Standout Papers

Term Premia and Interest Rate Forecasts in Affine Models 1998 2026 2007 2016 1.0k
  1. Term Premia and Interest Rate Forecasts in Affine Models (2002)
    Gregory R. Duffee The Journal of Finance
  2. The Relation Between Treasury Yields and Corporate Bond Yield Spreads (1998)
    Gregory R. Duffee The Journal of Finance

Immediate Impact

8 by Nobel laureates 1 from Science/Nature 94 standout
Sub-graph 1 of 12

Citing Papers

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
2025 Standout
The New Tools of Monetary Policy
2020 StandoutNobel
45 intermediate papers

Works of Gregory R. Duffee being referenced

The Relation Between Treasury Yields and Corporate Bond Yield Spreads
1998 Standout
Idiosyncratic Variation of Treasury Bill Yields
1996
and 7 more

Author Peers

Author Last Decade Papers Cites
Gregory R. Duffee 3268 1168 1241 29 3.5k
Anthony B. Sanders 2088 530 1377 59 2.5k
Robert R. Bliss 2366 996 1032 47 2.6k
Monika Piazzesi 4693 3380 3471 40 5.9k
Robert Geske 2642 562 1231 27 2.9k
Kris Jacobs 4152 695 2162 122 4.5k
Arturo Estrella 2441 2634 2624 35 3.9k
Pierre Collin‐Dufresne 3958 732 1891 87 4.5k
Douglas T. Breeden 2383 937 1970 24 2.9k
John C. Hull 2469 276 917 50 2.8k
Zhiwu Chen 3771 532 1836 52 4.4k

All Works

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Rankless by CCL
2026