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Japanese Monetary Policy
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30
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91
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
Saved in:
92
Expectation puzzles, time-varying risk premia, and dynamic models of the term structure
Dai, Qiang
;
Singleton, Kenneth J.
-
2001
Persistent link: https://www.econbiz.de/10001566888
Saved in:
93
Simulating correlated defaults
Duffie, Darrell
;
Singleton, Kenneth J.
-
1998
Persistent link: https://www.econbiz.de/10001509438
Saved in:
94
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:
95
Fixed-income pricing
Dai, Qiang
;
Singleton, Kenneth J.
-
2003
Persistent link: https://www.econbiz.de/10001832932
Saved in:
96
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:
97
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
Saved in:
98
Latent variable models for time series : a frequency domain approach with an application to the permanent income hypothesis
Geweke, John F.
;
Singleton, Kenneth J.
- In:
Journal of econometrics
17
(
1981
)
3
,
pp. 287-304
Persistent link: https://www.econbiz.de/10002419993
Saved in:
99
Maximum likelihood ʺconfirmatoryʺ factor analysis of economic time series
Geweke, John F.
;
Singleton, Kenneth J.
- In:
International economic review
22
(
1981
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10002420037
Saved in:
100
The real interst rate : an empirical investigation
Mishkin, Frederic S.
;
Singleton, Kenneth J.
-
1981
Persistent link: https://www.econbiz.de/10002494194
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