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Kenneth J. Singleton

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

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Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

With Scott Joslin and Marcel Priebsch.

Journal of Finance, Vol. 69, no. 3, June 2014, 1197–1233.

http://dx.doi.org/10.1111/jofi.12131

Tags: Credit Risk, Econometric Methods, Fixed Income
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