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Darrell Duffie
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11	Econometrica, Vol. 73, No. 6 (November, 2005), 1815–1847 OVER-THE-COUNTER MARKETS BY DARRELL DUFFIE, NICOLAE GÂRLEANU, AND LASSE HEJE PEDERSEN1 We study how intermediation and asset prices in over-the-counter markets Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2005-10-19 15:33:28 Mathematical finance Bargaining Bargaining theory Commerce Incomplete markets Bond Stock market Futures contract Fundamental analysis Financial economics Economics Finance
12	Innovations in Credit Risk Transfer: Implications for Financial Stability1 Darrell Duffie Stanford University Draft: July 2, 2007 Add to Reading List Source URL: www.bis.org Language: English - Date: 2007-07-05 04:12:50 Economics Mortgage-backed security Fixed income securities Structured finance Credit default swap Collateralized debt obligation Credit derivative Credit risk Securitization Financial economics Finance United States housing bubble
13	Innovations in Credit Risk Transfer Implications for Financial Stability Darrell Duffie, Stanford Business School BIS Annual Conference Brunnen, June, 2007 Add to Reading List Source URL: www.bis.org Language: English - Date: 2007-07-05 04:14:50 United States housing bubble Fixed income securities Mortgage-backed security Structured finance Funds Credit derivative Collateralized debt obligation Securitization Derivative Financial economics Finance Investment
14	NBER WORKING PAPER SERIES COMMON FAILINGS: HOW CORPORATE DEFAULTS ARE CORRELATED Sanjiv Das Darrell Duffie Add to Reading List Source URL: www.nber.org Language: English - Date: 2006-01-19 09:39:18 Credit Default Poisson process Statistical power Financial Correlations Statistics Stochastic processes Debt
15	Information Percolation in Segmented Markets Darrell Duffie Stanford GSB Duffie, Malamud and Manso Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-01-19 10:05:44
16	File Number SR-ICEEU[removed]ICE Clear Europe Limited; Notice of Filing of Proposed Rule Change to Clear Western European Sovereign CDS Contracts Comments submitted to the SEC by Darrell Duffie, Stanford University. Nove Add to Reading List Source URL: www.sec.gov Language: English - Date: 2012-11-08 14:11:14 Credit default swap United States housing bubble Futures contract Government debt Credit risk Bond Default Euro LCH.Clearnet Financial economics Economics Finance
17	OVER-THE-COUNTER MARKETS∗ ˆ rleanu and Lasse Heje Pedersen By Darrell Duffie, Nicolae Ga First Version: November 1, 1999. Current Version: March 17, 2005 We study how intermediation and asset prices in over-thecounte Add to Reading List Source URL: faculty.haas.berkeley.edu Language: English - Date: 2005-03-17 17:07:44 Financial markets Derivative Investment Bid–offer spread Futures contract Stock market Fundamental analysis Financial economics Economics Finance
18	Minerva Foundation Lectures Spring 2011 Darrell Duffie Stanford University “Dark Markets” Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-02-22 16:47:18 Stock market Over-the-counter Derivative Late-2000s financial crisis Order Repurchase agreement Financial economics Economics Investment
19	Asset Price Dynamics with Slow-Moving Capital Darrell Duffie Stanford University Abstract: I address the apparent slow movement of investment capital to trading opportunities, and the implications for asset price dynami Add to Reading List Source URL: www.afajof.org Language: English - Date: 2012-12-03 10:47:19 Pricing Financial markets Stock market crashes Price Short Futures contract Late-2000s financial crisis Economics Business Economic history
20	INTERVIEW BASED ON THE CONFERENCE FROM JUNE 2013 « COMMENT ASSURER L’EFFICACITÉ ET LA STABILITÉ DES MARCHÉS FINANCIERS EUROPÉENS ? », AT THE ACADÉMIE DES SCIENCES MORALES ET POLITIQUES(ASMP) PR. DARRELL DUFFIE Add to Reading List Source URL: www.etudes-europeennes.eu Language: English - Date: 2014-01-07 11:42:54 Investment Systemic risk Subprime mortgage crisis United States housing bubble Financial services Market liquidity Liquidity risk Bank Basel II Financial economics Finance Financial markets