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91
Risk premiums in dynamic term structure models with unspanned macro risks
Joslin, Scott
;
Priebsch, Marcel
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
3
,
pp. 1197-1233
Persistent link: https://www.econbiz.de/10010373335
Saved in:
92
An equilibrium term structure model with recursive preferences
Le, Anh
;
Singleton, Kenneth J.
- In:
The American economic review
100
(
2010
)
2
,
pp. 557-561
Persistent link: https://www.econbiz.de/10008748864
Saved in:
93
Term structure models and the zero bound : an empirical investigation of Japanese yields
Kim, Don H.
;
Singleton, Kenneth J.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 32-49
Persistent link: https://www.econbiz.de/10009673160
Saved in:
94
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:
95
A new perspective on Gaussian dynamic term structure models
Joslin, Scott
;
Singleton, Kenneth J.
;
Zhu, Haoxiang
- In:
The review of financial studies
24
(
2011
)
3
,
pp. 926-970
Persistent link: https://www.econbiz.de/10008934088
Saved in:
96
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:
97
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
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98
Real and nominal factors in the cyclical behavior of interest rates, output, and money
Singleton, Kenneth J.
- In:
Journal of economic dynamics & control
5
(
1983
)
2/3
,
pp. 289-309
Persistent link: https://www.econbiz.de/10002802419
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99
The real interst rate : an empirical investigation
Mishkin, Frederic S.
;
Singleton, Kenneth J.
-
1981
Persistent link: https://www.econbiz.de/10002494194
Saved in:
100
Generalized instrumental variables estimation of nonlinear rational expectations models
Hansen, Lars Peter
;
Singleton, Kenneth J.
- In:
Econometrica : journal of the Econometric Society, an …
50
(
1982
)
5
,
pp. 1269-1286
Persistent link: https://www.econbiz.de/10002606089
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