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 0 768
A primer on program trading and stock price volatility: a survey of the issues and the evidence 0 0 0 1 0 0 2 774
A securities transactions tax: beyond the rhetoric, what can we really say? 0 0 0 0 0 0 1 290
Asymmetric cross-sectional dispersion in stock returns: evidence and implications 0 0 2 29 0 2 7 117
Banks and Credit Derivatives: Is It Always Good to Have More Risk Management Tools? 0 0 0 0 0 0 2 514
Bond pricing and the macroeconomy 0 0 1 143 1 3 8 373
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 1 1,161 0 0 2 1,860
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 18 1 1 2 131
Credit derivatives in banking: useful tools for managing risk? 0 0 0 2,500 0 0 0 9,258
Debt specialisation and diversification: International evidence 0 0 0 14 0 1 4 33
Estimating the Price of Default Risk 0 0 2 8 1 2 7 46
Estimating the price of default risk 0 1 3 857 0 2 6 2,122
Forecasting interest rates 0 1 2 199 5 10 19 355
Forecasting with the term structure: The role of no-arbitrage restrictions 2 3 4 191 3 4 7 617
Idiosyncratic variation of Treasury bill yields 0 0 0 0 0 2 4 389
Information in (and not in) the term structure 0 0 1 111 0 2 7 336
On measuring credit risks of derivative instruments 0 0 0 1 0 0 0 721
Reexamining the relationship between stock returns and stock return volatility 0 0 0 0 1 1 1 233
Rethinking risk management for banks: lessons from credit derivatives 0 0 0 0 0 1 3 42
Sharpe ratios in term structure models 1 1 4 93 3 6 13 307
Term premia and interest rate forecasts in affine models 0 0 3 30 1 1 10 127
Term structure estimation without using latent factors 0 0 1 106 0 0 3 302
The importance of market psychology in the determination of stock market volatility 0 0 0 0 0 1 1 1,017
Trading volume and return reversals 0 0 0 0 0 2 12 1,093
Treasury Yields and Corporate Bond Yield Spreads: An Empirical Analysis 0 0 2 32 0 0 3 57
Treasury yields and corporate bond yield spreads: an empirical analysis 0 0 0 1,602 0 3 5 7,771
What's Good for GM...? Using Auto Industry Stock Returns to Forecast Business Cycles and Test the Q-Theory of Investment 0 0 1 2 0 0 2 14
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 0 365
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 0 0 1 1,913
Total Working Papers 3 6 27 7,386 16 44 132 31,945


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? 0 0 2 269 0 0 9 749
Estimating the Price of Default Risk 0 0 0 2 0 4 10 920
Estimation of Dynamic Term Structure Models 0 0 2 15 0 0 2 65
Evidence on Simulation Inference for Near Unit-Root Processes with Implications for Term Structure Estimation 0 0 0 6 0 0 0 46
Expected Inflation and Other Determinants of Treasury Yields 0 1 2 19 0 2 9 95
Idiosyncratic Variation of Treasury Bill Yields 0 1 2 135 0 2 5 526
Information in (and not in) the Term Structure 0 6 13 76 0 9 21 242
Macroeconomic News and Stock–Bond Comovement* 0 1 9 10 1 3 17 19
Macroeconomic News in Asset Pricing and Reality 0 1 3 18 0 3 11 82
Moral hazard and adverse selection in the originate-to-distribute model of bank credit 0 0 0 60 0 1 2 173
On measuring credit risks of derivative instruments 0 0 0 81 1 1 1 217
Stock returns and volatility A firm-level analysis 0 0 0 216 0 0 4 488
Term Premia and Interest Rate Forecasts in Affine Models 0 2 11 353 1 5 25 923
Term structure estimation without using latent factors 0 0 0 45 0 0 2 185
The variation of default risk with Treasury yields 0 0 0 1 1 1 1 130
Time Variation in the Covariance between Stock Returns and Consumption Growth 0 0 1 64 0 0 2 390
Total Journal Articles 0 12 45 1,370 4 31 121 5,250


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bond Pricing and the Macroeconomy 0 3 7 112 1 5 26 311
Corporate bond use in Asia and the United States 0 0 0 3 0 1 2 24
Forecasting Interest Rates 2 4 11 239 2 6 25 845
Total Chapters 2 7 18 354 3 12 53 1,180


Statistics updated 2025-07-04