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K

Kenneth J. Singleton

university of california los angeles

56H指数
190论文数
2.8W被引数
收录论文 23
发表时间
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Report of the Editor of the Journal of Finance for the Year 2014
errJOURNAL OF FINANCE
IF9.5
err2015-07-23
err0
PREAI
errSingleton, Kenneth J.; Biais, Bruno; Roberts, Michael
err分享
err收藏
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
errJOURNAL OF FINANCE
IF9.5
err2014-05-08
err229
PREAI
errJoslin, Scott; Priebsch, Marcel; Singleton, Kenneth J.
err分享
err收藏
Untitled
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2013-11-01
err0
PREAI
errHirshleifer, David; Schwert, G. William; Singleton, Kenneth J.
err分享
err收藏
Untitled
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2013-10-14
err1
PREAI
errHirshleifer, David; Schwert, G. William; Singleton, Kenneth J.
err分享
err收藏
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2013-09-01
err71
PREAI
errJoslin, Scott; Le, Anh; Singleton, Kenneth J.
err分享
err收藏
Report of the Editor of The Journal of Finance for the Year 2012
errJOURNAL OF FINANCE
IF9.5
err2013-07-16
err0
PREAI
errSingleton, Kenneth J.; Biais, Bruno; Roberts, Michael
err分享
err收藏
Estimation and Evaluation of Conditional Asset Pricing Models
errJOURNAL OF FINANCE
IF9.5
err2011-05-23
err68
PREAI
errNagel, Stefan; Singleton, Kenneth J.
err分享
err收藏
How Sovereign Is Sovereign Credit Risk?
errAMERICAN ECONOMIC JOURNAL-MACROECONOMICS
IF5.7
err2011-04-01
err640
errOAAI
errLongstaff, Francis A.; Pan, Jun; Pedersen, Lasse H.; Singleton, Kenneth J.
err分享
err收藏
A New Perspective on Gaussian Dynamic Term Structure Models
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2011-01-04
err242
errOAAI
errJoslin, Scott; Singleton, Kenneth J.; Zhu, Haoxiang
err分享
err收藏
An Equilibrium Term Structure Model with Recursive Preferences
errAMERICAN ECONOMIC REVIEW
IF11.6
err2010-05-01
err13
errOAAI
errLe, Anh; Singleton, Kenneth J.
err分享
err收藏
Discrete-Time Affine Term Structure Models with Generalized Market Prices of Risk
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2010-03-04
err66
PREAI
errLe, Anh; Singleton, Kenneth J.; Dai, Qiang
err分享
err收藏
Default and recovery implicit in the term structure of sovereign CDS spreads
errJOURNAL OF FINANCE
IF9.5
err2008-09-10
err444
PREAI
errPan, Jun; Singleton, Kenneth J.
err分享
err收藏
Regime shifts in a dynamic term structure model of US Treasury bond yields
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2007-04-12
err143
errOAAI
errDai, Qiang; Singleton, Kenneth J.; Yang, Wei
err分享
err收藏
Term structure dynamics in theory and reality
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2003-07-30
err181
errOAAI
errDai, QA; Singleton, K
err分享
err收藏
Modeling sovereign yield spreads: A case study of Russian debt
errJOURNAL OF FINANCE
IF9.5
err2003-02-12
err176
errOAAI
errDuffie, D; Pedersen, LH; Singleton, KJ
err分享
err收藏
Specification analysis of affine term structure models
errJOURNAL OF FINANCE
IF9.5
err2002-12-17
err889
errOAAI
errDai, Q; Singleton, KJ
err分享
err收藏
Expectation puzzles, time-varying risk premia, and affine models of the term structure
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2002-03-01
err328
errOAAI
errDai, Q; Singleton, KJ
err分享
err收藏
Transform analysis and asset pricing for affine jump-diffusions
errECONOMETRICA
IF7.1
err2000-11-01
err1.8K
errOAAI
errDuffie, D; Pan, J; Singleton, K
err分享
err收藏
Modeling term structures of defaultable bonds可违约债券的期限结构建模
errREVIEW OF FINANCIAL STUDIES
IF5.4
err1999-07-02
err1.2K
PREAI
errDuffie, D; Singleton, KJ
err分享
err收藏
An econometric model of the term structure of interest-rate swap yields
errJOURNAL OF FINANCE
IF9.5
err1997-09-01
err337
PREAI
errDuffie, D; Singleton, KJ
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
D
Darrell Duffie
H 指数: 82 · 论文数: 321
L
Lars Peter Hansen
H 指数: 76 · 论文数: 359
D
David Hirshleifer
H 指数: 70 · 论文数: 363
L
Lasse Heje Pedersen
H 指数: 64 · 论文数: 216
F
Francis A. Longstaff
H 指数: 60 · 论文数: 252
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