Darrell Duffie : Citation Profile

Are you Darrell Duffie?

Stanford University

36

H index

58

i10 index

6059

Citations

RESEARCH PRODUCTION:

75

Articles

64

Papers

4

Books

15

Chapters

RESEARCH ACTIVITY:

   32 years (1985 - 2017). See details.
   Cites by year: 189
   Journals where Darrell Duffie has often published
   Relations with other researchers
   Recent citing documents: 555.    Total self citations: 32 (0.53 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu341
   Updated: 2017-09-23    RAS profile: 2017-04-06    
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Relations with other researchers

Works with:

Vuillemey, Guillaume (4)

Stein, Jeremy (2)

Malamud, Semyon (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Darrell Duffie.

Is cited by:

Lucas, Andre (41)

Koopman, Siem Jan (39)

Miao, Jianjun (37)

Longstaff, Francis (36)

Schwaab, Bernd (34)

Weill, Pierre-Olivier (33)

Campbell, John (29)

Jarrow, Robert (28)

Zame, William (27)

Zhou, Hao (26)

gourieroux, christian (26)

Cites to:

Leland, Hayne (17)

Singleton, Kenneth (17)

Jarrow, Robert (9)

merton, robert (9)

Lando, David (9)

Kreps, David (8)

Pedersen, Lasse (8)

Das, Sanjiv (7)

Cao, Charles (6)

Chen, Zhiwu (6)

Levine, David (6)

Main data

Where Darrell Duffie has published?

Journals with more than one article published# docs
Econometrica13
Journal of Mathematical Economics9
Journal of Economic Theory8
Journal of Finance7
Journal of Economic Dynamics and Control4
Review of Financial Studies4
Journal of Financial Economics3
Mathematical Finance3
Finance and Stochastics2
American Economic Review2
Journal of Applied Corporate Finance2
Journal of Economic Perspectives2

Working Papers Series with more than one paper published# docs
Research Papers / Stanford University, Graduate School of Business9
Discussion Paper Serie A / University of Bonn, Germany4
Swiss Finance Institute Research Paper Series / Swiss Finance Institute4
Economics Working Papers / Hoover Institution, Stanford University3
BIS Working Papers / Bank for International Settlements3
Econometric Society 2004 North American Winter Meetings / Econometric Society3
Staff Reports / Federal Reserve Bank of New York2
Econometric Society 2004 Far Eastern Meetings / Econometric Society2

Recent works citing Darrell Duffie (2017 and 2016)

YearTitle of citing document
2016Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach. (2016). Violante, Francesco ; de Magistris, Paolo Santucci ; Barletta, Andrea . In: CREATES Research Papers. RePEc:aah:create:2016-20.

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2016Testing for heteroscedasticity in jumpy and noisy high-frequency data: A resampling approach. (2016). Christensen, Kim ; Podolskij, Mark ; Hounyo, Ulrich . In: CREATES Research Papers. RePEc:aah:create:2016-27.

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2017The Extended Perturbation Method: New Insights on the New Keynesian Model. (2017). Andreasen, Martin M ; Kronborg, Anders . In: CREATES Research Papers. RePEc:aah:create:2017-14.

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2017A Non-Structural Investigation of VIX Risk Neutral Density. (2017). Violante, Francesco ; Santucci de Magistris, Paolo ; Barletta, Andrea . In: CREATES Research Papers. RePEc:aah:create:2017-15.

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2016Parameter Learning in General Equilibrium: The Asset Pricing Implications. (2016). Collin-Dufresne, Pierre ; Lochstoer, Lars A ; Johannes, Michael . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:3:p:664-98.

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2016Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees. (2016). Van Nieuwerburgh, Stijn ; Kelly, Bryan ; Lustig, Hanno . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:6:p:1278-1319.

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2016Bailouts, Time Inconsistency, and Optimal Regulation: A Macroeconomic View. (2016). Kehoe, Patrick ; Chari, V V. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:9:p:2458-93.

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2016Asymmetric Information and Intermediation Chains. (2016). OPP, CHRISTIAN ; Glode, Vincent. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:9:p:2699-2721.

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2017Coarse Competitive Equilibrium and Extreme Prices. (2017). Strzalecki, Tomasz ; Gul, Faruk ; Pesendorfer, Wolfgang . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:1:p:109-37.

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2016Financial Innovation, Collateral, and Investment. (2016). Fostel, Ana ; Geanakoplos, John . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:8:y:2016:i:1:p:242-84.

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2017Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence. (2017). Sergeyev, Dmitriy ; Nakamura, Emi ; Steinsson, Jon . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:1-39.

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2016Contagion in Financial Networks. (2016). Glasserman, Paul ; Young, Peyton H. In: Journal of Economic Literature. RePEc:aea:jeclit:v:54:y:2016:i:3:p:779-831.

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2016Asset Pricing with Idiosyncratic Shocks. (2016). Srisuksai, Pithak ; Vanitcharearntham, Vimut . In: Applied Economics Journal. RePEc:aej:apecjn:v:23:y:2016:i:1:p:35-58.

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2016Predicting probability of default of Indian companies: A market based approach. (2016). Singh, Bhanu Pratap ; Mishra, Alok Kumar . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:197-204.

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2016Predicting probability of default of Indian companies: A market based approach. (2016). Singh, Bhanu Pratap ; Mishra, Alok Kumar . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:197-204.

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2016The formation of a core periphery structure in heterogeneous financial networks. (2016). van der Leij, Marco ; Hommes, Cars ; In, D. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-07.

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2016FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE. (2016). Santos, Andre ; Moura, Guilherme ; Tourrucoo, Fabricio ; Caldeira, Joo F. In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:028.

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2016Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures. (2016). Martin, Gael ; Forbes, Catherine ; Maneesoonthorn, Worapree . In: Papers. RePEc:arx:papers:1401.3911.

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2016A Functional Limit Theorem for Limit Order Books with State Dependent Price Dynamics. (2016). Horst, Ulrich ; Bayer, Christian ; Qiu, Jinniao . In: Papers. RePEc:arx:papers:1405.5230.

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2016On Correlated Defaults and Incomplete Information. (2016). Zheng, Harry ; Ching, Wai-Ki ; Gu, Jia-Wen . In: Papers. RePEc:arx:papers:1409.1393.

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2016Conditional Preference Orders and their Numerical Representations. (2016). Jamneshan, Asgar ; Drapeau, Samuel . In: Papers. RePEc:arx:papers:1410.5466.

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2016A Fourier interpolation method for numerical solution of FBSDEs: Global convergence, stability, and higher order discretizations. (2016). Hyndman, Cody Blaine ; Ngou, Polynice Oyono . In: Papers. RePEc:arx:papers:1410.8595.

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2016Existence and Uniqueness of a Steady State for an OTC Market with Several Assets. (2016). Belanger, Alain ; Ndoune, Ndoune ; Giroux, Gaston . In: Papers. RePEc:arx:papers:1411.7991.

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2016Principal Components Analysis for Semimartingales and Stochastic PDE. (2016). Ohashi, Alberto ; Simas, Alexandre B. In: Papers. RePEc:arx:papers:1503.05909.

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2017Introduction to Stochastic Differential Equations (SDEs) for Finance. (2017). Papanicolaou, A.. In: Papers. RePEc:arx:papers:1504.05309.

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2017Incomplete stochastic equilibria for dynamic monetary utility. (2017). Kardaras, Constantinos ; Gordan v{Z}itkovi'{c}, ; Xing, Hao . In: Papers. RePEc:arx:papers:1505.07224.

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2017Central Clearing Valuation Adjustment. (2017). St'ephane Cr'epey, ; Yannick, Armenti . In: Papers. RePEc:arx:papers:1506.08595.

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2017Correction to Black-Scholes formula due to fractional stochastic volatility. (2017). Garnier, Josselin ; Solna, Knut . In: Papers. RePEc:arx:papers:1509.01175.

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2016Magic points in finance: Empirical integration for parametric option pricing. (2016). Gass, Maximilian ; Mair, Maximilian ; Glau, Kathrin . In: Papers. RePEc:arx:papers:1511.00884.

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2017Equilibrium pricing under relative performance concerns. (2017). Bielagk, Jana ; Reis, Goncalo Dos ; Lionnet, Arnaud . In: Papers. RePEc:arx:papers:1511.04218.

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2016Credit risk: Taking fluctuating asset correlations into account. (2016). Schmitt, Thilo A ; Guhr, Thomas ; Schafer, Rudi . In: Papers. RePEc:arx:papers:1601.03015.

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2016Convex duality for stochastic differential utility. (2016). Matoussi, Anis ; Xing, Hao . In: Papers. RePEc:arx:papers:1601.03562.

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2016CoCos under short-term uncertainty. (2016). Valdivia, Arturo . In: Papers. RePEc:arx:papers:1602.00094.

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2016Securities Lending Strategies, Exclusive Auction Bids. (2016). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1603.00987.

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2016Interacting Default Intensity with Hidden Markov Process. (2016). Yu, Feng-Hui ; Siu, Tak-Kuen ; Gu, Jia-Wen ; Ching, Wai-Ki . In: Papers. RePEc:arx:papers:1603.02902.

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2016Capital Valuation Adjustment and Funding Valuation Adjustment. (2016). Albanese, Claudio ; Cr, St'Ephane ; Caenazzo, Simone . In: Papers. RePEc:arx:papers:1603.03012.

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2017General dynamic term structures under default risk. (2017). Fontana, Claudio ; Schmidt, Thorsten . In: Papers. RePEc:arx:papers:1603.03198.

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2016Contagion and Stability in Financial Networks. (2016). Mousavi, Seyyed Mostafa ; Tucker, Alistair ; Mackay, Robert . In: Papers. RePEc:arx:papers:1603.04099.

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2016Robust Optimization of Credit Portfolios. (2016). Bo, Lijun ; Capponi, Agostino . In: Papers. RePEc:arx:papers:1603.08169.

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2016Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching. (2016). Cao, Jiling ; Zhang, Wenjun ; Nazirah, Teh Raihana . In: Papers. RePEc:arx:papers:1603.08289.

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2016Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2016). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1604.04872.

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2016Repo Haircuts and Economic Capital. (2016). Lou, Wujiang . In: Papers. RePEc:arx:papers:1604.05404.

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2016Optimal investment and consumption with downside risk constraint in jump-diffusion models. (2016). Nguyen, Thai . In: Papers. RePEc:arx:papers:1604.05584.

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2017Concurrent Credit Portfolio Losses. (2017). Sicking, Joachim ; Schafer, Rudi ; Guhr, Thomas . In: Papers. RePEc:arx:papers:1604.06917.

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2016Entropy and credit risk in highly correlated markets. (2016). Gottschalk, Sylvia . In: Papers. RePEc:arx:papers:1604.07042.

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2016Wrong-Way Risk Models: A Comparison of Analytical Exposures. (2016). , . In: Papers. RePEc:arx:papers:1605.05100.

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2016Linear Credit Risk Models. (2016). Ackerer, Damien ; Filipovi, Damir . In: Papers. RePEc:arx:papers:1605.07419.

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2016A Mean Field Game of Optimal Stopping. (2016). Nutz, Marcel . In: Papers. RePEc:arx:papers:1605.09112.

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2016Multiple risk factor dependence structures: Distributional properties. (2016). Furman, Edward ; Su, Jianxi . In: Papers. RePEc:arx:papers:1607.04739.

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2016Securities Lending Strategies, Valuation of Term Loans using Option Theory. (2016). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1609.01274.

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2017Long-Term Factorization of Affine Pricing Kernels. (2017). Linetsky, Vadim ; Qin, Likuan . In: Papers. RePEc:arx:papers:1610.00778.

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2016Multiple risk factor dependence structures: Copulas and related properties. (2016). Furman, Edward ; Su, Jianxi . In: Papers. RePEc:arx:papers:1610.02126.

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2017Volatility Smile as Relativistic Effect. (2017). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1610.02456.

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2016Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure. (2016). Cao, Jiling ; Nazirah, Teh Raihana ; Zhang, Wenjun . In: Papers. RePEc:arx:papers:1610.09714.

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2017A Primer on Portfolio Choice with Small Transaction Costs. (2017). Muhle-Karbe, Johannes ; Soner, Mete H ; Reppen, Max . In: Papers. RePEc:arx:papers:1612.01302.

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2016Early exercise decision in American options with dividends, stochastic volatility and jumps. (2016). Scaillet, Olivier ; Galluccio, Stefano ; Cosma, Antonio ; Pederzoli, Paola . In: Papers. RePEc:arx:papers:1612.03031.

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2017Corporate Security Prices in Structural Credit Risk Models with Incomplete Information: Extended Version. (2017). Frey, Ruediger ; Lu, Dan ; Roesler, Lars . In: Papers. RePEc:arx:papers:1701.04780.

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2017Mean field and n-agent games for optimal investment under relative performance criteria. (2017). Lacker, Daniel ; Zariphopoulou, Thaleia . In: Papers. RePEc:arx:papers:1703.07685.

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2017High-order compact finite difference scheme for option pricing in stochastic volatility jump models. (2017). During, Bertram ; Pitkin, Alexander . In: Papers. RePEc:arx:papers:1704.05308.

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2017Optimal excess-of-loss reinsurance and investment problem for an insurer with default risk under a stochastic volatility model. (2017). Yao, Nian ; Yang, Zhiming . In: Papers. RePEc:arx:papers:1704.08234.

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2017Particle systems with singular interaction through hitting times: application in systemic risk modeling. (2017). Nadtochiy, Sergey ; Shkolnikov, Mykhaylo . In: Papers. RePEc:arx:papers:1705.00691.

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2017Investing for the Long Run. (2017). Leisen, Dietmar ; Platen, Eckhard . In: Papers. RePEc:arx:papers:1705.03929.

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2017CDS Rate Construction Methods by Machine Learning Techniques. (2017). Brummelhuis, Raymond ; Luo, Zhongmin . In: Papers. RePEc:arx:papers:1705.06899.

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2017Compressing Over-the-Counter Markets. (2017). D'Errico, Marco ; Roukny, Tarik . In: Papers. RePEc:arx:papers:1705.07155.

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2017Dynamic Index Tracking and Risk Exposure Control Using Derivatives. (2017). Leung, Tim ; Ward, Brian . In: Papers. RePEc:arx:papers:1705.10454.

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2017Realized volatility and parametric estimation of Heston SDEs. (2017). Azencott, Robert ; Timofeyev, Ilya ; Ren, Peng . In: Papers. RePEc:arx:papers:1706.04566.

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2017Modeling credit default swap premiums with stochastic recovery rate. (2017). Sokoot, Zahra ; Niknejad, Farzaneh ; Modarresi, Navideh . In: Papers. RePEc:arx:papers:1706.05703.

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2017A class of dynamical contagion credit risk models and their applications. (2017). Chen, Dianfa ; Feng, Jianfen ; Deng, Jun . In: Papers. RePEc:arx:papers:1706.06285.

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2017General Price Bounds for Guaranteed Annuity Options. (2017). Bahl, Raj Kumari ; Sabanis, Sotirios . In: Papers. RePEc:arx:papers:1707.00807.

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2017Effective risk aversion in thin risk-sharing markets. (2017). Anthropelos, Michail ; Vichos, Georgios ; Kardaras, Constantinos . In: Papers. RePEc:arx:papers:1707.05096.

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2017Derivative-Based Optimization with a Non-Smooth Simulated Criterion. (2017). Frazier, David T ; Zhu, Dan . In: Papers. RePEc:arx:papers:1708.02365.

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2017Dynamic Asset Price Jumps and the Performance of High Frequency Tests and Measures. (2017). Maneesoonthorn, Worapree ; Forbes, Catherine S ; Martin, Gael M. In: Papers. RePEc:arx:papers:1708.09520.

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2016Imitation in Heterogeneous Populations. (2016). Hedlund, Jonas ; Oyarzun, Carlos . In: Working Papers. RePEc:awi:wpaper:0625.

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2016Credit Risk and Collateral Demand in a Retail Payment System. (2016). Saiz, Hector Perez ; Xerri, Gabriel . In: Discussion Papers. RePEc:bca:bocadp:16-16.

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2016Canadian Repo Market Ecology. (2016). Gray, Kyle ; Garriott, Corey . In: Discussion Papers. RePEc:bca:bocadp:16-8.

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2016Measuring Systemic Risk Across Financial Market Infrastructures. (2016). Saiz, Hector Perez ; Li, Fuchun . In: Staff Working Papers. RePEc:bca:bocawp:16-10.

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2017Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns. (2017). Ravazzolo, Francesco ; Sadaba, Barbara ; Foroni, Claudia . In: Staff Working Papers. RePEc:bca:bocawp:17-19.

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2016A Joint Model of Nominal and Real Yield Curves. (2016). Kubudi, Daniela ; Vicente, Jose . In: Working Papers Series. RePEc:bcb:wpaper:452.

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2016Estimating the money market microstructure with negative and zero interest rates. (2016). Rainone, Edoardo ; Vacirca, Francesco . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1059_16.

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2017The effects of tax on bank liability structure. (2017). Gambacorta, Leonardo ; Sundaresan, Suresh ; Wang, Zhenyu ; Ricotti, Giacomo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1101_17.

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2017The double bind of asymmetric information in over-the-counter markets. (2017). Palazzo, Francesco ; Makinen, Taneli . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1128_17.

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2017Price impact of bond supply shocks: Evidence from the Eurosystems asset purchase program.. (2017). Nguyen, Benoît ; Arrata, W. In: Working papers. RePEc:bfr:banfra:623.

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2017The Failure of a Clearinghouse:Empirical Evidence. (2017). Bignon, Vincent ; Vuillemey, Guillaume . In: Working papers. RePEc:bfr:banfra:638.

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2016Learning in Infinite Horizon Strategic Market Games with Collateral and Incomplete Information. (2016). Giraud, Gael ; Brangewitz, Sonja . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:456.

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2016Radner Equilibria under Ambiguous Volatility. (2016). Beißner, Patrick ; Beiner, Patrick . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:493.

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2016Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty. (2016). Riedel, Frank ; Beißner, Patrick. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:527.

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2016Moores Law vs. Murphys Law in the financial system: whos winning?. (2016). Lo, Andrew W. In: BIS Working Papers. RePEc:bis:biswps:564.

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2017The effects of tax on bank liability structure. (2017). Gambacorta, Leonardo ; Sundaresan, Suresh ; Ricotti, Giacomo ; Wang, Zhenyu . In: BIS Working Papers. RePEc:bis:biswps:611.

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2017Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets. (2017). Hördahl, Peter ; Urban, Jorg ; Ters, Kristyna ; Hordahl, Peter ; Gyntelberg, Jacob . In: BIS Working Papers. RePEc:bis:biswps:631.

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2016Can Islamic Injunctions Indemnify the Structural Flaws of Securitized Debt?. (2016). Salleh, Murizah Osman ; Jaafar, Aziz ; Ebrahim, Shahid M ; Omar, Fatma A. In: Working Papers. RePEc:bng:wpaper:16001.

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2016Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act. (2016). Vasios, Michalis ; Payne, Richard ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0580.

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2016Liquidity determinants in the UK gilt market. (2016). Benos, Evangelos ; Zikes, Filip . In: Bank of England working papers. RePEc:boe:boeewp:0600.

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2016Overseas unspanned factors and domestic bond returns. (2016). Raczko, Marek ; Spencer, Peter ; Meldrum, Andrew . In: Bank of England working papers. RePEc:boe:boeewp:0618.

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2016The re-pricing of sovereign risks following the global financial crisis. (2016). Migiakis, Petros ; Malliaropulos, Dimitris . In: Working Papers. RePEc:bog:wpaper:2010.

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2017Dealer Trading at the Fix. (2017). Osler, Carol ; Turnbull, Alasdair . In: Working Papers. RePEc:brd:wpaper:101r.

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2017Securitization and Aggregate Investment Efficiency. (2017). Stephens, Eric ; Mirza, Afrasiab . In: Carleton Economic Papers. RePEc:car:carecp:16-05.

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2016Risk Premiums in Slovak Government Bonds. (2016). Odor, Ludovit ; Povala, Pavol . In: Discussion Papers. RePEc:cbe:dpaper:201603.

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2016“Honey, the Bank Might Go Bust”: The Response of Finance Professionals to a Banking System Shock. (2016). boyle, glenn ; Zhylyevskyy, Oleksandr ; Tiwana, Amrit ; Stover, Roger . In: Working Papers in Economics. RePEc:cbt:econwp:16/28.

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2016Disaster recovery and the term structure of dividend strips?. (2016). Hasler, Michael ; Marf, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:458.

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2016Labor Rigidity and the Dynamics of the Value Premium. (2016). Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:460.

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2016Centralized netting in financial networks. (2016). Garratt, Rodney. In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt79t1q6cg.

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More than 100 citations found, this list is not complete...

Works by Darrell Duffie:

YearTitleTypeCited
2007Information Percolation in Large Markets In: American Economic Review.
[Full Text][Citation analysis]		article14
2007Systemic Illiquidity in the Federal Funds Market In: American Economic Review.
[Full Text][Citation analysis]		article43
2010Information Percolation In: American Economic Journal: Microeconomics.
[Full Text][Citation analysis]		article6
2008Information Percolation.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
1989Arrow and General Equilibrium Theory. In: Journal of Economic Literature.
[Full Text][Citation analysis]		article4
2010The Failure Mechanics of Dealer Banks In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article55
2010The failure mechanics of dealer banks.(2010) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		paper
2010The Failure Mechanics of Dealer Banks.(2010) In: Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		article
2015Reforming LIBOR and Other Financial Market Benchmarks In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article6
2014Reforming LIBOR and Other Financial-Market Benchmarks.(2014) In: Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2010Policy Perspectives on OTC Derivatives Market Infrastructure In: Working Papers.
[Full Text][Citation analysis]		paper10
2010Policy Perspectives on OTC Derivatives Market Infrastructure.(2010) In: Research Papers.
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