James Darrell Duffie (born May 23, 1954) is a Canadian financial economist and is Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business.
He is the author of numerous research articles,[3] and several books,[4] including Futures Markets, Dynamic Asset Pricing Theory,[5] and—with Kenneth Singleton—Credit Risk.
He is a Fellow and member of the Council of the Econometric Society, a Research Associate of the National Bureau of Economic Research, a member of the Financial Advisory Roundtable of the Federal Reserve Bank of New York, and a Fellow of The American Academy of Arts and Sciences.
In 2014, Duffie chaired the Market Participants Group, charged by the Financial Stability Board with recommending reforms to Libor, Euribor, and other interest rate benchmarks.
He is a co-author of the proposal for Across-the-Curve Credit Spread Index ("AXI") and its extension Financial Conditions Credit Spread Index ("FXI") but has no related compensation and has no affiliation with their operationalization.