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Singleton, Kenneth J.


 SSRN Author Rank: 2,334 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
9,790
Total
Citations
2,195
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
1,898
(4,390)
426

2.  
A New Perspective on Gaussian Dynamic Term Structure Models | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper
Number of Pages in PDF File: 55
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
1,848
(4,591)
40

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
1,275
(8,689)
403

4.  
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
28 Mar 11
849
(16,528)
27

5.   Incl. Electronic Paper
Duffie, Darrell
Stanford University - Graduate School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
11 Jul 01
Last Revised:
31 Aug 03
791
(18,307)
96

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
469
(37,512)
41

7.  
Expectations Puzzle, Time-varying Risk Premia, and Dynamic Models of the Term Structure | Show Abstract | Download This Paper | Open PDF in Browser |
Stern School of Business, New York University, and Graduate School of Business, Stanford University
Number of Pages in PDF File: 32
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
389
(47,387)
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
362
(51,694)
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
331
(57,585)
13

10.  
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks | Show Abstract | Download This Paper | Open PDF in Browser |
Marshall School of Business Working Paper No. FBE 05.13
Number of Pages in PDF File: 46
Joslin, Scott
University of Southern California
Priebsch, Marcel
Federal Reserve Board
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
05 Jul 13
234
(84,243)
45

11.  
How Sovereign is Sovereign Credit Risk? | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. W13658
Number of Pages in PDF File: 43
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) - Department of Finance
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
19 Dec 07
167
(116,722)
76

12.  
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
157
(123,300)
10

13.   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
153
(126,012)
15

14.  
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
28 Aug 10
105
(169,451)
10

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
85
(194,974)
120

16.  
Duffie, Darrell
Stanford University
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
03 Nov 08
79
(204,066)
79

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
67
(224,170)
137

18.  
Term Structure Dynamics in Theory and Reality | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. S-DRP-02-06
Number of Pages in PDF File: 46
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
66
(225,942)
120

19.   Incl. Electronic Paper
Duffie, Darrell
Stanford University
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
05 Nov 08
Last Revised:
24 Feb 09
60
(237,488)
95

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
54
(249,870)
41

21.  
Duffie, Darrell
Stanford University
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
27 Jun 07
52
(254,287)
94

22.  
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
52
(254,287)
137

23.  
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
11 Nov 08
47
(265,973)
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
44
(273,391)
74

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
41
(281,144)
 

26.  
Hansen, Lars Peter
University of Chicago - Department of Economics
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
27 Jun 07
28
(321,042)
12

27.  
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
04 Apr 04
26
(328,759)
16

28.  
Pricing Coupon-Bond Options and Swaptions in Affine Term Structure Models | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 12, pp. 427-446, 2002
Number of Pages in PDF File: 20
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Umantsev, Len
Stanford University - Management Science & Engineering
Posted:
07 Feb 03
23
(341,203)
28

29.  
Eichenbaum, Martin
Northwestern University
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
12 Apr 04
21
(349,945)
9

30.  
Giacoletti, Marco
Stanford Graduate School of Business
Laursen, Kristoffer
Stanford Graduate School of Business
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
26 Jul 15
17
(367,760)
 

31.  
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
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
 

32.  
Yield Curve Risk in Japanese Government Bond Markets | Show Abstract |
JAPANESE JOURNAL OF FINANCIAL ECONOMICS, Vol 1 No 1, December 1994
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
02 May 00
 

33.  
Modeling Term Structures of Defaultable Bond | Show Abstract |
Review of Financial Studies, Vol. 12, Issue 3
Duffie, Darrell
Stanford University - Graduate School of Business
Singleton, Kenneth J.
Stanford University - Graduate School of Business
Posted:
21 May 99
 

34.  
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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