Darrell Duffie
- Finance top 0.01%
- Banking stability, regulation, efficiency 85
- Credit Risk and Financial Regulations 59
- Stochastic processes and financial applications 46
- Financial Markets and Investment Strategies 38
- Global Financial Crisis and Policies 17
- Accounting top 0.1%
- Corporate Finance and Governance 14
- Economics and Econometrics top 0.01%
- Economic theories and models 52
- Insurance and Financial Risk Management 21
- Co-authors
- Kenneth J. SingletonJun PanJonathan E. IngersollPeter M. DeMarzoNicolae GârleanuLarry G. EpsteinLasse Heje PedersenDavid Lando
- Journals
- The Journal of Finance (15 papers)Econometrica (13 papers)Journal of Economic Theory (8 papers)
- Partner nations
- United StatesUnited KingdomSwitzerland
In The Last Decade
Darrell Duffie
189 papers receiving 24.9k citations
Hit Papers
Peers
Comparison fields: 5 of 125
- Finance 23.2k
- Accounting 6.0k
- General Economics, Econometrics and Finance 4.0k
- Economics and Econometrics 11.8k
- Management Science and Operations Research 2.5k
Countries citing papers authored by Darrell Duffie
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).
Fields of papers citing papers by Darrell Duffie
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
The 25 scholars most cited alongside Darrell Duffie, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2023 | 4 | |
| 2 | 2023 | 0 | |
| 3 | What Quantity of Reserves Is Sufficient | 2021 | 1 |
| 4 | Replumbing Our Financial System: Uneven Progress | 2018 | 14 |
| 5 | 2018 | 7 | |
| 6 | 2018 | 6 | |
| 7 | Resolution of Failing Central Counterparties | 2014 | 1 |
| 8 | 2012 | 5 | |
| 9 | Key Mechanics of the U.S. Tri-Party Repo Market | 2012 | 52 |
| 10 | The Squam Lake Report: Fixing the Financial System | 2010 | 2 |
| 11 | Valuation in Dynamic Bargaining Markets | 2004 | 3 |
| 12 | 2003 | 369 | |
| 13 | Floating-Fixed Credit Spreads | 2001 | 10 |
| 14 | Valuation in Dynamic Bargaining Markets | 2001 | 11 |
| 15 | Dynamic Asset Pricing Theory Ed. 3 | 2001 | 1 |
| 16 | Modeling term structures of defaultable bonds | 1999 | 159 |
| 17 | A Liquidity Based Model of Security Design | 1998 | 55 |
| 18 | Corporate Incentives for Hedging and Hedge Accounting | 1998 | 44 |
| 19 | 1993 | 1 | |
| 20 | Stochastic Differential Utility, Appendix C: The Infinite-Horizon Case | 1992 | 10 |
About Darrell Duffie
Darrell Duffie is a scholar working on Finance, Economics and Econometrics and Accounting, having authored 199 papers that have together received 27.3k indexed citations. Recurring topics across this work include Banking stability, regulation, efficiency (85 papers), Credit Risk and Financial Regulations (59 papers), Economic theories and models (52 papers), Stochastic processes and financial applications (46 papers), Financial Markets and Investment Strategies (38 papers), Insurance and Financial Risk Management (21 papers), Global Financial Crisis and Policies (17 papers) and Corporate Finance and Governance (14 papers). The work is most often cited by research in Finance (23.2k citations), Accounting (6.0k citations) and General Economics, Econometrics and Finance (4.0k citations). Darrell Duffie has collaborated with scholars based in United States, United Kingdom and Switzerland. Frequent co-authors include Kenneth J. Singleton, Jun Pan, Jonathan E. Ingersoll, Peter M. DeMarzo, Nicolae Gârleanu, Larry G. Epstein, Lasse Heje Pedersen, David Lando, George M. Constantinides and Ke Wang. Their work appears in journals such as The Journal of Finance, Econometrica, Journal of Economic Theory, Journal of Mathematical Economics and Review of Financial Studies.
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.