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 0 2 4 736
A securities transactions tax: beyond the rhetoric, what can we really say? 0 0 0 0 1 1 3 260
Banks and Credit Derivatives: Is It Always Good to Have More Risk Management Tools? 0 0 0 0 0 0 4 499
Bond pricing and the macroeconomy 1 1 4 123 1 3 9 295
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 2 14 0 3 7 90
Credit Derivatives in Banking: Useful Tools for Managing Risk? 0 0 0 1,160 0 3 6 1,835
Credit derivatives in banking: useful tools for managing risk? 0 0 0 2,496 0 3 5 9,222
Estimating the price of default risk 0 1 4 848 1 4 23 2,029
Forecasting interest rates 0 0 2 155 1 2 9 256
Forecasting with the term structure: The role of no-arbitrage restrictions 0 2 11 162 2 7 34 418
Idiosyncratic variation of Treasury bill yields 0 0 0 0 1 2 12 312
Information in (and not in) the term structure 1 2 5 90 2 5 17 259
On measuring credit risks of derivative instruments 0 0 0 1 0 0 3 699
Reexamining the relationship between stock returns and stock return volatility 0 0 0 0 0 0 1 199
Rethinking risk management for banks: lessons from credit derivatives 0 0 0 0 0 1 4 24
Sharpe ratios in term structure models 1 1 5 68 3 3 20 190
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 1 3 1,000
Trading volume and return reversals 0 0 0 0 2 13 39 885
Treasury yields and corporate bond yield spreads: an empirical analysis 1 1 5 1,576 1 2 11 7,568
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 0 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 0 0 3 1,891
Total Working Papers 4 8 39 7,084 15 55 224 30,060


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 4 241 0 5 28 620
Estimating the Price of Default Risk 0 0 0 2 1 4 12 821
Evidence on Simulation Inference for Near Unit-Root Processes with Implications for Term Structure Estimation 0 0 1 3 0 1 4 33
Idiosyncratic Variation of Treasury Bill Yields 0 0 4 114 2 3 17 460
Information in (and not in) the Term Structure 0 0 3 40 0 0 14 146
Moral hazard and adverse selection in the originate-to-distribute model of bank credit 0 1 2 54 0 1 5 147
On measuring credit risks of derivative instruments 0 0 1 81 0 1 3 198
Stock returns and volatility A firm-level analysis 1 2 3 184 2 6 17 353
Term Premia and Interest Rate Forecasts in Affine Models 0 0 6 328 2 6 40 822
Term structure estimation without using latent factors 0 0 1 41 0 0 2 159
The Relation Between Treasury Yields and Corporate Bond Yield Spreads 1 1 7 497 3 8 38 1,663
The variation of default risk with Treasury yields 0 0 0 1 0 1 11 115
Time Variation in the Covariance between Stock Returns and Consumption Growth 0 0 0 61 0 2 9 360
Total Journal Articles 2 4 32 1,647 10 38 200 5,897


Statistics updated 2018-10-03