Standout Papers

Transform Analysis and Asset Pricing for Affine Jump-di... 1982 2026 1996 2011 2.0k
  1. Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)
    Darrell Duffie, Jun Pan et al. Econometrica
  2. Modeling Term Structures of Defaultable Bonds (1999)
    Darrell Duffie, Kenneth J. Singleton Review of Financial Studies
  3. Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models (1984)
    Lars Peter Hansen, Kenneth J. Singleton Econometrica
  4. Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models (1982)
    Lars Peter Hansen, Kenneth J. Singleton Econometrica
  5. Specification Analysis of Affine Term Structure Models (2000)
    Qiang Dai, Kenneth J. Singleton The Journal of Finance
  6. Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)
    Lars Peter Hansen, Kenneth J. Singleton Journal of Political Economy
  7. Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)
    Jun Pan, Kenneth J. Singleton The Journal of Finance
  8. Expectation puzzles, time-varying risk premia, and affine models of the term structure (2002)
    Qiang Dai, Kenneth J. Singleton Journal of Financial Economics
  9. Investor Flows and the 2008 Boom/Bust in Oil Prices (2013)
    Kenneth J. Singleton Management Science
  10. A New Perspective on Gaussian Dynamic Term Structure Models (2011)
    Scott Joslin, Kenneth J. Singleton et al. Review of Financial Studies
  11. Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2014)
    Scott Joslin, Marcel A. Priebsch et al. The Journal of Finance

Immediate Impact

45 by Nobel laureates 1 from Science/Nature 168 standout
Sub-graph 1 of 14

Citing Papers

The Price of Political Uncertainty: Theory and Evidence from the Option Market
2016 Standout
Behavioral Economics and the Retirement Savings Crisis
2013 StandoutScienceNobel
66 intermediate papers

Works of Kenneth J. Singleton being referenced

An Econometric Model of the Term Structure of Interest‐Rate Swap Yields
1997
An Econometric Model of the Term Structure of Interest-Rate Swap Yields
1997
and 17 more

Author Peers

Author Last Decade Papers Cites
Kenneth J. Singleton 13181 5824 7684 91 16.9k
Francis A. Longstaff 11425 2115 4961 108 12.7k
Jonathan E. Ingersoll 11124 2477 6014 57 12.9k
Charles R. Nelson 5971 8051 8737 117 13.2k
George Tauchen 8018 3119 6768 106 10.6k
Torben G. Andersen 16583 5480 13795 110 18.8k
Larry G. Epstein 6057 2596 7885 94 11.5k
Lars Peter Hansen 12594 9914 15630 159 24.6k
Thomas J. Sargent 6239 13151 16474 259 20.9k
Darrell Duffie 22061 3804 11301 187 25.9k
Edward C. Prescott 9224 13627 21104 115 27.8k

All Works

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2026