| Term premia and interest rate forecasts in affine models GR Duffee The Journal of Finance 57 (1), 405-443, 2002 | 2109 | 2002 |
| Estimating the price of default risk GR Duffee The Review of financial studies 12 (1), 197-226, 1999 | 1143 | 1999 |
| The relation between treasury yields and corporate bond yield spreads GR Duffee The Journal of Finance 53 (6), 2225-2241, 1998 | 1131 | 1998 |
| Stock returns and volatility a firm-level analysis GR Duffee Journal of financial Economics 37 (3), 399-420, 1995 | 611 | 1995 |
| Credit derivatives in banking: Useful tools for managing risk? GR Duffee, C Zhou Journal of Monetary Economics 48 (1), 25-54, 2001 | 490 | 2001 |
| Information in (and not in) the term structure GR Duffee The Review of Financial Studies 24 (9), 2895-2934, 2011 | 465 | 2011 |
| Idiosyncratic variation of Treasury bill yields GR Duffee The Journal of Finance 51 (2), 527-551, 1996 | 340 | 1996 |
| Estimation of dynamic term structure models GR Duffee, RH Stanton The Quarterly Journal of Finance 2 (02), 1250008, 2012 | 301 | 2012 |
| Sharpe ratios in term structure models GR Duffee Working paper, 2011 | 150 | 2011 |
| Forecasting with the term structure: The role of no-arbitrage restrictions GR Duffee Working paper, 2011 | 132 | 2011 |
| Time variation in the covariance between stock returns and consumption growth GR Duffee The Journal of Finance 60 (4), 1673-1712, 2005 | 127 | 2005 |
| Forecasting interest rates G Duffee Handbook of economic forecasting 2, 385-426, 2013 | 111 | 2013 |
| Bond pricing and the macroeconomy GR Duffee Handbook of the Economics of Finance 2, 907-967, 2013 | 107 | 2013 |
| On measuring credit risks of derivative instruments GR Duffee Journal of Banking & Finance 20 (5), 805-833, 1996 | 107 | 1996 |
| Expected inflation and other determinants of Treasury yields GR Duffee The Journal of Finance 73 (5), 2139-2180, 2018 | 97 | 2018 |
| Treasury yields and corporate bond yield spreads: An empirical analysis GR Duffee | 87 | 1997 |
| Asymmetric cross-sectional dispersion in stock returns: evidence and implications GR Duffee, V SCHOLAR Federal Reserve Bank of San Francisco, 2001 | 67 | 2001 |
| Term structure estimation without using latent factors GR Duffee Journal of Financial Economics 79 (3), 507-536, 2006 | 66 | 2006 |
| Forecasting with the term structure: the role of no-arbitrage GR Duffee manuscript, Johns Hopkins University, 2011 | 59 | 2011 |
| Evidence on simulation inference for near unit-root processes with implications for term structure estimation GR Duffee, RH Stanton Journal of Financial Econometrics 6 (1), 108-142, 2008 | 53 | 2008 |
Richard StantonHaas School of Business, U.C. BerkeleyVerified email at haas.berkeley.edu
