Gregory R. Duffee

GREGORY R. DUFFEE, the inaugural Carl Christ Professor, spent a decade as an economist at the Federal Reserve Board and was a tenured finance professor at UC Berkeley’s Haas School of Business before joining Hopkins’ Department of Economics in 2008. His research interests include term structure of interest rates, stock return dynamics and credit risk, including building and testing mathematical models of interest rates and stock returns. His work on empirical asset pricing is among the most widely cited in the world. Dr. Duffee is an associate editor of the Review of Financial Studies and Review of Derivatives Research, and he has authored more than two dozen articles and other publications.