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Maturity-specific disturbances and the term structure of interest rates
Singleton, Kenneth J. - In: Journal of money, credit and banking : JMCB 12 (1980) 4,1, pp. 603-614
Persistent link: https://www.econbiz.de/10002802414
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Yield curve risk in Japanese government bond markets
Singleton, Kenneth J. - In: International review of finance 1 (2000) 2, pp. 97-121
Persistent link: https://www.econbiz.de/10001666864
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Pricing coupon-bond options and swaptions in affine term structure models
Singleton, Kenneth J. - In: Mathematical finance : an international journal of … 12 (2002) 4, pp. 427-446
Persistent link: https://www.econbiz.de/10001741956
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Estimation of affine asset pricing models using the empirical characteristic function
Singleton, Kenneth J. - In: Journal of econometrics 102 (2001) 1, pp. 111-141
Persistent link: https://www.econbiz.de/10001575288
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Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models
Singleton, Kenneth J.
Persistent link: https://www.econbiz.de/10001265912
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Econometric issues in the analysis of equilibrium business cycle models
Singleton, Kenneth J. - 1988
Persistent link: https://www.econbiz.de/10001268705
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Interpreting changes in the volatility of yields on Japanese long-term bonds
Singleton, Kenneth J. - In: Monetary and economic studies 8 (1990) 1, pp. 49-77
Persistent link: https://www.econbiz.de/10001079016
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Institutional and regulatory influences on price discovery in cash and futures bond markets
Singleton, Kenneth J. - In: The industrial organization and regulation of the …, (pp. 243-265). 1996
Persistent link: https://www.econbiz.de/10001296739
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Econometric analysis of representative agent intertemporal asset pricing models
Singleton, Kenneth J. - 1994
Persistent link: https://www.econbiz.de/10001327443
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Asset Prices in a Time Series Model with Disparately Informed, Competative Traders
Singleton, Kenneth J. - 1986
This paper examines the time series properties of the price of a risky asset implied by a model in which competitive traders are heterogeneously informed about the underlying sources of uncertainty in the economy.Traders do not observe the shocks in the period they occur. However, traders are...
Persistent link: https://www.econbiz.de/10012477178