Skip to content
Kenneth J. Singleton

Adams Distinguished Professor in Management, Emeritus, Stanford Graduate School of Business

  • Home
  • About
    • Biography
    • C.V.
    • Awards and Prizes
  • Research
    • Books
    • Book Chapters
    • Published Papers
    • Working Papers
  • Teaching
    • Impact Investing
    • Dynamic Asset Pricing
    • Econometrics
    • Executive Education
  • Outside Activities
    • Editorial
    • Consulting
    • Nonprofit
    • Professional Service

Expectation Puzzles, Time-varying Risk Premia, and Affine Models of the Term Structure

With Qiang Dai.

Journal of Financial Economics, Vol. 63, No. 3, March 2002, 415–441.

http://dx.doi.org/10.1016/S0304-405X(02)00067-3

Tags: Credit Risk, Econometric Methods, Fixed Income
  • Privacy Policy
  • Dashboard
  • About
Copyright © 2023 Kenneth J. Singleton. All rights reserved.
Close Menu