Narrow search
Showing 1 - 10 of 37
Cover Image
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
Cover Image
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
Cover Image
An econometric model of the term structure of interest rate swap yields
Duffie, Darrell; Singleton, Kenneth J. - 1995
Persistent link: https://www.econbiz.de/10000904139
Cover Image
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
Cover Image
An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
Cover Image
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
Cover Image
Expectation puzzles, time-varying risk premia, and affine models of the term structure
Dai, Qiang; Singleton, Kenneth J. - In: Journal of financial economics 63 (2002) 3, pp. 415-441
Persistent link: https://www.econbiz.de/10001661702
Cover Image
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
Cover Image
Gaussian macro-finance term structure models with lags
Joslin, Scott; Le, Anh; Singleton, Kenneth J. - In: Journal of financial econometrics : official journal of … 11 (2013) 4, pp. 581-609
Persistent link: https://www.econbiz.de/10010233878
Cover Image
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
Joslin, Scott; Le, Anh; Singleton, Kenneth J. - In: Journal of financial economics 109 (2013) 3, pp. 604-622
Persistent link: https://www.econbiz.de/10010205374