Kenneth J. Singleton

28.1k total citations · 12 hit papers
95 papers, 17.6k citations indexed

About

Kenneth J. Singleton is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Kenneth J. Singleton has authored 95 papers receiving a total of 17.6k indexed citations (citations by other indexed papers that have themselves been cited), including 61 papers in Finance, 37 papers in General Economics, Econometrics and Finance and 30 papers in Economics and Econometrics. Recurrent topics in Kenneth J. Singleton's work include Stochastic processes and financial applications (39 papers), Monetary Policy and Economic Impact (36 papers) and Credit Risk and Financial Regulations (31 papers). Kenneth J. Singleton is often cited by papers focused on Stochastic processes and financial applications (39 papers), Monetary Policy and Economic Impact (36 papers) and Credit Risk and Financial Regulations (31 papers). Kenneth J. Singleton collaborates with scholars based in United States, United Kingdom and China. Kenneth J. Singleton's co-authors include Darrell Duffie, Lars Peter Hansen, Jun Pan, Qiang Dai, Scott Joslin, Richard Meese, Haoxiang Zhu, John Geweke, Lasse Heje Pedersen and Don H. Kim and has published in prestigious journals such as The Journal of Finance, Journal of the American Statistical Association and Journal of Financial Economics.

In The Last Decade

Kenneth J. Singleton

89 papers receiving 16.0k citations

Hit Papers

Transform Analysis and Asset Pricing for Affine Jum... 1982 2026 1996 2011 2000 1999 1984 2000 1982 500 1000 1.5k 2.0k

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Kenneth J. Singleton United States 45 13.7k 8.0k 6.0k 2.0k 873 95 17.6k
George Tauchen United States 41 8.4k 0.6× 7.1k 0.9× 3.2k 0.5× 1.1k 0.6× 392 0.4× 112 11.1k
Francis A. Longstaff United States 50 11.9k 0.9× 5.2k 0.7× 2.2k 0.4× 2.3k 1.1× 724 0.8× 113 13.3k
Charles R. Nelson United States 42 6.3k 0.5× 9.1k 1.1× 8.4k 1.4× 968 0.5× 244 0.3× 125 13.9k
Jonathan E. Ingersoll United States 32 11.7k 0.9× 6.3k 0.8× 2.6k 0.4× 1.6k 0.8× 1.3k 1.5× 57 13.6k
Thomas J. Sargent United States 71 6.8k 0.5× 17.9k 2.2× 14.2k 2.4× 1.5k 0.7× 665 0.8× 281 22.9k
Larry G. Epstein United States 47 6.3k 0.5× 8.1k 1.0× 2.7k 0.4× 1.7k 0.9× 540 0.6× 96 12.0k
Allan Timmermann United States 64 9.3k 0.7× 9.3k 1.2× 5.8k 1.0× 2.0k 1.0× 258 0.3× 211 14.1k
John C. Cox United States 16 14.6k 1.1× 7.0k 0.9× 2.3k 0.4× 1.6k 0.8× 1.6k 1.9× 19 16.4k
Darrell Duffie United States 69 23.2k 1.7× 11.8k 1.5× 4.0k 0.7× 6.0k 3.0× 1.7k 1.9× 199 27.3k
Ravi Jagannathan United States 43 15.0k 1.1× 11.5k 1.4× 5.0k 0.8× 3.7k 1.8× 220 0.3× 138 17.6k

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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.

All Works

20 of 20 papers shown
1.
Singleton, Kenneth J., Bruno Biais, & Michael Roberts. (2015). Report of the Editor of the Journal of Finance for the Year 2014. The Journal of Finance. 70(4). 1839–1854.
2.
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 →
3.
Kim, Don H. & Kenneth J. Singleton. (2012). Term structure models and the zero bound: An empirical investigation of Japanese yields. Journal of Econometrics. 170(1). 32–49. 184 indexed citations
4.
Le, Anh & Kenneth J. Singleton. (2012). A Robust Analysis of the Risk-Structure of Equilibrium Term Structures of Bond Yields. SSRN Electronic Journal. 6 indexed citations
5.
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
7.
Singleton, Kenneth J. & Jun Pan. (2005). Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads. SSRN Electronic Journal. 182 indexed citations
8.
Duffie, Darrell & Kenneth J. Singleton. (2003). Credit Risk : Pricing, Measurement, and Management. Princeton University Press eBooks. 369 indexed citations
9.
Dai, Qiang & Kenneth J. Singleton. (2002). Fixed Income Pricing. The Faculty Digital Archive (New York University). 1207–1246. 3 indexed citations
10.
Singleton, Kenneth J., et al.. (2002). Pricing Coupon-Bond Options and Swaptions in Affine Term Structure Models. Mathematical Finance. 12(4). 427–446. 24 indexed citations
11.
Singleton, Kenneth J.. (2000). Yield Curve Risk in Japanese Government Bond Markets. SSRN Electronic Journal.
12.
Duffie, Darrell, Jun Pan, & Kenneth J. Singleton. (2000). Transform Analysis and Asset Pricing for Affine Jump-diffusions. Econometrica. 68(6). 1343–1376. 2081 indexed citations breakdown →
13.
Duffie, Darrell & Kenneth J. Singleton. (1999). Modeling term structures of defaultable bonds. SSRN Electronic Journal. 159 indexed citations
14.
Marcet, Albert & Kenneth J. Singleton. (1998). Equilibrium Asset Prices and Savings of Heterogeneous Agents in the Presence of Incomplete Markets and Portfolio Constraints. SSRN Electronic Journal. 14 indexed citations
15.
Hansen, Lars Peter & Kenneth J. Singleton. (1996). Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors. Journal of Business and Economic Statistics. 14(1). 53–53. 20 indexed citations
16.
Duffie, Darrell & Kenneth J. Singleton. (1993). Simulated Moments Estimation of Markov Models of Asset Prices. Econometrica. 61(4). 929–929. 455 indexed citations
17.
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
19.
Dunn, Kenneth B. & Kenneth J. Singleton. (1986). Modeling the term structure of interest rates under non-separable utility and durability of goods. Journal of Financial Economics. 17(1). 27–55. 202 indexed citations
20.
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.

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