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type_genre:"Amtsdruckschrift"
~person:"Singleton, Kenneth J."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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Search: subject_exact:"Expectations hypothesis of the term structure"
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Singleton, Kenneth J.
Rudebusch, Glenn D.
31
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23
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19
Christensen, Jens H. E.
18
Akram, Tanweer
17
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17
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15
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13
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13
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13
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13
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12
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12
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12
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12
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12
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11
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11
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11
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11
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11
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11
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11
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The review of financial studies
5
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4
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2
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1
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ECONIS (ZBW)
15
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1
Risk premiums in dynamic term structure models with unspanned macro risks
Joslin, Scott
;
Priebsch, Marcel
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
3
,
pp. 1197-1233
Persistent link: https://www.econbiz.de/10010373335
Saved in:
2
Gaussian macro-finance term structure models with lags
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 581-609
Persistent link: https://www.econbiz.de/10010233878
Saved in:
3
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 604-622
Persistent link: https://www.econbiz.de/10010205374
Saved in:
4
Term structure models and the zero bound : an empirical investigation of Japanese yields
Kim, Don H.
;
Singleton, Kenneth J.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 32-49
Persistent link: https://www.econbiz.de/10009673160
Saved in:
5
A new perspective on Gaussian dynamic term structure models
Joslin, Scott
;
Singleton, Kenneth J.
;
Zhu, Haoxiang
- In:
The review of financial studies
24
(
2011
)
3
,
pp. 926-970
Persistent link: https://www.econbiz.de/10008934088
Saved in:
6
An equilibrium term structure model with recursive preferences
Le, Anh
;
Singleton, Kenneth J.
- In:
The American economic review
100
(
2010
)
2
,
pp. 557-561
Persistent link: https://www.econbiz.de/10008748864
Saved in:
7
Discrete-time affine Q term structure models with generalized market prices of risk
Le, Anh
;
Singleton, Kenneth J.
;
Dai, Qiang
- In:
The review of financial studies
23
(
2010
)
5
,
pp. 2184-2227
Persistent link: https://www.econbiz.de/10003969127
Saved in:
8
Default and recoverty implicit in the term structure of sovereign CDS spreads
Pan, Jun
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
5
,
pp. 2345-2384
Persistent link: https://www.econbiz.de/10003822487
Saved in:
9
Regime shifts in a dynamic term structure model of US treasury bond yields
Dai, Qiang
;
Singleton, Kenneth J.
;
Wei Yang
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1669-1706
Persistent link: https://www.econbiz.de/10003621217
Saved in:
10
Term structure dynamics in theory and reality
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 631-678
Persistent link: https://www.econbiz.de/10001794917
Saved in:
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