G. Duffee

Finance · 2000–2012

A researcher in the Science corpus: 5 papers; trusts 23 researchers and is trusted by 150 researchers here, as inferred from the citation graph.

Subfields

Whom G. Duffee trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. John H. Cochrane
  2. Monika Piazzesi
  3. John Y. Campbell
  4. Kenneth J. Singleton
  5. Qiang Dai
  6. J. Duarte
  7. Scott Joslin
  8. Anh Le
  9. Michael W. Brandt
  10. Lars Peter Hansen

Who trusts G. Duffee overall

  1. Jens H. E. Christensen
  2. James D. Hamilton
  3. Qiang Dai
  4. J. Wu
  5. Kenneth J. Singleton
  6. Jessica A. Wachter
  7. Scott Joslin
  8. Andrew Ang
  9. Glenn D. Rudebusch
  10. Don H. Kim

Papers from G. Duffee's perspective

Ordered by how strongly the researchers G. Duffee trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Term premia and interest rate forecasts in affine models
  2. Specification Analysis of Affine Term Structure Models
  3. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  4. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  5. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  6. Bond Risk Premia
  7. Estimating the Dimension of a Model
  8. A New Perspective on Gaussian Dynamic Term Structure Models
  9. A Theory for the Term Structure of Interest Rates
  10. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF

Their papers