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Singleton, Kenneth J.


 SSRN Author Rank: 2,147 by Downloads
 Adams Distinguished Professor of Mangement
 

Stanford University-Graduate School of Business


 Knight Management Center
 655 Knight Way
 Stanford, CA 94305-7298
 United States
 650-723-5753 (Phone)
 HOME PAGE: http://www.stanford.edu/~kenneths
 email address

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. Singleton, Kenneth J.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,465
Total
Citations
2,165
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
03 Apr 99
Last Revised:
11 Sep 09
1,888
(3,850)
427

2.  
A New Perspective on Gaussian Dynamic Term Structure Models | Show Abstract | Download |
Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper
Working Paper Series
Joslin, Scott
University of Southern California
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Zhu, Haoxiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
23 Mar 09
Last Revised:
13 Oct 10
1,845
(4,002)
39

3.   Incl. Electronic Paper
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
26 Nov 98
Last Revised:
06 Apr 08
1,237
(7,956)
401

4.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Pedersen, Lasse Heje
New York University (NYU)
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
11 Jul 01
Last Revised:
31 Aug 03
780
(16,423)
95

5.  
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
28 Mar 11
771
(16,716)
24

6.  
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area
Le, Anh
New York University, Leonard N. Stern School of Business
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
10 Mar 06
459
(34,172)
41

7.  
Expectations Puzzle, Time-varying Risk Premia, and Dynamic Models of the Term Structure | Show Abstract | Download |
Stern School of Business, New York University, and Graduate School of Business, Stanford University
Working Paper Series
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
10 Nov 00
385
(42,553)
18

8.   Incl. Electronic Paper
Dai, Qiang
New York University
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
03 Nov 08
Last Revised:
12 May 09
335
(50,243)
10

9.  
Marcet, Albert
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
26 Nov 98
329
(51,355)
13

10.  
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks | Show Abstract | Download |
Marshall School of Business Working Paper No. FBE 05.13
Working Paper Series
Joslin, Scott
University of Southern California
Priebsch, Marcel
Federal Reserve Board
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
05 Jul 13
181
(97,620)
45

11.  
How Sovereign is Sovereign Credit Risk? | Show Abstract | Download |
NBER Working Paper No. W13658
Working Paper Series
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Pedersen, Lasse Heje
New York University (NYU)
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
19 Dec 07
157
(110,604)
74

12.   Incl. Electronic Paper
Nagel, Stefan
University of Michigan, Stephen M. Ross School of Business
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
05 Oct 10
Last Revised:
18 Oct 10
147
(117,185)
15

13.  
Joslin, Scott
University of Southern California
Le, Anh
University of North Carolina Kenan-Flagler Business School
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
18 Mar 11
142
(120,639)
9

14.  
Kim, Don H.
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
28 Aug 10
99
(158,925)
9

15.   Incl. Electronic Paper
Dai, Qiang
New York University
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
03 Nov 08
Last Revised:
29 Dec 08
82
(179,668)
115

16.  
Duffie, Darrell
Stanford University
Pedersen, Lasse Heje
New York University (NYU)
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
03 Nov 08
76
(188,197)
78

17.   Incl. Electronic Paper
Dai, Qiang
New York University
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
03 Nov 08
Last Revised:
23 Dec 08
64
(207,120)
135

18.  
Term Structure Dynamics in Theory and Reality | Show Abstract | Download |
NYU Working Paper No. S-DRP-02-06
Working Paper Series
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
07 Nov 08
62
(210,581)
115

19.   Incl. Electronic Paper
Duffie, Darrell
Stanford University
Pedersen, Lasse Heje
New York University (NYU)
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
05 Nov 08
Last Revised:
24 Feb 09
58
(217,683)
94

20.  
Dai, Qiang
New York University
Le, Anh
New York University, Leonard N. Stern School of Business
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
03 Nov 08
52
(229,440)
41

21.  
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
16 Mar 01
50
(233,548)
135

22.  
Duffie, Darrell
Stanford University
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
27 Jun 07
48
(237,791)
94

23.  
Specification Analysis of Affine Term Structure Models | Show Abstract | Download |
NYU Working Paper No. FIN-98-083
Working Paper Series
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
11 Nov 08
43
(248,861)
3

24.  
Eichenbaum, Martin
Northwestern University
Hansen, Lars Peter
University of Chicago - Department of Economics
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
09 Mar 04
42
(251,143)
75

25.  
Dunn, Kenneth B.
Carnegie Mellon University - David A. Tepper School of Business
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
18 Jun 04
39
(258,192)
 

26.  
Hansen, Lars Peter
University of Chicago - Department of Economics
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
27 Jun 07
25
(300,271)
11

27.  
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
04 Apr 04
25
(300,271)
16

28.  
Pricing Coupon-Bond Options and Swaptions in Affine Term Structure Models | Show Abstract | Download |
Mathematical Finance, Vol. 12, pp. 427-446, 2002
Accepted Paper Series
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Umantsev, Len
Stanford University - Management Science & Engineering
Posted:
07 Feb 03
23
(307,962)
27

29.  
Eichenbaum, Martin
Northwestern University
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
12 Apr 04
21
(316,097)
9

30.  
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields | Show Abstract |
The Review of Financial Studies, Vol. 20, Issue 5, pp. 1669-1706, 2007
Accepted Paper Series
Dai, Qiang
New York University
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Yang, Wei
Indiana University - Kelley School of Business - Department of Finance
Posted:
26 Jun 08
 

31.  
Yield Curve Risk in Japanese Government Bond Markets | Show Abstract |
JAPANESE JOURNAL OF FINANCIAL ECONOMICS, Vol 1 No 1, December 1994
Accepted Paper Series
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
02 May 00
 

32.  
Modeling Term Structures of Defaultable Bond | Show Abstract |
Review of Financial Studies, Vol. 12, Issue 3
Accepted Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
21 May 99
 

33.  
An Econometric Model of the Term Structure of Interest-Rate Swap Yields | Show Abstract |
J. OF FINANCE, Vol. 52 No. 4, September 1997
Accepted Paper Series
Duffie, Darrell
Stanford University - Graduate School of Business
Singleton, Kenneth J.
Stanford University-Graduate School of Business
Posted:
22 Oct 97
 


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