search query: @author Duffie, D. / total: 13
references: 1-10 / 13
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1.
Multi-period corporate default prediction with stochastic covariates
Journal of Financial Economics
2007 : MAR, VOL. 83:3, p. 635-665
 2007 Duffie, D.
Saita, L.
Wang, K.
2.
Liquidation Risk
Financial Analysts' Journal
2003 : MAY-JUN, VOL. 59:3, p. 42-51
 2003 Duffie, D.
Ziegler, A.
3.
Modeling sovereign yield spreads: a case study of Russian debt
Journal of Finance
2003 : FEB, VOL. 58:1, p. 119-159
 2003 Duffie, D.
Pedersen, L.H.
Singleton, K.J.
4.
Securities lending, shorting, and pricing
Journal of Financial Economics
2002 : DEC, VOL. 66:2-3, p. 307-339
 2002 Duffie, D.
Garleanu, N.
Heje Pedersen, L.
5.
Floating-Fixed Credit Spreads
Financial Analysts' Journal
2001 : MAY-JUN, VOL. 57:3, p. 76-87
 2001 Duffie, D.
Liu, J.
6.
Risk and Valuation of Collateralized Debt Obligations
Financial Analysts' Journal
2001 : JAN-FEB, VOL. 57:1, p. 41-59
 2001 Duffie, D.
Garleanu, N.
7.
Transform analysis and asset pricing for affine jump- diffusions
Econometrica
2000 : NOV, VOL. 68:6, p. 1343-1376
 2000 Duffie, D.
Pan, J.
Singleton, K.
8.
Credit swap valuation
Financial Analysts' Journal
1999 : JAN/FEB, VOL. 55:1, p. 73-87
 1999 Duffie, D.
9.
An econometric model of the term structure of interest-rate swap yields
Journal of Finance
1997 : SEP, VOL. 52:4, p. 1287-1321
 1997 Duffie, D.
Singleton, K. J.
10.
Asset pricing with heterogeneous consumers
Journal of Political Economy
1996 : APR, VOL. 104:2, p. 219-240
 1996 Constantinides, G.
Duffie, D.
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