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Darrell Duffie
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#	Item
1	Adam Copeland, Darrell Duffie, Antoine Martin, and Susan McLaughlin Key Mechanics of The U.S. Tri-Party Repo Market • Thefinancial crisis exposed Add to Reading List Source URL: www.newyorkfed.org - Date: 2015-03-03 17:13:43
2	Over-the-Counter Search Frictions: A Case Study of the Federal Funds Market1 Adam Ashcraft Federal Reserve Bank of New York Darrell Duffie Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:14:19
3	Size Discovery∗ Darrell Duffie† Haoxiang Zhu‡ December 21, 2015 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2016-01-08 08:26:03 Financial markets Auction theory Game theory Auctions Financial economics Double auction Auction Price discovery Multiunit auction Order Futures contract Option
4	The Failure Mechanics of Dealer Banks Darrell Duffie Graduate School of Business, Stanford University∗ First Draft: May 15, This draft: July 23, 2009. Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 20:51:28 Systemic risk Prime brokerage Federal Reserve System Derivative Hedge fund Repurchase agreement Financial crisis of 200708 Money market Bank Goldman Sachs Security Credit risk
5	A Network View on Interbank Market Freezes We wish to thank Viral Acharya, Franklin Allen, Adam Copeland (discussant), Darrell Duffie, Falko Fecht, Grzegorz Halaj (discussant), Rajkamal Iyer, Anton Korinek, Marco van der Add to Reading List Source URL: www.tinbergen.nl Language: English - Date: 2015-04-24 03:36:55 Economics Banking Interest rates United States housing bubble Interbank lending market Money market LIBOR–OIS spread Market liquidity Repurchase agreement Financial markets Financial economics Finance
6	Microsoft Word - ConferenceProgramCM Add to Reading List Source URL: www.sifr.org Language: English - Date: 2013-07-11 09:24:38 Finance Darrell Duffie Bank Economics Fellows of the Econometric Society Markus Brunnermeier Liquidity risk
7	Adam Copeland, Darrell Duffie, Antoine Martin, and Susan McLaughlin Key Mechanics of The U.S. Tri-Party Repo Market • Thefinancial crisis exposed Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2012-09-26 16:31:22 Securities Financial services Financial markets Fixed income securities Structured finance Repurchase agreement Collateral management Primary Dealer Credit Facility Clearing house Financial economics Finance Financial system
8	A Network View on Interbank Market FreezesWe wish to thank Viral Acharya, Franklin Allen, Adam Copeland (discussant), Darrell Duffie, Falko Fecht, Rajkamal Iyer, Anton Korinek, Marco van der Leij, Robin Lumsdaine (discus Add to Reading List Source URL: www.banque-france.fr Language: English - Date: 2014-12-29 09:10:55 Finance Banking Interest rates United States housing bubble Interbank lending market Money market Market liquidity LIBOR–OIS spread Libor Financial economics Financial markets Economics
9	THE JOURNAL OF FINANCE VOL. LVIII, NO. 1 FEB[removed]Modeling Sovereign Yield Spreads: A Case Study of Russian Debt DARRELL DUFFIE, LASSE HEJE PEDERSEN, and KENNETH J. SINGLETON* ABSTRACT Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2003-03-18 13:45:13 Financial crises Debt Notes Bankruptcy Government debt Sovereign default Bond Corporate bond Government bond Economics Financial economics Finance
10	Valuation in Over-the-Counter Markets Darrell Duffie Graduate School of Business, Stanford University Nicolae Gˆarleanu University of California, Berkeley Lasse Heje Pedersen Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2008-09-13 19:12:24 Financial markets Mathematical finance Actuarial science Financial risk Incomplete markets Derivative Futures contract Risk-neutral measure Risk premium Financial economics Finance Investment