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91
Multinational inflation under fixed exchange rates : some empirical evidence from latent variable models
Feige, Edgar L.
;
Singleton, Kenneth J.
- In:
The review of economics and statistics
63
(
1981
)
1
,
pp. 11-19
Persistent link: https://www.econbiz.de/10002139200
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92
Interpreting recent changes in the credit spreads of Japanese banks
Pan, Jun
;
Singleton, Kenneth J.
- In:
Monetary and economic studies
24
(
2006
),
pp. 129-141
Persistent link: https://www.econbiz.de/10003399003
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93
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. 415-441
Persistent link: https://www.econbiz.de/10001661702
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94
Credit risk : pricing, measurement, and management
Duffie, Darrell
;
Singleton, Kenneth J.
-
2003
Persistent link: https://www.econbiz.de/10001685614
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95
Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints
Marcet, Albert
;
Singleton, Kenneth J.
- In:
Macroeconomic dynamics
3
(
1999
)
2
,
pp. 243-277
Persistent link: https://www.econbiz.de/10001618327
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96
Modeling sovereign yield spreads : a case study of Russian debt
Duffie, Darrell
;
Pedersen, Lasse Heje
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 119-159
Persistent link: https://www.econbiz.de/10001737267
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97
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
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98
Fixed-income pricing
Dai, Qiang
;
Singleton, Kenneth J.
-
2003
Persistent link: https://www.econbiz.de/10001832932
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99
Simulating correlated defaults
Duffie, Darrell
;
Singleton, Kenneth J.
-
1998
Persistent link: https://www.econbiz.de/10001509438
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100
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/10001523883
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