Darrell Duffie : Citation Profile

Are you Darrell Duffie?

Stanford University

39

H index

65

i10 index

8080

Citations

RESEARCH PRODUCTION:

78

Articles

59

Papers

4

Books

15

Chapters

RESEARCH ACTIVITY:

   33 years (1985 - 2018). See details.
   Cites by year: 244
   Journals where Darrell Duffie has often published
   Relations with other researchers
   Recent citing documents: 1143.    Total self citations: 31 (0.38 %)

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   Permalink: http://citec.repec.org/pdu341
   Updated: 2020-05-16    RAS profile: 2018-06-04    
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Relations with other researchers

Works with:

Vuillemey, Guillaume (4)

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:

Xiao, Tim (54)

Lucas, Andre (45)

gourieroux, christian (39)

Koopman, Siem Jan (39)

Weill, Pierre-Olivier (37)

Miao, Jianjun (37)

Jarrow, Robert (36)

Longstaff, Francis (36)

Schwaab, Bernd (34)

Monfort, Alain (32)

De-Losso, Rodrigo (30)

Cites to:

Singleton, Kenneth (18)

Leland, Hayne (14)

Lando, David (9)

merton, robert (9)

Jarrow, Robert (9)

Kreps, David (8)

Pedersen, Lasse (8)

Das, Sanjiv (7)

Cao, Charles (6)

Constantinides, George (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 Theory9
Journal of Finance8
Review of Financial Studies5
Journal of Economic Dynamics and Control4
Journal of Financial Economics3
Mathematical Finance3
American Economic Review2
Finance and Stochastics2
Journal of Applied Corporate Finance2
Journal of Economic Perspectives2
Staff Reports2

Working Papers Series with more than one paper published# docs
Research Papers / Stanford University, Graduate School of Business7
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
Econometric Society 2004 Far Eastern Meetings / Econometric Society2

Recent works citing Darrell Duffie (2020 and 2019)

YearTitle of citing document
2017The Extended Perturbation Method: New Insights on the New Keynesian Model. (2017). Kronborg, Anders ; Andreasen, Martin M. 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 Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-02.

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2018Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span. (2018). Andersen, Torben ; Varneskov, Rasmus T ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-03.

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2018Option Panels in Pure-Jump Settings. (2018). Andersen, Torben ; Varneskov, Rasmus T ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-04.

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

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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). Lockwood, Lee ; Fetter, Daniel. In: American Economic Review. RePEc:aea:aecrev:v:108:y:2018:i:8:p:2174-2211.

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2019Optimal Regulation of Financial Intermediaries. (2019). di Tella, Sebastian. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:1:p:271-313.

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2018The effect of credit default swap premiums on developing markets’ economies: The case of exchange rates. (2018). Bayat, Tayfur ; Kayhan, Selim ; Aci, Yunus. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(617):y:2018:i:4(617):p:235-252.

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2019Sensitivity of bankruptcy prediction models to the change in econometric methods. (2019). Mishra, Alok Kumar ; Singh, Bhanu Pratap. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:71-86.

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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

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2018Measuring Uncertainty of Optimal Simple Monetary Policy Rules in DSGE models. (2018). Kuchta, Zbigniew ; Zbigniew, Kuchta ; Mariusz, Gorajski. In: Lodz Economics Working Papers. RePEc:ann:wpaper:6/2018.

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2019Rational Groupthink. (2018). Tamuz, Omer ; Strack, Philipp ; Mossel, Elchanan ; Harel, Matan. 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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2019Introduction to Stochastic Differential Equations (SDEs) for Finance. (2019). Papanicolaou, A.. In: Papers. RePEc:arx:papers:1504.05309.

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2019Approximate hedging with proportional transaction costs in stochastic volatility models with jumps. (2015). Pergamenschchikov, Serguei ; Nguyen, Thai Huu . In: Papers. RePEc:arx:papers:1505.02627.

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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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2019Optimal measure transformation problems. (2015). Hyndman, Cody Blaine ; Wang, Renjie . In: Papers. RePEc:arx:papers:1511.06032.

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2019Securities Lending Strategies: Exclusive Valuations and Auction Bids. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1603.00987.

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2019Solving 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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2019Linear 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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2019Securities 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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2020Pricing 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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2017Corporate Security Prices in Structural Credit Risk Models with Incomplete Information: Extended Version. (2017). Lu, Dan ; Roesler, Lars ; Frey, Ruediger . 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). Zariphopoulou, Thaleia ; Lacker, Daniel . In: Papers. RePEc:arx:papers:1703.07685.

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2019High-order compact finite difference scheme for option pricing in stochastic volatility jump models. (2019). Pitkin, Alexander ; During, Bertram. 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). Yang, Zhiming ; Yao, Nian. In: Papers. RePEc:arx:papers:1704.08234.

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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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2019Compressing Over-the-Counter Markets. (2019). Roukny, Tarik ; D'Errico, Marco. 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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2020Realized volatility and parametric estimation of Heston SDEs. (2017). Timofeyev, Ilya ; Ren, Peng ; Azencott, Robert . In: Papers. RePEc:arx:papers:1706.04566.

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

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2018An Explicit Default Contagion Model and Its Application to Credit Derivatives Pricing. (2018). Feng, Jianfen ; Deng, Jun ; Chen, Dianfa . In: Papers. RePEc:arx:papers:1706.06285.

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

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2017The speed of sequential asymptotic learning. (2017). Tamuz, Omer ; Martynov, Vadim V ; Hann-Caruthers, Wade. 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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2019Indirect Inference with a Non-Smooth Criterion Function. (2019). Oka, Tatsushi ; Zhu, Dan ; Frazier, David T. In: Papers. RePEc:arx:papers:1708.02365.

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2020Dynamic Price Jumps: the Performance of High Frequency Tests and Measures, and the Robustness of Inference. (2018). Forbes, Catherine S ; Martin, Gael M ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:1708.09520.

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

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

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

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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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2019Indifference pricing of pure endowments via BSDEs under partial information. (2019). Cretarola, Alessandra ; Colaneri, Katia ; Ceci, Claudia. 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). Iacopetta, Maurizio ; Bonetto, Federico. In: Papers. RePEc:arx:papers:1805.04733.

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

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2019Stability results for martingale representations: the general case. (2019). Saplaouras, Alexandros ; Possamai, Dylan ; Papapantoleon, Antonis. In: Papers. RePEc:arx:papers:1806.01172.

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2018Dark Markets with Multiple Assets: Segmentation, Asymptotic Stability, and Equilibrium Prices. (2018). 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). Bufalo, Michele ; Mininni, Rosa Maria ; Orlando, Giuseppe. 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 and Collateral. (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). Schlogl, Erik ; Grasselli, Martino ; Alfeus, Mesias. In: Papers. RePEc:arx:papers:1809.06643.

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

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2019Term structure modeling for multiple curves with stochastic discontinuities. (2019). Schmidt, Thorsten ; Gumbel, Sandrine ; Grbac, Zorana ; Fontana, Claudio. In: Papers. RePEc:arx:papers:1810.09882.

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2019High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models. (2019). Pitkin, Alexander ; During, Bertram. In: Papers. RePEc:arx:papers:1810.13248.

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2018Affine Jump-Diffusions: Stochastic Stability and Limit Theorems. (2018). Glynn, Peter W ; Zhang, Xiaowei. In: Papers. RePEc:arx:papers:1811.00122.

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2019Continuity of Utility Maximization under Weak Convergence. (2019). Bayraktar, Erhan ; Guo, Jia ; Dolinsky, Yan. In: Papers. RePEc:arx:papers:1811.01420.

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2018The Alpha-Heston Stochastic Volatility Model. (2018). Zhou, Chao ; Scotti, Simone ; Ma, Chunhua ; Jiao, Ying. In: Papers. RePEc:arx:papers:1812.01914.

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2019Credit Cycles, Securitization, and Credit Default Swaps. (2019). Pena, Juan Ignacio . In: Papers. RePEc:arx:papers:1901.00177.

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2019The Arrival of News and Return Jumps in Stock Markets: A Nonparametric Approach. (2019). Yue, YE ; Kanniainen, Juho. In: Papers. RePEc:arx:papers:1901.02691.

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2019A closed formula for illiquid corporate bonds and an application to the European market. (2019). Nastasi, Emanuele ; Nassigh, Aldo ; Baviera, Roberto. In: Papers. RePEc:arx:papers:1901.06855.

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2019A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2020Affine term structure models : a time-changed approach with perfect fit to market curves. (2019). Fr'ed'eric Vrins, ; Mbaye, Cheikh. In: Papers. RePEc:arx:papers:1903.04211.

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2020Epstein-Zin Utility Maximization on Random Horizons. (2019). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:1903.08782.

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2020The Leland-Toft optimal capital structure model under Poisson observations. (2019). Yamazaki, Kazutoshi ; Surya, Budhi Arta ; Jos'e Luis P'erez, ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:1904.03356.

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2020A class of recursive optimal stopping problems with applications to stock trading. (2019). de Angelis, Tiziano ; Colaneri, Katia. In: Papers. RePEc:arx:papers:1905.02650.

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2019The Implications of Pricing on Social Learning. (2019). Smorodinsky, Rann ; Koren, Moran ; Arieli, Itai. In: Papers. RePEc:arx:papers:1905.03452.

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2020Asset Pricing with Heterogeneous Beliefs and Illiquidity. (2019). Tan, Xiaowei ; Nutz, Marcel ; Muhle-Karbe, Johannes. In: Papers. RePEc:arx:papers:1905.05730.

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2019Decomposition formula for jump diffusion models. (2019). Vives, Josep ; Sobotka, Tom'Avs ; Posp, Jan ; Merino, Raul. In: Papers. RePEc:arx:papers:1906.06930.

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2019Decomposition formula for rough Volterra stochastic volatility models. (2019). Vives, Josep ; Sottinen, Tommi ; Sobotka, Tom'Avs ; Posp, Jan ; Merino, Raul. In: Papers. RePEc:arx:papers:1906.07101.

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2019Affine realizations with affine state processes for stochastic partial differential equations. (2019). Tappe, Stefan. In: Papers. RePEc:arx:papers:1907.00336.

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2020Weak Limits of Random Coefficient Autoregressive Processes and their Application in Ruin Theory. (2019). Spielmann, J'Erome ; Dong, Yuchao. In: Papers. RePEc:arx:papers:1907.01828.

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2019Existence of affine realizations for L\evy term structure models. (2019). Tappe, Stefan. In: Papers. RePEc:arx:papers:1907.02363.

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2019An alternative approach on the existence of affine realizations for HJM term structure models. (2019). Tappe, Stefan. In: Papers. RePEc:arx:papers:1907.03256.

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2019CVA and vulnerable options in stochastic volatility models. (2019). Scarlatti, Sergio ; Ramponi, Alessandro ; Antonelli, Fabio ; Alos, Elisa. In: Papers. RePEc:arx:papers:1907.12922.

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2019Latency and Liquidity Risk. (2019). , Leandro ; Jaimungal, Sebastian ; 'Alvaro Cartea, . In: Papers. RePEc:arx:papers:1908.03281.

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2019A zero interest rate Black-Derman-Toy model. (2019). Sosa, Andr'Es ; Mordecki, Ernesto ; Zanowski, Grzegorz Krzy. In: Papers. RePEc:arx:papers:1908.04401.

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2019Conditional survival probabilities under partial information: a recursive quantization approach with applications. (2019). Fr'ed'eric Vrins, ; Sagna, Abass ; Mbaye, Cheikh. In: Papers. RePEc:arx:papers:1909.01970.

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2019An arbitrage-free conic martingale model with application to credit risk. (2019). Fr'ed'eric Vrins, ; Mbaye, Cheikh. In: Papers. RePEc:arx:papers:1909.02474.

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2019Value adjustments and dynamic hedging of reinsurance counterparty risk. (2019). Kock, Verena ; FREY, RDIGER ; Colaneri, Katia ; Ceci, Claudia. In: Papers. RePEc:arx:papers:1909.04354.

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2020No-Arbitrage Commodity Option Pricing with Market Manipulation. (2019). Campi, Luciano ; Callegaro, Giorgia ; Ren'e A"id, . In: Papers. RePEc:arx:papers:1909.07896.

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2020Optimal Dividend Strategy for An Insurance Group with Contagious Default Risk. (2019). Yu, Xiang ; Yang, Yue ; Liao, Huafu ; Jin, Zhuo. In: Papers. RePEc:arx:papers:1909.09511.

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2019Consistent and Efficient Pricing of SPX and VIX Options under Multiscale Stochastic Volatility. (2019). Huh, Jeonggyu ; Kim, Geonwoo ; Jeon, Jaegi. In: Papers. RePEc:arx:papers:1909.10187.

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2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2019Nonhedgeable risk and Credit Risk Pricing. (2019). Sezer, Deniz ; Korobenko, Lyudmila ; Dong, Juan. In: Papers. RePEc:arx:papers:1910.08641.

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2019Credit risk with asymmetric information and a switching default threshold. (2019). Wunderlich, Ralf ; Redeker, Imke. In: Papers. RePEc:arx:papers:1910.14413.

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2019A Scrambled Method of Moments. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1911.09128.

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2019The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics. (2019). Xu, Wei ; Horst, Ulrich. In: Papers. RePEc:arx:papers:1911.12969.

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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]		article27
2007Systemic Illiquidity in the Federal Funds Market In: American Economic Review.
[Full Text][Citation analysis]		article59
2010Information Percolation In: American Economic Journal: Microeconomics.
[Full Text][Citation analysis]		article11
2008Information Percolation.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
1989Arrow and General Equilibrium Theory. In: Journal of Economic Literature.
[Full Text][Citation analysis]		article6
2010The Failure Mechanics of Dealer Banks In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article73
2010The failure mechanics of dealer banks.(2010) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2010The Failure Mechanics of Dealer Banks.(2010) In: Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		article
2015Reforming LIBOR and Other Financial Market Benchmarks In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article19
2010Is there a case for banning short speculation in sovereign bond markets? In: Financial Stability Review.
[Full Text][Citation analysis]		article20
2005Measuring default risk premia from default swap rates and EDFs In: BIS Working Papers.
[Full Text][Citation analysis]		paper71
2003Measuring Default Risk Premia from Default Swap Rates and EDFs.(2003) In: GSIA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71		paper
2008Innovations in credit risk transfer: implications for financial stability In: BIS Working Papers.
[Full Text][Citation analysis]		paper48
2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article94
2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
[Citation analysis]
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