Kenneth J. Singleton

28.1k citations
95 papers · 17.6k indexed · 12 hit papers · h-index 45

Kenneth J. Singleton

89 papers receiving 16.0k citations

Hit Papers

Risk Premiums in Dynam...278198220261996201150010001.5k2.0k

Peers

Kenneth J. Singleton
Comparison fields: 5 of 141
  • Finance 13.7k
  • General Economics, Econometrics and Finance 6.0k
  • Economics and Econometrics 8.0k
  • Accounting 2.0k
  • Statistics and Probability 618
Replace George Tauchen with:
George Tauchen United States
Éric Ghysels United States
Allan Timmermann United States
Jonathan E. Ingersoll United States
Ravi Jagannathan United States
Charles R. Nelson United States
Francis A. Longstaff United States
John C. Cox United States
Kenneth D. West United States
Darrell Duffie United States
Kenneth J. Singleton relative to George Tauchen United States George Tauchen's profile →
Citations per field
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Citations per year

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

The 25 scholars most cited alongside Kenneth J. Singleton, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Kenneth J. Singleton Line = papers co-authored together Kenneth J. Singleton links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20210
2 20132
3 201232
4 2012184
5 20097
6
Interpreting recent changes in the credit spreads of Japanese banks
20068
7 2006149
8 2003369
9 2003342
10
Fixed Income Pricing
20023
11
Yield Curve Risk in Japanese Government Bond Markets
20000
12
Modeling term structures of defaultable bonds
1999159
13 199814
14 199620
15 1993455
16
Interpreting Changes in the Volatility of Yields on Japnanese Long-term Bonds
19901
17
Tipos de cambio, especulación y volatilidad
19881
18 1986202
19
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returnsbreakdown →
1983994
20 1980154

About Kenneth J. Singleton

Kenneth J. Singleton is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 95 papers that have together received 17.6k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (39 papers), Monetary Policy and Economic Impact (36 papers), Credit Risk and Financial Regulations (31 papers), Financial Risk and Volatility Modeling (23 papers), Financial Markets and Investment Strategies (17 papers), Economic theories and models (17 papers), Banking stability, regulation, efficiency (9 papers) and Complex Systems and Time Series Analysis (4 papers). The work is most often cited by research in Finance (13.7k citations), General Economics, Econometrics and Finance (6.0k citations) and Economics and Econometrics (8.0k citations). Kenneth J. Singleton has collaborated with scholars based in United States, United Kingdom and China. Frequent 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. Their work appears in journals such as The Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Journal of Econometrics and Econometrica.

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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