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Japanese Monetary Policy
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24
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3
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Singleton, Kenneth J.
24
Dai, Qiang
7
Duffie, Darrell
4
Le, Anh
3
Pan, Jun
3
Joslin, Scott
2
Longstaff, Francis A.
2
SINGLETON, KENNETH J.
2
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2
BIAIS, BRUNO
1
Bronfenbrenner, Martin
1
Dal, Qiang
1
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1
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1
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1
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1
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The review of financial studies
6
The journal of finance : the journal of the American Finance Association
4
Journal of financial economics
3
Working paper / National Bureau of Economic Research, Inc
3
Journal of econometrics
2
Monetary and economic studies
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American economic journal / Macroeconomics : a journal of the American Economic Association
1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
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OLC EcoSci
RePEc
1,201
ECONIS (ZBW)
139
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2
USB Cologne (business full texts)
1
USB Cologne (EcoSocSci)
1
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1
An Econometric Model of the Term Structure of Interest-Rate Swap Yields
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1287-1322
Persistent link: https://www.econbiz.de/10007368129
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2
ARTICLES - Specification Analysis of Affine Term Structure Models
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 1943-1978
Persistent link: https://www.econbiz.de/10006566788
Saved in:
3
Simulated Moments Estimation of Markov Models of Asset Prices
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 929-952
Persistent link: https://www.econbiz.de/10006805375
Saved in:
4
Japanese Monetary Policy
Singleton, Kenneth J.
;
Bronfenbrenner, Martin
- In:
Southern economic journal
62
(
1995
)
1
,
pp. 271
Persistent link: https://www.econbiz.de/10006681118
Saved in:
5
Expectation puzzles, time-varying risk premia, and affine models of the term structure
Dai, Qiang
;
Singleton, Kenneth J.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 415-442
Persistent link: https://www.econbiz.de/10006510041
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
BOOK REVIEWS - 'Credit Risk. Pricing, Measurement, and Management'
Embrechts, P.
;
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
Astin bulletin : the journal of the International …
34
(
2004
)
1
,
pp. 264-266
Persistent link: https://www.econbiz.de/10008214641
Saved in:
8
Pricing Coupon-Bond Options and Swaptions in Affine Term Structure Models
Singleton, Kenneth J.
;
Umantsev, Len
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 427-446
Persistent link: https://www.econbiz.de/10008216128
Saved in:
9
Efficient Estimation of Linear Asset-Pricing Models With Moving Average Errors
Hansen, Lars Peter
;
Singleton, Kenneth J.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 53-68
Persistent link: https://www.econbiz.de/10008220549
Saved in:
10
HOW SOVEREIGN IS SOVEREIGN CREDIT RISK?
Longstaff, Francis A.
;
Pan, Jun
;
Pedersen, Lasse H.
; …
-
2007
Persistent link: https://www.econbiz.de/10007894295
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