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The review of financial studies
Finance and Economics Discussion Series
1,621
Speech / Federal Reserve Board (Board of Governors of the Federal Reserve System)
1,261
International Finance Discussion Papers
1,131
Web Site / Federal Reserve Board (Board of Governors of the Federal Reserve System)
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Special Studies Papers / Federal Reserve Board (Board of Governors of the Federal Reserve System)
244
Staff Studies / Federal Reserve Board (Board of Governors of the Federal Reserve System)
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151
Research Papers in Banking and Financial Economics
103
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Monograph / Federal Reserve Board (Board of Governors of the Federal Reserve System)
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14
The journal of finance : the journal of the American Finance Association
14
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NBER working paper series
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International economic review
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Journal of Econometrics
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Monetary and economic studies
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Journal of Financial Economics
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Journal of international economics
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Journal of political economy
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Review of Financial Studies
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Working paper / National Bureau of Economic Research, Inc
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A National Bureau of Economic Research project report
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Federal Reserve Bulletin
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Financial markets and asset pricing
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Información comercial española / Cuadernos económicos
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1
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
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2
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:
3
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:
4
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:
5
Modeling term structures of defaultable bonds
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 687-720
Persistent link: https://www.econbiz.de/10001421853
Saved in:
6
Discrete-Time AffineQ 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. 2184-2184
Persistent link: https://www.econbiz.de/10008407277
Saved in:
7
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields
Dai, Qiang
;
Singleton, Kenneth J.
;
Yang, Wei
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1669-1706
Persistent link: https://www.econbiz.de/10007873208
Saved in:
8
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields
Dai, Qiang
;
Singleton, Kenneth J.
;
Yang, Wei
- In:
The review of financial studies
20
(
2013
)
5
,
pp. 1669-1668
Persistent link: https://www.econbiz.de/10010113745
Saved in:
9
A New Perspective on Gaussian Dynamic Term Structure Models
Joslin, Scott
;
Singleton, Kenneth J.
;
Zhu, Haoxiang
- In:
The review of financial studies
24
(
2013
)
3
,
pp. 926-925
Persistent link: https://www.econbiz.de/10010114034
Saved in:
10
Discrete-Time AffineQ Term Structure Models with Generalized Market Prices of Risk
Le, Anh
;
Singleton, Kenneth J.
;
Dai, Qiang
- In:
The review of financial studies
23
(
2013
)
5
,
pp. 2184-2183
Persistent link: https://www.econbiz.de/10010114233
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