Adams Distinguished Professor of Management  
Senior Associate Dean for Academic Affairs
Graduate School of Business
Stanford University
Stanford, CA 94305              Email: ken@future.stanford.edu

Telephone: 650-723-5753        Fax: 650-725-6150

Kenneth Singleton's research interests are in econometric methods for estimation and testing of dynamic asset pricing models; modeling of term structures of government and defaultable bond yields; measuring and managing market, credit and liquidity risks; and debt financing in emerging economies.

New Work/Revisions:

"Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads," (with Jun Pan) September, 2006.     pdf  

"Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk," (with Qiang Dai and Anh Le) March, 2006.     pdf  

"Interperting Recent Changes in the Credit Spreads of Japanese Banks," (with Jun Pan) IMSE Discussion Paper 2006-E-21.     Download  

"How Sovereign Is Sovereign Credit Risk?" (with Francis Longstaff, Jun Pan, and Lasse Pedersen) June, 2008     Download