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The review of financial studies
NBER working paper series
40
NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
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NBER Working Papers
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The journal of finance : the journal of the American Finance Association
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Journal of financial economics
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Review of Financial Studies
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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
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2
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:
3
Discrete-time affine Q term structure models with generalized market prices of risk
Le, Anh
;
Singleton, Kenneth J.
;
Dai, Qiang
- In:
The review of financial studies
23
(
2010
)
5
,
pp. 2184-2227
Persistent link: https://www.econbiz.de/10003969127
Saved in:
4
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:
5
Regime shifts in a dynamic term structure model of US treasury bond yields
Dai, Qiang
;
Singleton, Kenneth J.
;
Yang, Wei
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1669-1706
Persistent link: https://www.econbiz.de/10003621217
Saved in:
6
Evaporating liquidity
Nagel, Stefan
- In:
The review of financial studies
25
(
2012
)
7
,
pp. 2005-2039
Persistent link: https://www.econbiz.de/10009571733
Saved in:
7
Term Structure Dynamics in Theory and Reality
Dai, Qiang
;
Singleton, Kenneth
- In:
The review of financial studies
16
(
2013
)
3
,
pp. 631-630
Persistent link: https://www.econbiz.de/10010114440
Saved in:
8
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields
Dai, Qiang
;
Singleton, Kenneth J.
;
Yang, Wei
- In:
The review of financial studies
20
(
2013
)
5
,
pp. 1669-1668
Persistent link: https://www.econbiz.de/10010113745
Saved in:
9
A New Perspective on Gaussian Dynamic Term Structure Models
Joslin, Scott
;
Singleton, Kenneth J.
;
Zhu, Haoxiang
- In:
The review of financial studies
24
(
2013
)
3
,
pp. 926-925
Persistent link: https://www.econbiz.de/10010114034
Saved in:
10
Discrete-Time AffineQ Term Structure Models with Generalized Market Prices of Risk
Le, Anh
;
Singleton, Kenneth J.
;
Dai, Qiang
- In:
The review of financial studies
23
(
2013
)
5
,
pp. 2184-2183
Persistent link: https://www.econbiz.de/10010114233
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