Kenneth Singleton

Results: 10



#Item
1Fellows of the Econometric Society / Guggenheim Fellows / Econometricians / Finance / Financial economics / Kenneth Singleton / Quantitative analyst / Lars Peter Hansen / Financial econometrics / Bruno Solnik / Campbell Harvey

ANDREA BURASCHI Ph.D. Chair in Finance Imperial College London

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Source URL: www.andreaburaschi.com

Language: English - Date: 2015-04-19 11:26:42
2

THE JOURNAL OF FINANCE • VOL. LXIII, NO. 5 • OCTOBERDefault and Recovery Implicit in the Term Structure of Sovereign CDS Spreads JUN PAN and KENNETH J. SINGLETON∗ ABSTRACT

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Source URL: www.mit.edu

- Date: 2008-10-03 09:40:32
    3Credit / Financial risk / United States housing bubble / Debt / Mathematical finance / Credit risk / Collateralized debt obligation / Derivative / Risk premium / Financial economics / Finance / Economics

    Simulating Correlated Defaults Darrell DuÆe and Kenneth Singleton May 21, 1999 Graduate School of Business, Stanford University This paper reviews some conventional and novel approaches to modeling and simulating corre

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    Source URL: www-leland.stanford.edu

    Language: English - Date: 1999-05-21 12:53:54
    4Publishing / Scientific method / Knowledge / Peer review / Academic publishing / Academic literature / Academia

    Joint Editorial David Hirshleifer, G. William Schwert, and Kenneth J. Singleton Editors, Review of Financial Studies, Journal of Financial Economics, and Journal of Finance Advice for Authors In 2002, the editors of the

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    Source URL: jfe.rochester.edu

    Language: English - Date: 2015-01-12 10:28:50
    5Money / Bank of Japan / Money supply / Inflation / Central bank / Federal Reserve System / Interbank lending market / Federal funds rate / Interest rate / Economics / Macroeconomics / Monetary policy

    Book Reviews I Journal of International Economics Kenneth J. Singleton, ed., Japanese Monetary Press, Chicago, 1993) pp. ix + 195, $35.00.

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    Source URL: faculty.chicagobooth.edu

    Language: English - Date: 2013-03-20 09:12:08
    6Financial crises / Debt / Notes / Bankruptcy / Government debt / Sovereign default / Bond / Corporate bond / Government bond / Economics / Financial economics / Finance

    THE JOURNAL OF FINANCE  VOL. LVIII, NO. 1  FEB[removed]Modeling Sovereign Yield Spreads: A Case Study of Russian Debt DARRELL DUFFIE, LASSE HEJE PEDERSEN, and KENNETH J. SINGLETON* ABSTRACT

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    Source URL: docs.lhpedersen.com

    Language: English - Date: 2003-03-18 13:45:13
    7Publishing / Scientific method / Knowledge / Peer review / Academic publishing / Academic literature / Academia

    Joint Editorial David Hirshleifer, G. William Schwert, and Kenneth J. Singleton Editors, Review of Financial Studies, Journal of Financial Economics, and Journal of Finance Advice for Authors In 2002, the editors of the

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    Source URL: www.afajof.org

    Language: English - Date: 2013-08-27 10:09:32
    8Financial economics / Fellows of the Econometric Society / Eric Ghysels / Mathematical finance / Kenneth Singleton / Density estimation / Kernel / Statistics / Non-parametric statistics / Economics

    The Pennsylvania State University The Graduate School The Mary Jean and Frank P. Smeal College of Business Administration ESSAYS IN FINANCIAL ECONOMETRICS

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    Source URL: www.amstat.org

    Language: English - Date: 2001-11-08 09:20:53
    9Financial crises / Debt / Notes / Bankruptcy / Government debt / Sovereign default / Bond / Corporate bond / Government bond / Economics / Financial economics / Finance

    THE JOURNAL OF FINANCE  VOL. LVIII, NO. 1  FEB[removed]Modeling Sovereign Yield Spreads: A Case Study of Russian Debt DARRELL DUFFIE, LASSE HEJE PEDERSEN, and KENNETH J. SINGLETON* ABSTRACT

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    Source URL: people.stern.nyu.edu

    Language: English - Date: 2003-03-18 13:45:13
    10Econometrics / Lars Peter Hansen / Kenneth Singleton / Frisch Medal / Christopher A. Sims / Rational expectations / José Scheinkman / Economic model / Thomas J. Sargent / Fellows of the Econometric Society / Economics / Statistics

    CURRICULUM VITAE LARS PETER HANSEN

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    Source URL: home.uchicago.edu

    Language: English - Date: 2012-12-10 13:21:32
    UPDATE