Adams Distinguished Professor of Management
Graduate School of Business
Stanford University
Stanford, CA 94305 Email: kenneths@stanford.edu
Adams Distinguished Professor of Management
Graduate School of Business
Stanford University
Stanford, CA 94305
Email: kenneths@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:
"How Sovereign Is Sovereign Credit Risk?" (with Francis Longstaff, Jun Pan, and Lasse Pedersen)
June, 2008
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"Discrete-Time Dynamic Term Structure Models with Generalized
Market Prices of Risk," (with Qiang Dai and Anh Le) July, 2009.
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"A New Perspective on Gaussian DTSMs," (with Scott Joslin and Haoxiang Zhu) October, 2009.
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"Risk Premium Accounting in Macro-Dynamic Term Structure Models," (with Scott Joslin and Marcel Priebsch) July, 2009.
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