Loading...

← Back to Leaderboard

Kenneth Singleton

Global rank #609 99%

Institution: Stanford University

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://people.stanford.edu/kenneths/

First Publication: 1980

Most Recent: 2016

RePEc ID: psi735 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 2.01 0.00 0.00 4.02
All Time 4.69 31.00 2.01 0.00 82.78

Publication Statistics

Raw Publications 33
Coauthorship-Adjusted Count 37.87

Publications (33)

Year Article Journal Tier Authors
2016 Report of the Editor of the Journal of Finance for the Year 2015 Journal of Finance A 1
2015 Report of the Editor of the Journal of Finance for the Year 2014 Journal of Finance A 3
2014 Report of the Editor of the Journal of Finance for the Year 2013 Journal of Finance A 1
2014 Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks Journal of Finance A 3
2013 Report of the Editor of The Journal of Finance for the Year 2012 Journal of Finance A 3
2013 Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs Journal of Financial Economics A 3
2012 Term structure models and the zero bound: An empirical investigation of Japanese yields Journal of Econometrics A 2
2011 How Sovereign Is Sovereign Credit Risk? American Economic Journal: Macroeconomics A 4
2011 Estimation and Evaluation of Conditional Asset Pricing Models Journal of Finance A 2
2011 A New Perspective on Gaussian Dynamic Term Structure Models The Review of Financial Studies A 3
2010 Discrete-Time Affine-super-ℚ Term Structure Models with Generalized Market Prices of Risk The Review of Financial Studies A 3
2010 An Equilibrium Term Structure Model with Recursive Preferences American Economic Review S 2
2008 Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads Journal of Finance A 2
2007 Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields The Review of Financial Studies A 3
2003 Modeling Sovereign Yield Spreads: A Case Study of Russian Debt Journal of Finance A 3
2003 Term Structure Dynamics in Theory and Reality The Review of Financial Studies A 2
2002 Expectation puzzles, time-varying risk premia, and affine models of the term structure Journal of Financial Economics A 2
2001 Estimation of affine asset pricing models using the empirical characteristic function Journal of Econometrics A 1
2000 Specification Analysis of Affine Term Structure Models Journal of Finance A 2
1999 Modeling Term Structures of Defaultable Bonds. The Review of Financial Studies A 2
1997 An Econometric Model of the Term Structure of Interest-Rate Swap Yields. Journal of Finance A 2
1988 A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty Quarterly Journal of Economics S 3
1988 Econometric issues in the analysis of equilibrium business cycle models Journal of Monetary Economics A 1
1986 Modeling the term structure of interest rates under non-separable utility and durability of goods Journal of Financial Economics A 2
1985 Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models Journal of Econometrics A 1
1985 Adjustment Costs and Capital Asset Pricing: Discussion. Journal of Finance A 1
1983 Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns. Journal of Political Economy S 2
1983 Real and nominal factors in the cyclical behavior of interest rates, output, and money Journal of Economic Dynamics and Control B 1
1983 An Empirical Analysis of the Pricing of Mortgage-Backed Securities. Journal of Finance A 2
1982 On Unit Roots and the Empirical Modeling of Exchange Rates. Journal of Finance A 2
1981 Multinational Inflation under Fixed Exchange Rates: Some Empirical Evidence from Latent Variable Models. Review of Economics and Statistics A 2
1981 Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis Journal of Econometrics A 2
1980 Expectations Models of the Term Structure and Implied Variance Bounds. Journal of Political Economy S 1