Statistics
Publications
27
Citations
5.8K
H-Index
23
Active since
1995
Gregory R. Duffee is an author at Johns Hopkins University specializing in financial economics, business, and finance.
Publications per year
1995–2023
27
27
Term Premia and Interest Rate Forecasts in Affine Models
Gregory R. Duffee · The Journal of Finance · 2002 · 1.7K citations · Full text
Estimating the Price of Default Risk
Gregory R. Duffee · Review of Financial Studies · 1999 · 766 citations
Stock returns and volatility a firm-level analysis
Gregory R. Duffee · Journal of Financial Economics · 1995 · 402 citations
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