J. Duarte

Finance · 2003–2012

A researcher in the Science corpus: 6 papers; trusts 13 researchers and is trusted by 33 researchers here, as inferred from the citation graph.

Subfields

Whom J. Duarte trusts overall

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

  1. G. Duffee
  2. Qiang Dai
  3. Darrell Duffie
  4. Kenneth J. Singleton
  5. Enrichetta Ravina
  6. Eugene F. Fama
  7. Yacine Aït-Sahalia
  8. David A. Easley
  9. D. Ahn
  10. Lasse Heje Pedersen

Who trusts J. Duarte overall

  1. Qiang Dai
  2. G. Duffee
  3. Don H. Kim
  4. Andrea Buraschi
  5. Adair Morse
  6. Kenneth J. Singleton
  7. Matthias R. Fengler
  8. Nataliya Barasinska
  9. Athanasios Orphanides
  10. Alexei Jiltsov

Papers from J. Duarte's perspective

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

  1. Term premia and interest rate forecasts in affine models
  2. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  3. Specification Analysis of Affine Term Structure Models
  4. Securities lending, shorting, and pricing
  5. Appendix for "Who Should Buy Long-Term Bonds?"
  6. Love & Loans: The Effect of Beauty and Personal Characteristics in Credit Markets
  7. Nonparametric option pricing under shape restrictions
  8. Term Structure Dynamics in Theory and Reality
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. The Pricing of Options and Corporate Liabilities

Their papers