Darrell Duffie : Citation Profile

Stanford University

50

H index

82

i10 index

12167

Citations

RESEARCH PRODUCTION:

93

Articles

86

Papers

4

Books

17

Chapters

RESEARCH ACTIVITY:

   40 years (1985 - 2025). See details.
   Cites by year: 304
   Journals where Darrell Duffie has often published
   Relations with other researchers
   Recent citing documents: 349.    Total self citations: 45 (0.37 %)

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   Permalink: http://citec.repec.org/pdu341
   Updated: 2025-04-19    RAS profile: 2024-12-06    
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Relations with other researchers

Works with:

Copeland, Adam (4)

Shin, Hyun Song (4)

Luck, Stephan (4)

Shachar, Or (2)

Fleming, Michael (2)

Van Tassel, Peter (2)

Afonso, Gara (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 (104)

Weill, Pierre-Olivier (72)

Riedel, Frank (54)

Chernov, Mikhail (52)

Lucas, Andre (51)

Longstaff, Francis (46)

Schwaab, Bernd (44)

Monfort, Alain (41)

Ranaldo, Angelo (41)

Cornet, Bernard (40)

Dionne, Georges (40)

Cites to:

Singleton, Kenneth (19)

Leland, Hayne (14)

Jarrow, Robert (11)

Kreps, David (9)

Pedersen, Lasse (9)

merton, robert (9)

Lando, David (9)

Constantinides, George (8)

Das, Sanjiv (7)

pan, jun (7)

DeMarzo, Peter (7)

Main data

Where Darrell Duffie has published?

Journals with more than one article published# docs
Econometrica13
Journal of Finance10
Journal of Mathematical Economics9
Journal of Economic Theory9
The Review of Financial Studies5
Journal of Financial Economics4
Financial Analysts Journal4
Journal of Economic Dynamics and Control4
American Economic Review4
Mathematical Finance3
Journal of Economic Perspectives3
Journal of Applied Corporate Finance2
Finance and Stochastics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc23
Research Papers / Stanford University, Graduate School of Business21
Staff Reports / Federal Reserve Bank of New York7
BIS Working Papers / Bank for International Settlements5
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
Econometric Society 2004 Far Eastern Meetings / Econometric Society2
Liberty Street Economics / Federal Reserve Bank of New York2

Recent works citing Darrell Duffie (2025 and 2024)

YearTitle of citing document
2025The Decline of Too Big to Fail. (2025). Zhu, Yichao ; Duffie, Darrell ; Berndt, Antje. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:3:p:945-74.

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2025How Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing. (2025). Loualiche, Erik ; Huebner, Paul ; Haddad, Valentin. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:3:p:975-1018.

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2024The role of CDS spreads in explaining bond recovery rates. (2024). Vrins, Frederic ; Gauthier, Genevieve ; Franois, Pascal ; Barbagli, Matteo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002.

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2024Three Remarks On Asset Pricing. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903.

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2024Theoretical Economics and the Second-Order Economic Theory. What is it?. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2112.04566.

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2025Pricing and Hedging of SOFR Derivatives under Differential Funding Costs and Collateralization. (2021). Bickersteth, Matthew ; Rutkowski, Marek. In: Papers. RePEc:arx:papers:2112.14033.

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2024Sequential Choices, Option Values, and the Returns to Education. (2022). Bhuller, Manudeep ; Mendel, Moritz ; Eisenhauer, Philipp. In: Papers. RePEc:arx:papers:2205.05444.

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2024Chaotic Hedging with Iterated Integrals and Neural Networks. (2022). Schmocker, Philipp ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2209.10166.

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2024Randomization of Short-Rate Models, Analytic Pricing and Flexibility in Controlling Implied Volatilities. (2022). Grzelak, Lech A. In: Papers. RePEc:arx:papers:2211.05014.

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2025A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2024Quantum-Inspired Tensor Neural Networks for Option Pricing. (2022). Tziritas, Kris ; Dominguez, Tomas ; Sharma, Shivam ; Jahromi, Saeed S ; Orus, Roman ; Palmer, Samuel ; Mugel, Samuel ; Sahin, Serkan ; Castellani, Pierre ; Hsing, Chia-Wei ; Aubert, Stephane ; Patel, Raj G ; Abid, Mustafa ; Porte, Vincent ; Michel, Christophe . In: Papers. RePEc:arx:papers:2212.14076.

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2024Extreme Points of First-Order Stochastic Dominance Intervals: Theory and Applications. (2023). Zentefis, Alexander K ; Yang, Kai Hao. In: Papers. RePEc:arx:papers:2302.03135.

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2024The Market-Based Probability of Stock Returns. (2023). Olkhov, Victor. In: Papers. RePEc:arx:papers:2302.07935.

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2025Price Discovery for Derivatives. (2023). Tseng, Michael ; Keller, Christian. In: Papers. RePEc:arx:papers:2302.13426.

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2024Dynamic Transportation of Economic Agents. (2023). Lyasoff, Andrew. In: Papers. RePEc:arx:papers:2303.12567.

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2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2024iCOS: Option-Implied COS Method. (2023). Vladimirov, Evgenii. In: Papers. RePEc:arx:papers:2309.00943.

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2024Hydrodynamics of Markets:Hidden Links Between Physics and Finance. (2024). Lipton, Alexander. In: Papers. RePEc:arx:papers:2403.09761.

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2024On the Hull-White model with volatility smile for Valuation Adjustments. (2024). Oosterlee, C W ; Grzelak, L A ; van der Zwaard, T. In: Papers. RePEc:arx:papers:2403.14841.

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2024Crypto Inverse-Power Options and Fractional Stochastic Volatility. (2024). Xia, Weixuan ; Li, Boyi. In: Papers. RePEc:arx:papers:2403.16006.

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2024Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty. (2024). Jia, Yanwei. In: Papers. RePEc:arx:papers:2404.12598.

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2024Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study. (2024). Walsh, Toby ; Vidler, Alicia. In: Papers. RePEc:arx:papers:2405.02849.

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2024Non cooperative Liquidity Games and their application to bond market trading. (2024). Walsh, Toby ; Vidler, Alicia. In: Papers. RePEc:arx:papers:2405.02865.

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2024Correct implied volatility shapes and reliable pricing in the rough Heston model. (2024). Boyarchenko, Svetlana ; Levendorskivi, Sergei. In: Papers. RePEc:arx:papers:2412.16067.

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2024Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures. (2024). Zhang, Rouyi ; Xu, Wei ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2412.16436.

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2025How low-cost AI universal approximators reshape market efficiency. (2025). Morone, Flaviano ; Barucca, Paolo. In: Papers. RePEc:arx:papers:2501.07489.

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2025A multi-factor model for improved commodity pricing: Calibration and an application to the oil market. (2025). Ballestra, Luca Vincenzo ; Tezza, Christian. In: Papers. RePEc:arx:papers:2501.15596.

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2025Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks. (2025). Rachev, Svetlozar T ; Jaffri, Ali ; Shirvani, Abootaleb ; Jha, Ayush ; Fabozzi, Frank J. In: Papers. RePEc:arx:papers:2501.15793.

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2025Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data. (2025). Bormetti, Giacomo ; Serafini, Simone. In: Papers. RePEc:arx:papers:2501.17490.

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2025Exploratory Utility Maximization Problem with Tsallis Entropy. (2025). Jia-Wen, GU ; Ziyi, Chen. In: Papers. RePEc:arx:papers:2502.01269.

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2025High-dimensional censored MIDAS logistic regression for corporate survival forecasting. (2025). van Keilegom, Ingrid ; Striaukas, Jonas ; Beyhum, Jad ; Miao, Wei. In: Papers. RePEc:arx:papers:2502.09740.

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2025Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims. (2025). Jang, Jiwook ; Laub, Patrick J ; Zhao, Hongbiao ; Siu, Tak Kuen. In: Papers. RePEc:arx:papers:2502.13325.

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2025Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis. (2025). Andersson, Kristoffer ; Gnoatto, Alessandro. In: Papers. RePEc:arx:papers:2502.14766.

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2025Modeling portfolio loss distribution under infectious defaults and immunization. (2025). Farina, Gianluca ; Torri, Gabriele ; Giacometti, Rosella. In: Papers. RePEc:arx:papers:2503.03306.

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2025Long-range dependent mortality modeling with cointegration. (2025). Wong, Hoi Ying ; Wang, Ling ; Chiu, Mei Choi. In: Papers. RePEc:arx:papers:2503.09377.

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2024Who should buy structured investment products and why?. (2024). Pedio, Manuela ; Leonetti, Giacomo ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24222.

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2025Non-Bank Dealing and Liquidity Bifurcation in Fixed-Income Markets. (2025). Cimon, David ; Brolley, Michael. In: Staff Working Papers. RePEc:bca:bocawp:25-2.

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2024Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility. (2024). Stanza, Lorenzo ; Riedel, Frank ; Dianetti, Jodi. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:685.

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2024Fire sales of safe assets. (). Pinter, Gabor ; Walker, Danny ; Siriwardane, Emil. In: BIS Working Papers. RePEc:bis:biswps:1233.

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2024CFO facial beauty and bank loan contracting. (2024). Lobo, Gerald ; Li, Jiyuan ; Hrazdil, Karel ; Zhang, Ray. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:975-1009.

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2024The impact of air pollution on cost of debt: Evidence from corporate bond markets. (2024). Hu, Xiaolu ; Zhong, Angel ; Wang, Wenlan ; Cao, Youdan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3495-3533.

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2024New blockholder and investor limited attention: Evidence from private acquisitions. (2024). Ma, Qingzhong ; Huang, Emily Jian ; Akbulut, Mehmet E ; Zhang, Athena Wei. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4393-4427.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024Foreign Exchange Fixings and Returns around the Clock. (2024). Mueller, Philippe ; Whelan, Paul ; Krohn, Ingomar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:541-578.

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2024The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2024). Wright, Jonathan ; Lucca, David O. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085.

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2024How Integrated are Credit and Equity Markets? Evidence from Index Options. (2024). Trolle, Anders B ; Junge, Benjamin ; Collindufresne, Pierre. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:949-992.

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2024Countercyclical Income Risk and Portfolio Choices: Evidence from Sweden. (2024). Zhang, Yapei ; Sodini, Paolo ; Catherine, Sylvain. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1755-1788.

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2024The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2077-2114.

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2024Money and Banking with Reserves and CBDC. (2024). Niepelt, Dirk. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2505-2552.

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2024Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2797-2844.

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2024Presidential Address: Macrofinance and Resilience. (2024). Brunnermeier, Markus K. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3683-3728.

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2024.

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2024.

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2024Secret Bilateral Forward Contracting. (2024). van Moer, Geert. In: Journal of Industrial Economics. RePEc:bla:jindec:v:72:y:2024:i:2:p:807-847.

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2024The Capital Market Effects of Centralizing Regulated Financial Information. (2024). Vollon, Lauren ; Tuijn, Marcel ; Sran, Gurpal. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:4:p:1497-1532.

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2024Asymptotic Normality of Bias Reduction Estimation for Jump Intensity Function in Financial Markets. (2024). Qiu, Jiawei ; Zhu, Min ; Song, Yuping. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:558-583.

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2024Capital misallocation in Chinese industrial firms. (2024). Shen, Jim Huangnan ; Zhang, Jun ; Tang, LE. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:75-100.

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2025.

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2024What’s so Inconvenient About TIPS?. (2024). Herrenbrueck, Lucas ; Lee, Sukjoon ; Geromichalos, Athanasios. In: Working Papers. RePEc:cda:wpaper:364.

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2024GENERAL EQUILIBRIUM DYNAMICS FOR INCOMPLETE MARKETS: NUMERICAL EXAMPLES. (2024). Arajo, Alosio ; Raad, Rodrigo Jardim. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td677.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Minger, Stephan ; Koeniger, Winfried ; Fengler, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2024Interest Rate Risk in Banking. (2024). Krishnamurthy, Arvind ; Demarzo, Peter ; Nagel, Stefan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11581.

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2024Enhancing repo market transparency: the EU Securities Financing Transactions Regulation. (2024). Wedow, Michael ; Hermes, Felix ; Odonnell, Charles ; Mirza, Harun ; Grill, Michael ; Bassi, Claudio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024342.

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2024Spare tyres with a hole: investment funds under stress and credit to firms. (2024). Dacri, Costanza Rodriguez ; Rariga, Judit ; Nicoletti, Giulio. In: Working Paper Series. RePEc:ecb:ecbwps:20242917.

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

Works by Darrell Duffie:

YearTitleTypeCited
2021Market Fragmentation In: American Economic Review.
[Full Text][Citation analysis]		article16
2020Market Fragmentation.(2020) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2020Market Fragmentation.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2025The Decline of Too Big to Fail In: American Economic Review.
[Full Text][Citation analysis]		article0
2007Information Percolation in Large Markets In: American Economic Review.
[Full Text][Citation analysis]		article65
2007Systemic Illiquidity in the Federal Funds Market In: American Economic Review.
[Full Text][Citation analysis]		article108
2010Information Percolation In: American Economic Journal: Microeconomics.
[Full Text][Citation analysis]		article19
2008Information Percolation.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
1989Arrow and General Equilibrium Theory. In: Journal of Economic Literature.
[Full Text][Citation analysis]		article12
2010The Failure Mechanics of Dealer Banks In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article90
2010The failure mechanics of dealer banks.(2010) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		paper
2015Reforming LIBOR and Other Financial Market Benchmarks In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article61
2014Reforming LIBOR and Other Financial-Market Benchmarks.(2014) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		paper
2019Prone to Fail: The Pre-crisis Financial System In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article17
2010Is there a case for banning short speculation in sovereign bond markets? In: Financial Stability Review.
[Full Text][Citation analysis]		article32
2022How abundant are reserves? Evidence from the wholesale payment system In: BIS Working Papers.
[Full Text][Citation analysis]		paper4
2022How Abundant Are Reserves? Evidence from the Wholesale Payment System.(2022) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2022How Abundant Are Reserves? Evidence from the Wholesale Payment System.(2022) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2022How Abundant Are Reserves? Evidence from the Wholesale Payment System.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2023Dealer capacity and US Treasury market functionality In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
2023Dealer Capacity and U.S. Treasury Market Functionality.(2023) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2005Measuring default risk premia from default swap rates and EDFs In: BIS Working Papers.
[Full Text][Citation analysis]		paper119
2003Measuring Default Risk Premia from Default Swap Rates and EDFs.(2003) In: GSIA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 119		paper
2008Innovations in credit risk transfer: implications for financial stability In: BIS Working Papers.
[Full Text][Citation analysis]		paper83
2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article125
2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
[Citation analysis]
This paper has nother version. Agregated cites: 125		book
2013Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article6
1996 Special Repo Rates. In: Journal of Finance.
[Full Text][Citation analysis]		article187
1996 Swap Rates and Credit Quality. In: Journal of Finance.
[Full Text][Citation analysis]		article206
1997 An Econometric Model of the Term Structure of Interest-Rate Swap Yields. In: Journal of Finance.
[Full Text][Citation analysis]		article288
2003Modeling Sovereign Yield Spreads: A Case Study of Russian Debt In: Journal of Finance.
[Full Text][Citation analysis]		article195
2007Common Failings: How Corporate Defaults Are Correlated In: Journal of Finance.
[Full Text][Citation analysis]		article265
2006Common Failings: How Corporate Defaults are Correlated.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 265		paper
2009Frailty Correlated Default In: Journal of Finance.
[Full Text][Citation analysis]		article227
2008Frailty Correlated Default.(2008) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 227		paper
2010Presidential Address: Asset Price Dynamics with Slow‐Moving Capital In: Journal of Finance.
[Full Text][Citation analysis]		article263
2017Benchmarks in Search Markets In: Journal of Finance.
[Full Text][Citation analysis]		article57
2014Benchmarks in Search Markets.(2014) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2014Benchmarks in Search Markets.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 57		paper
2015Benchmarks in Search Markets.(2015) In: 2015 Meeting Papers.
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This paper has nother version. Agregated cites: 57		paper
2019Funding Value Adjustments In: Journal of Finance.
[Full Text][Citation analysis]		article84
2018Funding Value Adjustments.(2018) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84		paper
2017Funding Value Adjustments.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 84		paper
2025Bank Funding Risk, Reference Rates, and Credit Supply In: Journal of Finance.
[Full Text][Citation analysis]		article9
2022Bank Funding Risk, Reference Rates, and Credit Supply.(2022) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2022Bank Funding Risk, Reference Rates, and Credit Supply.(2022) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2023Bank Funding Risk, Reference Rates, and Credit Supply.(2023) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 9		paper
1992From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process1 In: Mathematical Finance.
[Full Text][Citation analysis]		article29
1993Optimal Investment With Undiversifiable Income Risk In: Mathematical Finance.
[Full Text][Citation analysis]		article31
1996A YIELD‐FACTOR MODEL OF INTEREST RATES In: Mathematical Finance.
[Full Text][Citation analysis]		article749
1998Black, Merton and Scholes — Their Central Contributions to Economics In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article4
2005Multi-Period Corporate Default Prediction With Stochastic Covariates In: CARF F-Series.
[Full Text][Citation analysis]		paper358
2007Multi-period corporate default prediction with stochastic covariates.(2007) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 358		article
2006Multi-Period Corporate Default Prediction With Stochastic Covariates.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 358		paper
2005Multi-Period Corporate Default Prediction With Stochastic Covariates.(2005) In: CIRJE F-Series.
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This paper has nother version. Agregated cites: 358		paper
2009Information Percolation with Equilibrium Search Dynamics In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper83
2009Information Percolation With Equilibrium Search Dynamics.(2009) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		article
2009The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper8
2009The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation.(2009) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2010The relative contributions of private information sharing and public information releases to information aggregation.(2010) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2010Information Percolation in Segmented Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper50
2014Information percolation in segmented markets.(2014) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		article
2011Information Percolation in Segmented Markets.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 50		paper
2004The Exact Law of Large Numbers for Independent Random Matching In: Levine's Bibliography.
[Full Text][Citation analysis]		paper41
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2006Valuation in Over-the-Counter Markets In: CEPR Discussion Papers.
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2007Valuation in Over-the-Counter Markets.(2007) In: The Review of Financial Studies.
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2014Resolution of Failing Central Counterparties In: Research Papers.
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2004Valuation in Dynamic Bargaining Markets In: Econometric Society 2004 North American Winter Meetings.
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2023Jackson Hole 2023 - Structural Changes in Financial Markets and the Conduct of Monetary Policy In: Proceedings - Economic Policy Symposium - Jackson Hole.
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2021What Quantity of Reserves Is Sufficient? In: Liberty Street Economics.
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2009Policy Issues Facing the Market for Credit Derivatives In: Book Chapters.
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2014Challenges to a Policy Treatment of Speculative Trading Motivated by Differences in Beliefs In: Economics Working Papers.
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2014Challenges to a Policy Treatment of Speculative Trading Motivated by Differences in Beliefs.(2014) In: The Journal of Legal Studies.
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2008Market Pricing of Deposit Insurance.(2008) In: World Scientific Book Chapters.
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