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Miniature of Presidential Address: How Much "Rationality" Is There in Bond-Market Risk Premiums?
Presidential Address: How Much "Rationality" Is There in Bond-Market Risk Premiums?
  • GSB Authors: Kenneth Singleton
  • Date: 2021-07-09
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Learning from Disagreement in the Us Treasury Bond Market
Learning from Disagreement in the Us Treasury Bond Market
  • GSB Authors: Kenneth Singleton
  • Date: 2020-07-27
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Learning and Risk Premiums in an Arbitrage-Free Term Structure Model
Learning and Risk Premiums in an Arbitrage-Free Term Structure Model
  • GSB Authors: Kenneth Singleton
  • Date: 2018-05-20
  • Publication Type: Working Papers
Miniature of Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
  • GSB Authors: Kenneth Singleton
  • Date: 2014-06-01
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Investor Flows and the 2008 Boom/bust in Oil Prices
Investor Flows and the 2008 Boom/bust in Oil Prices
  • GSB Authors: Kenneth Singleton
  • Date: 2014-02-01
  • Publication Type: Articles
  • Publication: Management Science
Miniature of Gaussian Macro-Finance Term Structure Models with Lags
Gaussian Macro-Finance Term Structure Models with Lags
  • GSB Authors: Kenneth Singleton
  • Date: 2013-08-23
  • Publication Type: Articles
  • Publication: Journal of Financial Econometrics
Miniature of Why Gaussian Macro-Finance Term Structure Models Are (Nearly) Unconstrained Factor-Vars
Why Gaussian Macro-Finance Term Structure Models Are (Nearly) Unconstrained Factor-Vars
  • GSB Authors: Kenneth Singleton
  • Date: 2013-04-16
  • Publication Type: Articles
  • Publication: Journal of Financial Economics
Miniature of Term Structure Models and the Zero Bound: An Empirical Investigation of Japanese Yields
Term Structure Models and the Zero Bound: An Empirical Investigation of Japanese Yields
  • GSB Authors: Kenneth Singleton
  • Date: 2012-06-04
  • Publication Type: Articles
  • Publication: Journal of Econometrics
Miniature of Estimation and Evaluation of Conditional Asset Pricing Models
Estimation and Evaluation of Conditional Asset Pricing Models
  • GSB Authors: Kenneth Singleton | Stefan Nagel
  • Date: 2011-05-23
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of How Sovereign Is Sovereign Credit Risk?
How Sovereign Is Sovereign Credit Risk?
  • GSB Authors: Kenneth Singleton
  • Date: 2011-04-01
  • Publication Type: Articles
  • Publication: American Economic Journal: Macroeconomics
Miniature of Investor Flows and the 2008 Boom/Bust in Oil Prices
Investor Flows and the 2008 Boom/Bust in Oil Prices
  • GSB Authors: Kenneth Singleton
  • Date: 2011-03-28
  • Publication Type: Working Papers
Miniature of A New Perspective on Gaussian Dynamic Term Structure Models
A New Perspective on Gaussian Dynamic Term Structure Models
  • GSB Authors: Kenneth Singleton
  • Date: 2011-01-04
  • Publication Type: Articles
  • Publication: The Review of Financial Studies
Miniature of Discrete-Time Affine[Q] Term Structure Models with Generalized Market Prices of Risk
Discrete-Time Affine[Q] Term Structure Models with Generalized Market Prices of Risk
  • GSB Authors: Kenneth Singleton
  • Date: 2010-03-04
  • Publication Type: Articles
  • Publication: The Review of Financial Studies
Miniature of Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
  • GSB Authors: Kenneth Singleton
  • Date: 2008-09-10
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields
  • GSB Authors: Kenneth Singleton
  • Date: 2007-04-12
  • Publication Type: Articles
  • Publication: The Review of Financial Studies
Miniature of Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
  • GSB Authors: Kenneth Singleton
  • Date: 2006-03-26
  • Publication Type: Books
Miniature of Transform Analysis and Asset Pricing for Affine Jump-Diffusions
Transform Analysis and Asset Pricing for Affine Jump-Diffusions
  • GSB Authors: Darrell Duffie | Kenneth Singleton
  • Date: 2003-12-10
  • Publication Type: Articles
  • Publication: Econometrica
Miniature of Term Structure Dynamics in Theory and Reality
Term Structure Dynamics in Theory and Reality
  • GSB Authors: Kenneth Singleton
  • Date: 2003-07-01
  • Publication Type: Articles
  • Publication: The Review of Financial Studies
Miniature of Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  • GSB Authors: Darrell Duffie | Kenneth Singleton
  • Date: 2003-02-12
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Credit Risk: Pricing, Measurement, and Management
Credit Risk: Pricing, Measurement, and Management
  • GSB Authors: Darrell Duffie | Kenneth Singleton
  • Date: 2003-01-26
  • Publication Type: Books
Miniature of Expectation Puzzles, Time-Varying Risk Premia, and Affine Models of the Term Structure
Expectation Puzzles, Time-Varying Risk Premia, and Affine Models of the Term Structure
  • GSB Authors: Kenneth Singleton
  • Date: 2002-01-17
  • Publication Type: Articles
  • Publication: Journal of Financial Economics
Miniature of Estimation of Affine Asset Pricing Models Using the Empirical Characteristic Function
Estimation of Affine Asset Pricing Models Using the Empirical Characteristic Function
  • GSB Authors: Kenneth Singleton
  • Date: 2001-04-27
  • Publication Type: Articles
  • Publication: Journal of Econometrics
Miniature of Specification Analysis of Affine Term Structure Models
Specification Analysis of Affine Term Structure Models
  • GSB Authors: Kenneth Singleton
  • Date: 2000-10-01
  • Publication Type: Articles
  • Publication: The Journal of Finance
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23 Finance

3 bond market 3 economics 3 risk premiums 2 bonds (finance) 2 economic models 2 economic structure 2 finance 2 financial economics 2 government securities 2 monetary policy and economic impact 1 Bayesian analysis 1 C32 1 C51 1 C52 1 E43 1 G12 1 Gaussian distribution 1 Gaussian processes 1 actuarial science 1 arbitrage 1 archaeology 1 artificial intelligence 1 asset pricing 1 bayesian probability 1 bond 1 bond prices 1 boom 1 business 1 bust 1 capital assets pricing model 1 capitalists & financiers 1 commodity futures 1 computer science 1 credit > management 1 decision making in investments 1 distribution (economic theory) 1 distribution (probability theory) 1 econometric dynamics 1 econometrics 1 economic impact 1 economic shock 1 economics and econometrics 1 empirical research 1 energy, environment, economic growth 1 epistemology 1 factor model 1 filtering 1 financial risk and volatility modeling 1 forecasting 1 general economics, econometrics and finance 1 geology 1 hedge funds 1 history 1 investments 1 keynesian economics 1 macro-finance term structure model 1 market dynamics and volatility 1 market prices 1 market volatility 1 maximum likelihood statistics 1 microfinance 1 monetary economics 1 no-arbitrage model 1 oceanography 1 perspective (graphical) 1 petroleum product sales & prices 1 philosophy 1 physics 1 predictive power 1 price inflation 1 prices 1 pricing > econometric models 1 quantum mechanics 1 rate of return 1 reason 1 recession 1 risk management 1 risk premium 1 securities trading 1 spread (finance) 1 statistical correlation 1 stochastic processes and financial applications 1 term (time) 1 time series 1 treasury 1 treasury bills 1 treasury bills -- rate of return 1 value-added resellers 1 yield curve 1 yield curve (finance)