1 |
Robust benchmark design | Journal of Financial Economics | Darrell Duffie Piotr Dworczak | 2021 |
Co-Authors
