Search Results - "SINGLETON, KENNETH J."

Investor Flows and the 2008 Boom/Bust in Oil Prices.

Authors: Singleton, Kenneth J.¹ (AUTHOR) kenneths@stanford.edu

Source: Management Science (INFORMS). Feb2014, Vol. 60 Issue 2, p300-318. 19p. 1 Diagram, 4 Charts, 6 Graphs.

Presidential Address: How Much "Rationality" Is There in Bond‐Market Risk Premiums?

Authors: SINGLETON, KENNETH J. (AUTHOR) kenneths@stanford.edu

Source: Journal of Finance (John Wiley & Sons, Inc.). Aug2021, Vol. 76 Issue 4, p1611-1654. 44p.

PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS.

Authors: Singleton, Kenneth J. Umantsev, Len

Source: Mathematical Finance. Oct2002, Vol. 12 Issue 4, p427-446. 20p.

Report of the Editor of the Journal of Finance for the Year 2015.

Authors: SINGLETON, KENNETH J.

Source: Journal of Finance (John Wiley & Sons, Inc.). Aug2016, Vol. 71 Issue 4, p1895-1910. 16p. 5 Charts, 3 Graphs.

Report of the Editor of the Journal of Finance for the Year 2014.

Authors: SINGLETON, KENNETH J. BIAIS, BRUNO ROBERTS, MICHAEL

Source: Journal of Finance (John Wiley & Sons, Inc.). Aug2015, Vol. 70 Issue 4, p1839-1854. 16p. 5 Charts, 3 Graphs.

Report of the Editor of the Journal of Finance for the Year 2013.

Authors: SINGLETON, KENNETH J.

Source: Journal of Finance (John Wiley & Sons, Inc.). Aug2014, Vol. 69 Issue 4, p1827-1842. 16p. 2 Color Photographs, 1 Black and White Photograph, 5 Charts.

Report of the Editor of The Journal of Finance for the Year 2012.

Authors: SINGLETON, KENNETH J. BIAIS, BRUNO ROBERTS, MICHAEL

Source: Journal of Finance (John Wiley & Sons, Inc.). Aug2013, Vol. 68 Issue 4, p1691-1705. 15p. 5 Charts, 3 Graphs.

Estimation and Evaluation of Conditional Asset Pricing Models.

Authors: NAGEL, STEFAN SINGLETON, KENNETH J.

Source: Journal of Finance (John Wiley & Sons, Inc.). Jun2011, Vol. 66 Issue 3, p873-909. 37p. 6 Charts, 6 Graphs.

A New Perspective on Gaussian Dynamic Term Structure Models.

Authors: Joslin, Scott Singleton, Kenneth J. Zhu, Haoxiang

Source: Review of Financial Studies. Mar2011, Vol. 24 Issue 3, p926-970. 45p.

Discrete-Time Affineℚ Term Structure Models with Generalized Market Prices of Risk.

Authors: Le, Anh Singleton, Kenneth J. Dai, Qiang

Source: Review of Financial Studies. May2010, Vol. 23 Issue 5, p2184-2227. 44p. 2 Charts, 7 Graphs.

Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields.

Authors: Qiang Dai Singleton, Kenneth J. Wei Yang

Source: Review of Financial Studies. Sep2007, Vol. 20 Issue 5, p1669-1706. 38p.

An Equilibrium Term Structure Model with Recursive Preferences.

Authors: Le, Anh Singleton, Kenneth J

Source: American Economic Review. May2010, Vol. 100 Issue 2, p557-561. 5p.

Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads.

Authors: PAN, JUN SINGLETON, KENNETH J.

Source: Journal of Finance (Wiley-Blackwell). Oct2008, Vol. 63 Issue 5, p2345-2384. 40p. 9 Charts, 11 Graphs.

Specification Analysis of Affine Term Structure Models.

Authors: Qiang Dai Singleton, Kenneth J.

Source: Journal of Finance (Wiley-Blackwell). Oct2000, Vol. 55 Issue 5, p1943-1978. 36p. 4 Charts, 3 Graphs.

AN EMPIRICAL ANALYSIS OF THE PRICING OF MORTGAGE-BACKED SECURITIES.

Authors: DUNN, KENNETH B. SINGLETON, KENNETH J.

Source: Journal of Finance (Wiley-Blackwell). May83, Vol. 38 Issue 2, p613-623. 11p. 1 Chart.

On Unit Roots and the Empirical Modeling of Exchange Rates.

Authors: MEESE, RICHARD A. SINGLETON, KENNETH J.

Source: Journal of Finance (Wiley-Blackwell). Sep82, Vol. 37 Issue 4, p1029-1035. 7p.

Yield Curve Risk in Japanese Government Bond Markets.

Authors: Singleton, Kenneth J.

Source: International Review of Finance. Jun2000, Vol. 1 Issue 2, p97. 25p. 5 Charts, 5 Graphs.

An Econometric Model of the Term Structure of Interest-Rate Swap Yields.

Authors: DUFFIE, DARRELL SINGLETON, KENNETH J.

Source: Journal of Finance (Wiley-Blackwell). Sep97, Vol. 52 Issue 4, p1287-1321. 35p. 7 Charts, 6 Graphs.

DISCUSSION.

Authors: SINGLETON, KENNETH J.¹

Source: Journal of Finance (Wiley-Blackwell). Jul1985, Vol. 40 Issue 3, p705-709. 5p.

MULTINATIONAL INFLATION UNDER FIXED EXCHANGE RATES: SOME EMPIRICAL EVIDENCE FROM LATENT VARIABLE MODELS.

Authors: Feige, Edgar L. Singleton, Kenneth J.

Source: Review of Economics & Statistics. Feb81, Vol. 63 Issue 1, p11. 9p. 3 Charts.