Darrell Duffie

发表

Federal Reserve Bank of San Francisco Working Paper Series Futures Prices as Risk-adjusted Forecasts of Monetary Policy

Monika Piazzesi, Jonathan H. Wright, Brian Sack, 2022 .

Failure is an Option : Impediments to Short Selling and Options Prices

Richard J. Rendleman, Adam V. Reed, David K. Musto, 2003 .

Federal Reserve Bank of New York Staff Reports Efficient Regression-based Estimation of Dynamic Asset Pricing Models Efficient Regression-based Estimation of Dynamic Asset Pricing Models

Monika Piazzesi, M. Sockin, Eric Ghysels, 2022 .

Sizing up Repo *

Jacob Goldfield, Atif Mian, Michael Fleming, 2022 .

Bank Capital and Lending Relationships *

Anat R. Admati, Shai Bernstein, Victoria Vanasco, 2022 .

Federal Reserve Bank of Minneapolis Research Department Staff Report 408 Liquidity in Asset Markets with Search Frictions *

Nicolae Gârleanu, R. Shimer, G. Rocheteau, 2022 .

The Pre-FOMC Announcement Drift

Nina Boyarchenko, Ľuboš Pástor, E. Schaumburg, 2012 .