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Japanese Monetary Policy
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33
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31
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30
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111
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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112
Transform analysis and asset pricing for affine jump-diffusions
Duffie, Darrell
;
Pan, Jun
;
Singleton, Kenneth J.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1343-1376
Persistent link: https://www.econbiz.de/10001527496
Saved in:
113
How sovereign is sovereign credit risk?
Longstaff, Francis A.
;
Pan, Jun
;
Pedersen, Lasse Heje
; …
- In:
American economic journal : a journal of the American …
3
(
2011
)
2
,
pp. 75-103
Persistent link: https://www.econbiz.de/10009234682
Saved in:
114
Interpreting recent changes in the credit spreads of Japanese banks
Pan, Jun
;
Singleton, Kenneth J.
-
2006
Persistent link: https://www.econbiz.de/10003379280
Saved in:
115
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
Saved in:
116
How sovereign is sovereign credit risk?
Longstaff, Francis A.
;
Pan, Jun
;
Pedersen, Lasse Heje
; …
-
2007
Persistent link: https://www.econbiz.de/10003616015
Saved in:
117
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:
118
An empirical analysis of the pricing of mortgage-backed securities
Dunn, Kenneth B.
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
38
(
1983
)
2
,
pp. 613-623
Persistent link: https://www.econbiz.de/10003534426
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119
Rational expectations and the volatility of floating exchange rates
Meese, Richard A.
;
Singleton, Kenneth J.
- In:
International economic review
24
(
1983
)
3
,
pp. 721-733
Persistent link: https://www.econbiz.de/10003628432
Saved in:
120
On unit roots and the empirical modeling of exchange rates
Meese, Richard A.
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
37
(
1982
)
4
,
pp. 1029-1035
Persistent link: https://www.econbiz.de/10003628447
Saved in:
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