Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
Transform Analysis and Asset Pricing for Affine Jump-diffusions
20002.1k citationsDarrell Duffie, Kenneth J. Singleton et al.profile →
Countries citing papers authored by Darrell Duffie
Since
Specialization
Citations
This map shows the geographic impact of Darrell Duffie's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Darrell Duffie with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Darrell Duffie more than expected).
This network shows the impact of papers produced by Darrell Duffie. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Darrell Duffie. The network helps show where Darrell Duffie may publish in the future.
Co-authorship network of co-authors of Darrell Duffie
This figure shows the co-authorship network connecting the top 25 collaborators of Darrell Duffie.
A scholar is included among the top collaborators of Darrell Duffie based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Darrell Duffie. Darrell Duffie is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
All Works
20 of 20 papers shown
1.
Berndt, Antje, et al.. (2023). Across‐the‐Curve Credit Spread Indices. Financial Markets Institutions and Instruments. 32(3). 115–130.4 indexed citations
Copeland, Adam, et al.. (2021). What Quantity of Reserves Is Sufficient. Liberty Street Economics.1 indexed citations
5.
Duffie, Darrell. (2014). Resolution of Failing Central Counterparties. RePEc: Research Papers in Economics.1 indexed citations
6.
Duffie, Darrell & David A. Skeel. (2012). A Dialogue on the Costs and Benefits of Automatic Stays for Derivatives and Repurchase Agreements. eYLS (Yale Law School).2 indexed citations
7.
Duffie, Darrell. (2012). Dark Markets. Princeton University Press eBooks.5 indexed citations
8.
Copeland, Adam, Darrell Duffie, Antoine Martin, & Susan McLaughlin. (2012). Key Mechanics of the U.S. Tri-Party Repo Market. Federal Reserve Bank of New York Economic policy review. 17.52 indexed citations
9.
Duffie, Darrell & Yeneng Sun. (2011). The Exact Law of Large Numbers for Independent Random Matching. RePEc: Research Papers in Economics.3 indexed citations
French, Kenneth R., Martin Neil Baily, John Y. Campbell, et al.. (2010). The Squam Lake Report: Fixing the Financial System. RePEc: Research Papers in Economics.2 indexed citations
12.
Pedersen, Lasse Heje, Darrell Duffie, & Nicolae Gârleanu. (2004). Valuation in Dynamic Bargaining Markets. RePEc: Research Papers in Economics.3 indexed citations
Duffie, Darrell & Hugo Sonnenschein. (1989). Arrow and General Equilibrium Theory. Journal of Economic Literature. 27(2). 565–598.31 indexed citations
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
bibliographic database. While OpenAlex provides broad and valuable coverage of the global
research landscape, it—like all bibliographic datasets—has inherent limitations. These include
incomplete records, variations in author disambiguation, differences in journal indexing, and
delays in data updates. As a result, some metrics and network relationships displayed in
Rankless may not fully capture the entirety of a scholar's output or impact.