Gregory R. Duffee

Credit derivatives in banking: Useful tools for managing risk?

G. Duffee, Chunsheng Zhou, Gregory R. Duffee, 1997 .

A primer on program trading and stock price volatility: a survey of the issues and the evidence

Paul H. Kupiec, Patricia A. White, G. Duffee, 1990 .

Stock returns and volatility A firm-level analysis

G. Duffee, Gregory R. Duffee, 1995 .

On measuring credit risks of derivative instruments

G. Duffee, Gregory R. Duffee, 1996 .