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Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints

Marcet, Albert; Singleton, Kenneth J. - 1998 - Rev

Persistent link: https://www.econbiz.de/10000992745

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

Econometric issues in the analysis of equilibrium business cycle models

Singleton, Kenneth J. - In: Journal of monetary economics 21 (1988), pp. 191-450

Persistent link: https://www.econbiz.de/10001268705

Econometric analysis of representative agent intertemporal asset pricing models

Singleton, Kenneth J. - 1994

Persistent link: https://www.econbiz.de/10001327443

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

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

Investor flows and the 2008 boom/bust in oil prices

Singleton, Kenneth J. - In: Management science : journal of the Institute for … 60 (2014) 2, pp. 300-318

Persistent link: https://www.econbiz.de/10010258816

Specification and estimation of intertemporal asset pricing models

Singleton, Kenneth J. - 2007

Persistent link: https://www.econbiz.de/10003643605

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

Empirical dynamic asset pricing : model specification and econometric assessment

Singleton, Kenneth J. - 2006

Persistent link: https://www.econbiz.de/10003310745