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Economics and Finance
USA
2026

D-Index & Metrics

Economics and Finance

D-Index
96
Citations
66476
World Ranking
126
National Ranking
96

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in United States Leader Award
  • 2025 - Research.com Economics and Finance in United States Leader Award
  • 2024 - Research.com Economics and Finance in United States Leader Award
  • 2010 - Fellow of the American Finance Association (AFA)
  • 2007 - Fellow of the American Academy of Arts and Sciences
  • 1995 - Fellows of the Econometric Society

Overview

Darrell Duffie is affiliated with Stanford University in the United States and works primarily in the fields of Economics, Econometrics, and Finance. Their research contributions cover a range of subfields including Finance, Economics and Econometrics, Management Science and Operations Research, General Economics, Econometrics and Finance, and Accounting.

The scientist's main research topics encompass Banking stability, regulation, and efficiency; Credit Risk and Financial Regulations; Financial Markets and Investment Strategies; Global Financial Crisis and Policies; Housing Market and Economics; Auction Theory and Applications; and Insurance and Financial Risk Management.

Recent papers authored or coauthored by Darrell Duffie include:

  • Dealer Capacity and U.S. Treasury Market Functionality, 2023, Staff reports
  • Robust benchmark design, 2021, Journal of Financial Economics

Other notable recent publications associated with their network include:

  • Market Fragmentation, 2021, American Economic Review
  • Reserves Were Not So Ample After All, 2022, SSRN Electronic Journal
  • Augmenting Markets with Mechanisms, 2020, The Review of Economic Studies

Frequent coauthors of Darrell Duffie are:

  • Yilin Yang
  • Antje Berndt
  • Yichao Zhu
  • Adam Copeland
  • Stephan Luck

The venues in which Darrell Duffie publishes most often include:

  • SSRN Electronic Journal
  • American Economic Review
  • Journal of Financial Economics
  • The Review of Economic Studies
  • The Quarterly Journal of Economics

Darrell Duffie has also authored a book titled The Handbook of China's Financial System, published in 2020 by Princeton University Press.

Awards received by Darrell Duffie include:

  • Fellow of the American Finance Association (AFA), 2010
  • Fellow of the American Academy of Arts and Sciences, 2007
  • Fellow of the Econometric Society, 1995

Best Publications

  • Dynamic Asset Pricing Theory

    Darrell Duffie

  • Modeling Term Structures of Defaultable Bonds

    Darrell Duffie;Kenneth J. Singleton

  • TRANSFORM ANALYSIS AND ASSET PRICING FOR AFFINE JUMP-DIFFUSIONS

    Darrell Duffie;Jun Pan;Kenneth Singleton

  • A YIELD-FACTOR MODEL OF INTEREST RATES

    Darrell Duffie;Rui Kan

  • Simulated moments estimation of Markov models of asset prices

    Darrell Duffie;Kenneth J. Singleton

  • An Overview of Value at Risk

    Darrell Duffie;Jun Pan

  • Credit Risk : Pricing, Measurement, and Management

    Darrell Duffie;Kenneth J. Singleton

  • Asset Pricing with Heterogeneous Consumers

    George M. Constantinides;Darrell Duffie

  • Term Structures of Credit Spreads with Incomplete Accounting Information

    Darrell Duffie;David Lando

  • Stochastic differential utility

    D. Duffie;L. G. Epstein;C. Skiadas

  • OVER-THE-COUNTER MARKETS

    Darrell Duffie;Nicolae Garleanu;Lasse Heje Pedersen

  • An Econometric Model of the Term Structure of Interest-Rate Swap Yields

    Darrell Duffie;Kenneth J. Singleton

  • Affine Processes and Applications in Finance

    D. Duffie;D. Filipovic;Walter Schachermayer

  • Multi-period corporate default prediction with stochastic covariates☆

    Darrell Duffie;Leandro Saita;Ke Wang

  • Corporate Incentives for Hedging and Hedge Accounting

    Peter M. DeMarzo;Darrell Duffie

  • A liquidity-based model of security design

    Peter Demarzo;Darrell Duffie

  • Presidential Address: Asset Price Dynamics with Slow-Moving Capital

    Darrell Duffie

  • Credit Swap Valuation

    Darrell Duffie

  • Securities lending, shorting, and pricing

    Darrell Duffie;Nicolae Gârleanu;Lasse Heje Pedersen

  • Risk and Valuation of Collateralized Debt Obligations

    Darrell Duffie;Nicolae Gârleanu

Frequent Co-Authors

John H. Cochrane
John H. Cochrane Hoover Institution
Robert J. Shiller
Robert J. Shiller Yale University
Jeremy C. Stein
Jeremy C. Stein Harvard University
Anil K. Kashyap
Anil K. Kashyap University of Chicago
Douglas W. Diamond
Douglas W. Diamond University of Chicago
Kenneth R. French
Kenneth R. French Dartmouth College
John Y. Campbell
John Y. Campbell Harvard University
David S. Scharfstein
David S. Scharfstein Harvard University
Matthew J. Slaughter
Matthew J. Slaughter Dartmouth College
Frederic S. Mishkin
Frederic S. Mishkin Columbia University

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