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 3 765
A primer on program trading and stock price volatility: a survey of the issues and the evidence 0 0 0 1 0 2 8 757
A securities transactions tax: beyond the rhetoric, what can we really say? 0 0 0 0 0 0 8 283
Banks and Credit Derivatives: Is It Always Good to Have More Risk Management Tools? 0 0 0 0 1 1 3 504
Bond pricing and the macroeconomy 0 0 2 131 1 1 11 335
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 1,160 1 1 10 1,851
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 15 1 5 15 113
Credit derivatives in banking: useful tools for managing risk? 0 0 1 2,497 2 4 11 9,243
Estimating the price of default risk 0 0 1 850 0 5 21 2,087
Forecasting interest rates 0 0 10 185 0 0 19 307
Forecasting with the term structure: The role of no-arbitrage restrictions 0 0 6 176 1 2 42 500
Idiosyncratic variation of Treasury bill yields 0 0 0 0 1 4 12 353
Information in (and not in) the term structure 0 0 8 103 0 3 27 310
On measuring credit risks of derivative instruments 0 0 0 1 0 0 2 719
Reexamining the relationship between stock returns and stock return volatility 0 0 0 0 1 1 5 218
Rethinking risk management for banks: lessons from credit derivatives 0 0 0 0 0 0 5 35
Sharpe ratios in term structure models 0 1 8 84 1 2 29 255
Term structure estimation without using latent factors 0 0 0 104 0 0 4 294
The importance of market psychology in the determination of stock market volatility 0 0 0 0 0 1 2 1,009
Trading volume and return reversals 0 0 0 0 5 11 34 987
Treasury yields and corporate bond yield spreads: an empirical analysis 0 0 9 1,594 1 4 40 7,650
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 7 1,909
What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment 0 0 0 8 0 0 2 359
Total Working Papers 0 1 45 7,189 17 48 320 30,843


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 1 6 256 2 4 18 684
Estimating the Price of Default Risk 0 0 0 2 1 3 14 863
Evidence on Simulation Inference for Near Unit-Root Processes with Implications for Term Structure Estimation 0 0 0 3 0 0 2 39
Idiosyncratic Variation of Treasury Bill Yields 0 0 1 122 2 5 10 488
Information in (and not in) the Term Structure 0 1 6 52 2 6 23 187
Moral hazard and adverse selection in the originate-to-distribute model of bank credit 0 0 1 56 0 2 7 162
On measuring credit risks of derivative instruments 0 0 0 81 0 0 3 214
Stock returns and volatility A firm-level analysis 0 0 2 189 0 2 17 398
Term structure estimation without using latent factors 0 0 1 43 0 0 5 173
The variation of default risk with Treasury yields 0 0 0 1 0 1 1 123
Time Variation in the Covariance between Stock Returns and Consumption Growth 0 0 0 62 0 3 9 377
Total Journal Articles 1 2 17 867 7 26 109 3,708


Statistics updated 2021-01-03