Suchergebnisse - Singleton, Kenneth J. 1951-

Credit risk: pricing, measurement, and management

von Duffie, Darrell 1954-, Singleton, Kenneth J. 1951-

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Expectation puzzles, time-varying risk premia, and dynamic models of the term structure

von Dai, Qiang, Singleton, Kenneth J. 1951-

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Empirical dynamic asset pricing: model specification and econometric assessment

von Singleton, Kenneth J. 1951-

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Interpreting recent changes in the credit spreads of Japanese banks

von Pan, Jun, Singleton, Kenneth J. 1951-

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Transform analysis and asset pricing for affine jump diffusions

von Duffie, Darrell 1954-, Pan, Jun, Singleton, Kenneth J. 1951-

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A time series analysis of representative agent models of consumption and leisure choice under uncertainty

von Eichenbaum, Martin S. 1954-, Hansen, Lars Peter 1952-, Singleton, Kenneth J. 1951-

Asset prices in a time series model with disparately informed, competitive traders

von Singleton, Kenneth J. 1951-

Do equilibrium real business cycle theories explain post-war US business cycles?

von Eichenbaum, Martin S. 1954-, Singleton, Kenneth J. 1951-

New approaches to monetary economics: proceedings of the Second International Symposium in Economic Theory and Econometrics

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