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Disambiguation of "Singleton, Kenneth"

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Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure

, and . Journal of Financial Economics, (2002)

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Kyle Singleton

Paul Singleton

Kenneth Froese

Kenneth Anders

Kenneth Simon

 

Other publications of authors with the same name

Transform Analysis and Asset Pricing for Affine Jump-diffusions, , and . Econometrica, 68 (6): 1343--1376 (306 11 2000)doi: 10.1111/1468-0262.00164.Term Structure Dynamics in Theory and Reality, and . The Review of Financial Studies, 16 (3): 631--678 (2003)Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure, and . Journal of Financial Economics, (2002)Real and nominal factors in the cyclical behavior of interest rates, output, and money. Journal of Economic Dynamics and Control, (February 1983)Modeling the term structure of interest rates under non-separable utility and durability of goods, and . Journal of Financial Economics, 17 (1): 27--55 (September 1986)Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models, and . Econometrica, 50 (5): 1269-1286 (September 1982)Credit risk, and . Princeton series in finance Princeton Univ. Press, Princeton, NJ u.a., (2003)Expectation puzzles, time-varying risk premia, and affine models of the term structure, and . Journal of Financial Economics, 63 (3): 415--441 (March 2002)Simulated Moments Estimation of Markov Models of Asset Prices, and . Econometrica, 61 (4): 929-952 (July 1993)Econometric issues in the analysis of equilibrium business cycle models. Journal of Monetary Economics, 21 (2-3): 361--386 (00 1988)