Darrell Duffie : Citation Profile

Are you Darrell Duffie?

Stanford University

39

H index

61

i10 index

6986

Citations

RESEARCH PRODUCTION:

79

Articles

66

Papers

4

Books

15

Chapters

RESEARCH ACTIVITY:

   33 years (1985 - 2018). See details.
   Cites by year: 211
   Journals where Darrell Duffie has often published
   Relations with other researchers
   Recent citing documents: 622.    Total self citations: 34 (0.48 %)

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   Permalink: http://citec.repec.org/pdu341
   Updated: 2018-11-17    RAS profile: 2018-06-04    
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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)

Weill, Pierre-Olivier (36)

Jarrow, Robert (36)

Schwaab, Bernd (34)

Christoffersen, Peter (29)

gourieroux, christian (29)

Monfort, Alain (29)

Campbell, John (28)

Cites to:

Singleton, Kenneth (18)

Leland, Hayne (17)

Lando, David (9)

Jarrow, Robert (9)

merton, robert (9)

Kreps, David (8)

Pedersen, Lasse (7)

Das, Sanjiv (7)

Levine, David (6)

Chen, Zhiwu (6)

Constantinides, George (6)

Main data

Where Darrell Duffie has published?

Journals with more than one article published# docs
Econometrica13
Journal of Economic Theory9
Journal of Mathematical Economics9
Journal of Finance8
Review of Financial Studies5
Journal of Economic Dynamics and Control4
Mathematical Finance3
Journal of Financial Economics3
Journal of Economic Perspectives2
American Economic Review2
Finance and Stochastics2
Journal of Applied Corporate Finance2

Working Papers Series with more than one paper published# docs
Research Papers / Stanford University, Graduate School of Business13
Swiss Finance Institute Research Paper Series / Swiss Finance Institute4
Econometric Society 2004 North American Winter Meetings / Econometric Society3
Economics Working Papers / Hoover Institution, Stanford University3
BIS Working Papers / Bank for International Settlements3
Staff Reports / Federal Reserve Bank of New York2
Econometric Society 2004 Far Eastern Meetings / Econometric Society2

Recent works citing Darrell Duffie (2018 and 2017)

YearTitle of citing document
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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2018The Risk Premia Embedded in Index Options. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-07.

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2018Short-Term Market Risks Implied by Weekly Options. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-08.

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2017Decentralized Exchange. (2017). Malamud, Semyon ; Rostek, Marzena. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:11:p:3320-62.

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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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2018Firms, Informality, and Development: Theory and Evidence from Brazil. (2018). Ulyssea, Gabriel . In: American Economic Review. RePEc:aea:aecrev:v:108:y:2018:i:8:p:2015-47.

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2018Government Old-Age Support and Labor Supply: Evidence from the Old Age Assistance Program. (2018). Fetter, Daniel ; Lockwood, Lee M. In: American Economic Review. RePEc:aea:aecrev:v:108:y:2018:i:8:p:2174-2211.

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

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2018Search frictions and market power in negotiated price markets. (2018). Allen, Jason ; Houde, Jean-Francois ; Clark, Robert. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274729.

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2017A unified framework for pricing credit and equity derivatives. (2017). de Martino, Andrea ; Stagni, Roberto ; Ruiz, Edward Manuel. In: Working Papers. RePEc:apc:wpaper:2017-116.

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2017Groupthink and the Failure of Information Aggregation in Large Groups. (2017). Harel, Matan ; Tamuz, Omer ; Strack, Philipp ; Mossel, Elchanan . In: Papers. RePEc:arx:papers:1412.7172.

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2017The ABC of Simulation Estimation with Auxiliary Statistics. (2017). Ng, Serena ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1501.01265.

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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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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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2018Securities Lending Strategies: Exclusive Valuations and Auction Bids. (2018). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1603.00987.

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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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2018Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2018). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1604.04872.

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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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2018Linear Credit Risk Models. (2018). Ackerer, Damien ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1605.07419.

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2017A Mean Field Game of Optimal Stopping. (2017). Nutz, Marcel. In: Papers. RePEc:arx:papers:1605.09112.

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2018Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). 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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2017Volatility Smile as Relativistic Effect. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1610.02456.

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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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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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2018Mean field and n-agent games for optimal investment under relative performance criteria. (2018). 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). Platen, Eckhard ; Leisen, Dietmar . In: Papers. RePEc:arx:papers:1705.03929.

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2017CDS Rate Construction Methods by Machine Learning Techniques. (2017). Luo, Zhongmin ; Brummelhuis, Raymond . 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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2018An Explicit Default Contagion Model and Its Application to Credit Derivatives Pricing. (2018). 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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2017The speed of sequential asymptotic learning. (2017). Hann-Caruthers, Wade ; Tamuz, Omer ; Martynov, Vadim V. In: Papers. RePEc:arx:papers:1707.02689.

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2018Effective risk aversion in thin risk-sharing markets. (2018). Anthropelos, Michail ; Vichos, Georgios ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1707.05096.

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2018Indirect Inference with a Non-Smooth Criterion Function. (2018). Oka, Tatsushi ; Zhu, Dan ; Frazier, David T. In: Papers. RePEc:arx:papers:1708.02365.

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2018Dynamic Price Jumps: the Performance of High Frequency Tests and Measures, and the Robustness of Inference. (2018). Maneesoonthorn, Worapree ; Forbes, Catherine S ; Martin, Gael M. In: Papers. RePEc:arx:papers:1708.09520.

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2017Optimal Liquidation Problems in a Randomly-Terminated Horizon. (2017). Yang, Qing-Qing ; Wong, Tak Kwong ; Gu, Jia-Wen ; Ching, Wai-Ki. In: Papers. RePEc:arx:papers:1709.05837.

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2018Numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed discrete coupon. (2018). , Hyong-Chol ; Jon, Il-Gwang ; Kim, Jong-Chol . In: Papers. RePEc:arx:papers:1709.06517.

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2017Transform Analysis for Hawkes Processes with Applications in Dark Pool Trading. (2017). Gao, Xuefeng ; Zhu, Lingjiong ; Zhou, Xiang. In: Papers. RePEc:arx:papers:1710.01452.

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2017Pricing of commodity derivatives on processes with memory. (2017). Benth, Fred Espen ; Vanmaele, Michele ; Khedher, Asma . In: Papers. RePEc:arx:papers:1711.00307.

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2017Influence of jump-at-default in IR and FX on Quanto CDS prices. (2017). Itkin, Andrey ; Veygman, A ; Shcherbakov, V. In: Papers. RePEc:arx:papers:1711.07133.

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2018An SPDE Model for Systemic Risk with Endogenous Contagion. (2018). Hambly, Ben ; Sojmark, Andreas. In: Papers. RePEc:arx:papers:1801.10088.

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2018Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations. (2018). Muhlbacher, Andreas ; Guhr, Thomas. In: Papers. RePEc:arx:papers:1803.00261.

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2018Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization. (2018). White, Alan. In: Papers. RePEc:arx:papers:1803.07843.

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2018Indifference pricing of life insurance contracts via BSDEs under partial information. (2018). Ceci, Claudia ; Cretarola, Alessandra ; Colaneri, Katia. In: Papers. RePEc:arx:papers:1804.00223.

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2018Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms. (2018). Ocejo, Adriana. In: Papers. RePEc:arx:papers:1804.08442.

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2018A Dynamic Analysis of Nash Equilibria in Search Models with Fiat Money. (2018). Bonetto, Federico ; Iacopetta, Maurizio. In: Papers. RePEc:arx:papers:1805.04733.

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2018Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity. (2018). Yang, Ben-Zhang ; Huang, Nan-Jing ; Wang, Ming-Hui ; Yue, Jia. In: Papers. RePEc:arx:papers:1805.06226.

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2018Stability results for martingale representations: the general case. (2018). Papapantoleon, Antonis ; Saplaouras, Alexandros ; Possamai, Dylan. In: Papers. RePEc:arx:papers:1806.01172.

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2018Dark Markets with Multiple Assets: Segmentation, Asymptotic Stability, and Equilibrium Prices. (2018). , Alain ; Pongou, Roland ; Ndoun'e Ndoun'e, . In: Papers. RePEc:arx:papers:1806.01924.

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2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647.

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2018On The Calibration of Short-Term Interest Rates Through a CIR Model. (2018). Orlando, Giuseppe ; Bufalo, Michele ; Mininni, Rosa Maria. In: Papers. RePEc:arx:papers:1806.03683.

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2018A Second Look at Post Crisis Pricing of Derivatives - Part I: A Note on Money Accounts. (2018). Tumasyan, Hovik. In: Papers. RePEc:arx:papers:1806.09198.

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2018Backward SDEs for Control with Partial Information. (2018). Papanicolaou, Andrew. In: Papers. RePEc:arx:papers:1807.08222.

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2018Measuring Systematic Risk with Neural Network Factor Model. (2018). Huh, Jeonggyu. In: Papers. RePEc:arx:papers:1809.04925.

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2018A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors. (2018). Alfeus, Mesias ; Schlogl, Erik ; Grasselli, Martino. In: Papers. RePEc:arx:papers:1809.06643.

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2018Hyperfinite Construction of $G$-expectation. (2018). Fadina, Tolulope ; Herzberg, Frederik . In: Papers. RePEc:arx:papers:1810.09386.

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2018Dependence of Structural Breaks in Rating Transition Dynamics on Economic and Market Variations. (2018). Xing, Haipeng ; Chen, Ying. In: Review of Economics & Finance. RePEc:bap:journl:180101.

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2018Government of Canada Securities in the Cash, Repo and Securities Lending Markets. (2018). Bulusu, Narayan ; Gungor, Sermin . In: Discussion Papers. RePEc:bca:bocadp:18-4.

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

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2017Measuring Limits of Arbitrage in Fixed-Income Markets. (2017). Fontaine, Jean-Sebastien ; Nolin, Guillaume. In: Staff Working Papers. RePEc:bca:bocawp:17-44.

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2017Credit Risk Transfer and Bank Insolvency Risk. (2017). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:17-59.

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2017Which Model to Forecast the Target Rate?. (2017). van Oordt, Maarten . In: Staff Working Papers. RePEc:bca:bocawp:17-60.

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2018What Drives Interbank Loans? Evidence from Canada. (2018). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:18-5.

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2018Multivariate Jump Diffusion Model with Markovian Contagion. (2018). Campos, Pablo Jose ; Gupta, Aparna . In: Working Papers Series. RePEc:bcb:wpaper:482.

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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 ; Mäkinen, Taneli ; Makinen, Taneli . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1128_17.

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2017A quantitative analysis of risk premia in the corporate bond market. (2017). Cecchetti, Sara . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1141_17.

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2017Pairwise trading in the money market during the European sovereign debt crisis. (2017). Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1160_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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2017Eurosystem’s asset purchases and money market rates. (2017). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, I ; Arrata, W. In: Working papers. RePEc:bfr:banfra:652.

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2018Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound. (2018). Scalone, Valerio . In: Working papers. RePEc:bfr:banfra:688.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Sectoral risk in the Italian Banking System. (2017). Accornero, Matteo ; Sorrentino, Alberto Maria ; Parlapiano, Fabio ; Felici, Roberto ; Cascarino, Giuseppe . In: IFC Bulletins chapters. RePEc:bis:bisifc:45-07.

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2018Term premia: models and some stylised facts. (2018). Cohen, Benjamin H ; Xia, Dora ; Hordahl, Peter . In: BIS Quarterly Review. RePEc:bis:bisqtr:1809h.

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2017The effects of tax on bank liability structure. (2017). Gambacorta, Leonardo ; Wang, Zhenyu ; Sundaresan, Suresh ; Ricotti, Giacomo . 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 ; Gyntelberg, Jacob ; Urban, Jorg ; Ters, Kristyna ; Hordahl, Peter . In: BIS Working Papers. RePEc:bis:biswps:631.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018An explanation of negative swap spreads: demand for duration from underfunded pension plans. (2018). Klingler, Sven ; Sundaresan, Suresh. In: BIS Working Papers. RePEc:bis:biswps:705.

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2017The role of managerial risk-taking in the ‘rise and fall’ of the CDS market. (2017). Dias, Roshanthi . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:117-145.

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2017SPECULATIVE PROFITS, INNOVATION, AND GROWTH. (2017). Denicolo', Vincenzo ; Zanchettin, Piercarlo. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:160-174.

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2017The Plight of Modern Markets: How Universal Banking Undermines Capital Markets. (2017). Sissoko, Carolyn. In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:1:p:53-104.

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2017Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk. (2017). luciano, elisa ; Vigna, Elena ; Regis, Luca. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:3:p:961-986.

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2017Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated. (2017). Wong, Tat Wing ; Chiu, Mei Choi. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:3:p:987-1023.

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2017Crisis Sentiment in the U.S. Insurance Sector. (2017). Irresberger, Felix ; Konig, Fee Elisabeth. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:4:p:1295-1330.

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2017Distressed Sales in OTC Markets. (2017). Selcuk, Cemil. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:3:p:357-393.

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2017Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies. (2017). Karimalis, Emmanouil ; Peters, Gareth ; Kosmidis, Ioannis . In: Bank of England working papers. RePEc:boe:boeewp:0655.

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2018Repo market functioning: the role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis . In: Bank of England working papers. RePEc:boe:boeewp:0746.

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2018OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0751.

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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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2018Effects of Brexit on Corporate Yield Spreads: Evidence from UK and Eurozone Corporate Bond Markets. (2018). Korus, Arthur ; Kadiric, Samir. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei251.

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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]		article20
2007Systemic Illiquidity in the Federal Funds Market In: American Economic Review.
[Full Text][Citation analysis]		article50
2010Information Percolation In: American Economic Journal: Microeconomics.
[Full Text][Citation analysis]		article9
2008Information Percolation.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
1989Arrow and General Equilibrium Theory. In: Journal of Economic Literature.
[Full Text][Citation analysis]		article5
2010The Failure Mechanics of Dealer Banks In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article63
2010The failure mechanics of dealer banks.(2010) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2010The Failure Mechanics of Dealer Banks.(2010) In: Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		article
2015Reforming LIBOR and Other Financial Market Benchmarks In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article7
2010Policy Perspectives on OTC Derivatives Market Infrastructure In: Working Papers.
[Full Text][Citation analysis]		paper16
2010Policy Perspectives on OTC Derivatives Market Infrastructure.(2010) In: Research Papers.
[Full Text][Citation analysis]
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2010Policy perspectives on OTC derivatives market infrastructure.(2010) In: Staff Reports.
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