Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
Transform Analysis and Asset Pricing for Affine Jump-diffusions
20002.1k citationsDarrell Duffie, Jun Pan et al.Econometricaprofile →
Modeling Term Structures of Defaultable Bonds
19991.6k citationsDarrell Duffie, Kenneth J. Singletonprofile →
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
19841.4k citationsLars Peter Hansen, Kenneth J. SingletonEconometricaprofile →
Specification Analysis of Affine Term Structure Models
20001.2k citationsQiang Dai, Kenneth J. SingletonThe Journal of Financeprofile →
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
19821.2k citationsLars Peter Hansen, Kenneth J. SingletonEconometricaprofile →
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns
1983994 citationsLars Peter Hansen, Kenneth J. SingletonJournal of Political Economyprofile →
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
2008594 citationsJun Pan, Kenneth J. SingletonThe Journal of Financeprofile →
Expectation puzzles, time-varying risk premia, and affine models of the term structure
2002561 citationsQiang Dai, Kenneth J. SingletonJournal of Financial Economicsprofile →
Investor Flows and the 2008 Boom/Bust in Oil Prices
Countries citing papers authored by Kenneth J. Singleton
Since
Specialization
Citations
This map shows the geographic impact of Kenneth J. Singleton's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Kenneth J. Singleton with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Kenneth J. Singleton more than expected).
Fields of papers citing papers by Kenneth J. Singleton
This network shows the impact of papers produced by Kenneth J. Singleton. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Kenneth J. Singleton. The network helps show where Kenneth J. Singleton may publish in the future.
Co-authorship network of co-authors of Kenneth J. Singleton
This figure shows the co-authorship network connecting the top 25 collaborators of Kenneth J. Singleton.
A scholar is included among the top collaborators of Kenneth J. Singleton based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Kenneth J. Singleton. Kenneth J. Singleton is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Joslin, Scott, Marcel A. Priebsch, & Kenneth J. Singleton. (2014). Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks. The Journal of Finance. 69(3). 1197–1233.278 indexed citations breakdown →
Duffie, Darrell & Kenneth J. Singleton. (2012). Credit Risk. Princeton University Press eBooks.32 indexed citations
6.
Pan, Jun, Kenneth J. Singleton, & 日本銀行金融研究所. (2006). Interpreting recent changes in the credit spreads of Japanese banks. Monetary and and Economic Studies. 24. 129–141.8 indexed citations
Singleton, Kenneth J.. (1990). Interpreting Changes in the Volatility of Yields on Japnanese Long-term Bonds. Monetary and and Economic Studies. 8(1). 49–77.1 indexed citations
18.
Singleton, Kenneth J.. (1988). Tipos de cambio, especulación y volatilidad. Cuadernos Económicos de ICE. 143–178.1 indexed citations
Hansen, Lars Peter & Kenneth J. Singleton. (1983). Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns. Journal of Political Economy. 91(2). 249–265.994 indexed citations breakdown →
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
bibliographic database. While OpenAlex provides broad and valuable coverage of the global
research landscape, it—like all bibliographic datasets—has inherent limitations. These include
incomplete records, variations in author disambiguation, differences in journal indexing, and
delays in data updates. As a result, some metrics and network relationships displayed in
Rankless may not fully capture the entirety of a scholar's output or impact.