Access Statistics for Greg Duffee

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new test for mean reversion in stock prices 0 0 0 1 0 0 3 754
A primer on program trading and stock price volatility: a survey of the issues and the evidence 0 0 0 1 1 1 5 734
A securities transactions tax: beyond the rhetoric, what can we really say? 0 0 0 0 1 1 3 259
Banks and Credit Derivatives: Is It Always Good to Have More Risk Management Tools? 0 0 0 0 1 1 5 499
Bond pricing and the macroeconomy 0 1 4 121 1 3 9 290
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 1 1,160 1 1 4 1,832
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 1 3 14 0 2 6 87
Credit derivatives in banking: useful tools for managing risk? 0 0 0 2,496 2 2 4 9,219
Estimating the price of default risk 1 1 2 846 2 7 23 2,020
Forecasting interest rates 1 1 3 155 2 3 8 254
Forecasting with the term structure: The role of no-arbitrage restrictions 0 3 15 160 1 7 41 408
Idiosyncratic variation of Treasury bill yields 0 0 0 0 0 3 11 308
Information in (and not in) the term structure 0 1 6 88 2 4 15 251
On measuring credit risks of derivative instruments 0 0 0 1 1 1 3 699
Reexamining the relationship between stock returns and stock return volatility 0 0 0 0 0 0 2 198
Rethinking risk management for banks: lessons from credit derivatives 0 0 0 0 0 2 2 22
Sharpe ratios in term structure models 0 0 6 66 2 5 18 184
Term structure estimation without using latent factors 0 0 0 104 0 0 0 287
The importance of market psychology in the determination of stock market volatility 0 0 0 0 0 0 5 999
Trading volume and return reversals 0 0 0 0 7 10 32 865
Treasury yields and corporate bond yield spreads: an empirical analysis 0 2 4 1,575 1 6 12 7,566
What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment 0 0 1 6 0 1 4 352
What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment 0 0 0 279 1 2 3 1,891
Total Working Papers 2 10 45 7,073 26 62 218 29,978


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Credit derivatives in banking: Useful tools for managing risk? 1 3 5 240 3 11 24 611
Estimating the Price of Default Risk 0 0 0 2 1 2 12 816
Evidence on Simulation Inference for Near Unit-Root Processes with Implications for Term Structure Estimation 0 0 1 3 0 0 2 31
Idiosyncratic Variation of Treasury Bill Yields 0 1 4 113 1 4 14 453
Information in (and not in) the Term Structure 0 0 7 40 1 3 20 143
Moral hazard and adverse selection in the originate-to-distribute model of bank credit 0 1 1 53 1 3 4 146
On measuring credit risks of derivative instruments 0 1 1 81 0 1 1 196
Stock returns and volatility A firm-level analysis 0 0 2 181 0 2 15 344
Term Premia and Interest Rate Forecasts in Affine Models 0 0 9 326 1 9 41 808
Term structure estimation without using latent factors 0 0 1 41 0 0 2 158
The Relation Between Treasury Yields and Corporate Bond Yield Spreads 3 4 7 495 5 8 35 1,647
The variation of default risk with Treasury yields 0 0 0 1 1 3 8 110
Time Variation in the Covariance between Stock Returns and Consumption Growth 0 0 0 61 0 1 5 356
Total Journal Articles 4 10 38 1,637 14 47 183 5,819


Statistics updated 2018-05-02