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 4 764
A primer on program trading and stock price volatility: a survey of the issues and the evidence 0 0 0 1 0 1 5 751
A securities transactions tax: beyond the rhetoric, what can we really say? 0 0 0 0 1 4 10 281
Banks and Credit Derivatives: Is It Always Good to Have More Risk Management Tools? 0 0 0 0 0 2 3 503
Bond pricing and the macroeconomy 0 0 4 131 1 2 16 332
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 15 1 3 8 103
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 1,160 2 4 10 1,847
Credit derivatives in banking: useful tools for managing risk? 0 0 1 2,497 0 2 8 9,237
Estimating the price of default risk 0 0 1 850 2 5 29 2,081
Forecasting interest rates 1 2 20 184 2 7 36 306
Forecasting with the term structure: The role of no-arbitrage restrictions 0 3 7 176 3 17 58 495
Idiosyncratic variation of Treasury bill yields 0 0 0 0 0 0 18 347
Information in (and not in) the term structure 0 1 7 101 0 4 25 301
On measuring credit risks of derivative instruments 0 0 0 1 0 0 10 718
Reexamining the relationship between stock returns and stock return volatility 0 0 0 0 0 1 8 215
Rethinking risk management for banks: lessons from credit derivatives 0 0 0 0 0 1 6 32
Sharpe ratios in term structure models 1 3 5 80 3 10 36 248
Term structure estimation without using latent factors 0 0 0 104 0 1 5 294
The importance of market psychology in the determination of stock market volatility 0 0 0 0 0 0 2 1,008
Trading volume and return reversals 0 0 0 0 4 8 40 972
Treasury yields and corporate bond yield spreads: an empirical analysis 0 3 10 1,592 2 12 55 7,643
What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment 0 0 1 8 0 1 5 359
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 1 10 1,908
Total Working Papers 2 12 56 7,180 22 86 407 30,745


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 2 10 255 3 5 30 676
Estimating the Price of Default Risk 0 0 0 2 0 2 18 859
Evidence on Simulation Inference for Near Unit-Root Processes with Implications for Term Structure Estimation 0 0 0 3 0 0 5 39
Idiosyncratic Variation of Treasury Bill Yields 0 0 2 122 1 2 11 483
Information in (and not in) the Term Structure 1 2 3 49 1 5 17 178
Moral hazard and adverse selection in the originate-to-distribute model of bank credit 0 0 1 56 0 2 8 159
On measuring credit risks of derivative instruments 0 0 0 81 0 1 9 213
Stock returns and volatility A firm-level analysis 0 0 0 187 3 5 17 392
Term structure estimation without using latent factors 0 1 1 43 1 4 9 173
The variation of default risk with Treasury yields 0 0 0 1 0 0 3 122
Time Variation in the Covariance between Stock Returns and Consumption Growth 0 0 0 62 0 1 10 374
Total Journal Articles 2 5 17 861 9 27 137 3,668


Statistics updated 2020-08-05