Reforming LIBOR and Other Financial-Market Benchmarks

By Darrell Duffie, Jeremy C. Stein. 2015

125 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/96e5c2f27f20f7305e0714aeee7b65cffb8609b0

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Darrell Duffie
2. Haoxiang Zhu
3. Piotr Dworczak
4. Francis A. Longstaff
5. Hanno Lustig
6. Dimitri Vayanos
7. Robin Greenwood
8. Andrew Ellul

In Finance

1. Haoxiang Zhu
2. Darrell Duffie
3. Francis A. Longstaff
4. Kay Giesecke
5. Hanno Lustig
6. Yacine Aït-Sahalia
7. Dimitri Vayanos
8. Robin Greenwood

Citations in the corpus

• Benchmarks in Search Markets (2016, background): “10For more discussion of these and other roles of benchmarks, see Duffie and Stein (2014).”