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Author:Duffee, Gregory R. 

Working Paper
Reexamining the relationship between stock returns and stock return volatility

Finance and Economics Discussion Series , Paper 191

Working Paper
The importance of market psychology in the determination of stock market volatility

Finance and Economics Discussion Series , Paper 115

Working Paper
Idiosyncratic variation of Treasury bill yields

Finance and Economics Discussion Series , Paper 94-28

Working Paper
A securities transactions tax: beyond the rhetoric, what can we really say?

Finance and Economics Discussion Series , Paper 133

Conference Paper
The variation of default risk with Treasury yields

Proceedings

Working Paper
What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment

Working Papers , Paper 9610

Working Paper
On measuring credit risks of derivative instruments

Finance and Economics Discussion Series , Paper 94-27

Working Paper
Term Premia and Interest Rate Forecasts in Affine Models

I find that the standard class of affine models produces poor forecasts of future changes in Treasury yields. Better forecasts are generated by assuming that yields follow random walks. The failure of these models is driven by one of their key features: the compensation that investors receive for facing risk is a multiple of the variance of the risk. This means that risk compensation cannot vary independently of interest rate volatility. I also describe and empirically estimate a class of models that is broader than the standard affine class. These ‘essentially affine’ models retain the ...
Working Paper Series , Paper 2000-19

Working Paper
What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment

We examine the ability of auto industry stock returns to forecast quarterly changes in the growth rates of real GDP, consumption, and investment. We find that auto stock returns are superior to aggregate stock market returns in predicting growth rates of GDP and various forms of consumption. The superior predictive power of auto returns holds for both in-sample and out-of-sample forecasts and has not declined over time. We then apply a finding in this paper---that market returns have no explanatory power for future output or consumption growth when auto returns are included in the ...
Finance and Economics Discussion Series , Paper 96-38

Working Paper
Credit derivatives in banking: useful tools for managing risk?

We model the effects on banks of the introduction of a market for credit derivatives--in particular, credit default swaps. A bank can use such swaps to temporarily transfer credit risks of their loans to others, reducing the likelihood that defaulting loans would trigger the bank's financial distress. Because credit derivatives are more flexible at transferring risks than are other, more established tools, such as loan sales without recourse, these instruments make it easier for banks to circumvent the ``lemons'' problem caused by banks' superior information about the credit quality of their ...
Finance and Economics Discussion Series , Paper 1997-13

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