KENNETH J. SINGLETON
33 catalog papers. Identity-linked publications and additional name matches are distinguished below.
OpenAlex: A5018491512
Publications
- Learning From Disagreement in the U.S. Treasury Bond Market — The Journal of Finance 2021
- Presidential Address: How Much “Rationality” Is There in Bond-Market Risk Premiums? — The Journal of Finance 2021
- AMERICAN FINANCE ASSOCIATION — The Journal of Finance 2019
- AMERICAN FINANCE ASSOCIATION — The Journal of Finance 2018
- Report of the Editor of theJournal of Financefor the Year 2015 — The Journal of Finance 2016
- Report of the Editor of theJournal of Financefor the Year 2014 — The Journal of Finance 2015
- Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks — The Journal of Finance 2014
- Investor Flows and the 2008 Boom/Bust in Oil Prices — Management Science 2014
- Report of the Editor of theJournal of Financefor the Year 2013 — The Journal of Finance 2014
- Joint Editorial — The Review of Financial Studies 2013
- Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs — Journal of Financial Economics 2013
- A New Perspective on Gaussian Dynamic Term Structure Models — The Review of Financial Studies 2011
- Estimation and Evaluation of Conditional Asset Pricing Models — The Journal of Finance 2011
- Discrete-Time Affineℚ Term Structure Models with Generalized Market Prices of Risk — The Review of Financial Studies 2010
- An Equilibrium Term Structure Model with Recursive Preferences — American Economic Review 2010
- Default and Recovery Implicit in the Term Structure of SovereignCDSSpreads — The Journal of Finance 2008
- Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields — The Review of Financial Studies 2007
- Term Structure Dynamics in Theory and Reality — The Review of Financial Studies 2003
- Modeling Sovereign Yield Spreads: A Case Study of Russian Debt — The Journal of Finance 2003
- Expectation puzzles, time-varying risk premia, and affine models of the term structure — Journal of Financial Economics 2002
- Transform Analysis and Asset Pricing for Affine Jump-diffusions — Econometrica 2000
- Specification Analysis of Affine Term Structure Models — The Journal of Finance 2000
- Modeling Term Structures of Defaultable Bonds — The Review of Financial Studies 1999
- An Econometric Model of the Term Structure of Interest-Rate Swap Yields — The Journal of Finance 1997
- A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty — The Quarterly Journal of Economics 1988
- Modeling the term structure of interest rates under non-separable utility and durability of goods — Journal of Financial Economics 1986
- DISCUSSION — The Journal of Finance 1985
- AN EMPIRICAL ANALYSIS OF THE PRICING OF MORTGAGE-BACKED SECURITIES — The Journal of Finance 1983
- Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns — Journal of Political Economy 1983
- On Unit Roots and the Empirical Modeling of Exchange Rates — The Journal of Finance 1982
- A test of separate families of distributions based on the empirical moment generating function — Biometrika 1982
- Interpreting the Likelihood Ratio Statistic in Factor Models When Sample Size is Small — Journal of the American Statistical Association 1980
- Expectations Models of the Term Structure and Implied Variance Bounds — Journal of Political Economy 1980