Kenneth Singleton
Names
first:  Kenneth 
last:  Singleton 
Contact
homepage:  https://people.stanford.edu/kenneths/ 
Affiliations

Stanford University
→ Graduate School of Business
 website
 location: Stanford, California (United States)
Research profile
author of:

Transform Analysis and Asset Pricing for Affine JumpDiffusions
by Darrell Duffie & Jun Pan & Kenneth Singleton 
Investor Flows and the 2008 Boom/Bust in Oil Prices
by Kenneth J. Singleton 
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
by Darrell Duffie & Lasse Heje Pedersen & Kenneth J. Singleton 
Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods
by Kenneth B. Dunn & Kenneth J. Singleton 
Japanese Monetary Policy
by Kenneth Singleton 
Speculation and the volatility of foreign currency exchange rates
by Singleton, Kenneth 
Term Structure Dynamics in Theory and Reality
by Qiang Dai & Kenneth Singleton 
Transform Analysis and Asset Pricing for Affine JumpDiffusions
by Darrell Duffie & Jun Pan & Kenneth Singleton 
How Sovereign Is Sovereign Credit Risk?
by Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton 
Modeling Term Structures of Defaultable Bonds.
by Duffie, Darrell & Singleton, Kenneth J. 
MaturitySpecific Disturbances and the Term Structure of Interest Rates.
by Singleton, Kenneth J. 
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series.
by Geweke, John F. & Singleton, Kenneth J. 
Multinational Inflation under Fixed Exchange Rates: Some Empirical Evidence from Latent Variable Models.
by Feige, Edgar L. & Singleton, Kenneth J. 
PRICING COUPON‐BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS
by Kenneth J. Singleton & Len Umantsev 
JFEC Invited Paper: Gaussian MacroFinance Term Structure Models with Lags
by Scott Joslin & Anh Le & Kenneth J. Singleton 
How Sovereign is Sovereign Credit Risk?
by Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton 
Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis
by Geweke, John F. & Singleton, Kenneth J. 
On Unit Roots and the Empirical Modeling of Exchange Rates.
by Meese, Richard A. & Singleton, Kenneth J. 
Modeling the term structure of interest rates under nonseparable utility and durability of goods
by Dunn, Kenneth B. & Singleton, Kenneth J. 
Japanese Corporate Investment and Bank of Japan Guidance of Commercial Bank Lending
by Takeo Hoshi & David S. Scharfstein & Kenneth J. Singleton
edited by 
Rational expectations, risk premia, and the market for spot and forward exchange
by Richard Meese & Kenneth J. Singleton 
Yield Curve Risk in Japanese Government Bond Markets
by Kenneth J. Singleton 
Institutional and Regulatory Influences on Price Discovery in Cash and Futures Bond Markets
by Kenneth J. Singleton
edited by 
Fixedincome pricing
by Dai, Qiang & Singleton, Kenneth J.
edited by 
Rational Expectations and the Volatility of Floating Exchange Rates.
by Meese, Richard A. & Singleton, Kenneth J. 
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns.
by Hansen, Lars Peter & Singleton, Kenneth J. 
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models.
by Hansen, Lars Peter & Singleton, Kenneth J. 
Interpreting Recent Changes in the Credit Spreads of Japanese Banks
by Jun Pan & Kenneth J. Singleton 
Interpreting Changes in the Volatility of Yields on Japnanese Longterm Bonds
by Kenneth J. Singleton 
Introduction to "Japanese Monetary Policy"
by Kenneth J. Singleton
edited by 
Regime shifts in a dynamic term structure model of U.S. Treasury bond yields
by Qiang Dai & Kenneth J. Singleton & Wei Yang 
Specification Analysis of Affine Term Structure Models
by Qiang Dai & Kenneth J. Singleton 
Specification Analysis of Affine Term Structure Models
by Qiang Dai & Kenneth J. Singleton 
Expectation Puzzles, Timevarying Risk Premia, and Dynamic Models of the Term Structure
by Qiang Dai & Kenneth J. Singleton 
Why Gaussian macrofinance term structure models are (nearly) unconstrained factorVARs
by Joslin, Scott & Le, Anh & Singleton, Kenneth J. 
Extracting measures of ex ante real interest rates from ex post rates: A comment
by Singleton, Kenneth J. 
Term structure models and the zero bound: An empirical investigation of Japanese yields
by Kim, Don H. & Singleton, Kenneth J. 
Real and nominal factors in the cyclical behavior of interest rates, output, and money
by Singleton, Kenneth J. 
Specification and estimation of intertemporal asset pricing models
by Singleton, Kenneth J.
edited by 
Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models
by Singleton, Kenneth J. 
Expectations Models of the Term Structure and Implied Variance Bounds.
by Singleton, Kenneth J. 
Specification Analysis of Affine Term Structure Models
by Qiang Dai & Kenneth J. Singleton 
Report of the Editor of the Journal of Finance for the Year 2014
by KENNETH J. SINGLETON & BRUNO BIAIS & MICHAEL ROBERTS 
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields
by Qiang Dai & Kenneth J. Singleton & Wei Yang 
Estimation and Evaluation of Conditional Asset Pricing Models
by Stefan Nagel & Kenneth J. Singleton 
Estimation and Evaluation of Conditional Asset Pricing Models
by STEFAN NAGEL & KENNETH J. SINGLETON 
Report of the Editor of the Journal of Finance for the Year 2015
by KENNETH J. SINGLETON 
Erratum: Do Equilibrium Real Business Cycle Theories Explain Postwar U.S. Business Cycles?
by Martin Eichenbaum & Kenneth J. Singleton
edited by 
Report of the Editor of the Journal of Finance for the Year 2013
by KENNETH J. SINGLETON 
Estimation of affine asset pricing models using the empirical characteristic function
by Singleton, Kenneth J. 
Expectation puzzles, timevarying risk premia, and affine models of the term structure
by Dai, Qiang & Singleton, Kenneth J. 
Report of the Editor of The Journal of Finance for the Year 2012
by KENNETH J. SINGLETON & BRUNO BIAIS & MICHAEL ROBERTS 
Simulated Moments Estimation of Markov Models of Asset Prices
by Darrell Duffie & Kenneth J. Singleton 
Simulated Moments Estimation of Markov Models of Asset Prices.
by Duffie, Darrell & Singleton, Kenneth J. 
A Latent Time Series Model of the Cyclical Behavior of Interest Rates.
by Singleton, Kenneth J. 
An Econometric Model of the Term Structure of InterestRate Swap Yields.
by Duffie, Darrell & Singleton, Kenneth J. 
Efficient Estimation of Linear Asset Pricing Models with MovingAverage Errors
by Lars Peter Hansen & Kenneth J. Singleton 
A New Perspective on Gaussian Dynamic Term Structure Models
by Scott Joslin & Kenneth J. Singleton & Haoxiang Zhu 
An Empirical Analysis of the Pricing of MortgageBacked Securities.
by Dunn, Kenneth B. & Singleton, Kenneth J. 
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty
by Martin S. Eichenbaum & Lars Peter Hansen & Kenneth J. Singleton 
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
by SCOTT JOSLIN & MARCEL PRIEBSCH & KENNETH J. SINGLETON 
Adjustment Costs and Capital Asset Pricing: Discussion.
by Singleton, Kenneth J. 
Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints
by Albert Marcet & Kenneth J. Singleton 
EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS
by Marcet, Albert & Singleton, Kenneth J. 
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty
by Martin S. Eichenbaum & Lars Peter Hansen & Kenneth J. Singleton 
Asset Prices in a Time Series Model with Disparately Informed, Competative Traders
by Kenneth J. Singleton 
Efficient Estimation of Linear AssetPricing Models with Moving Average Errors.
by Hansen, Lars Peter & Singleton, Kenneth J. 
DiscreteTime Affinesuperℚ Term Structure Models with Generalized Market Prices of Risk
by Anh Le & Kenneth J. Singleton & Qiang Dai 
Do Equilibrium Real Business Cycle Theories Explain PostWar U.S. Business Cycles?
by Martin S. Eichenbaum & Kenneth J. Singleton 
Econometric issues in the analysis of equilibrium business cycle models
by Singleton, Kenneth J. 
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
by JUN PAN & KENNETH J. SINGLETON 
An Equilibrium Term Structure Model with Recursive Preferences
by Anh Le & Kenneth J. Singleton 
Do Equilibrium Real Business Cycle Theories Explain Postwar U.S. Business Cycles?
by Martin Eichenbaum & Kenneth I. Singleton
edited by
editor of:

New Approaches to Monetary Economics
edited by Barnett, William A. & Singleton, Kenneth J. 
Japanese Monetary Policy
edited by Singleton, Kenneth J.