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

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.

Recent Work

Learning and Risk Premiums in an Arbitrage-free Term Structure Model, (with Marco Giacoletti and Kristoffer Laursen). Working Paper, May 20, 2018.
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.
Investor Flows and the 2008 Boom/Bust in Oil Prices, Management Science, Vol. 60, No. 2, February 2014, 300-318.
Gaussian Macro-Finance Term Structure Models with Lags, (with Scott Joslin and Anh Lee). Journal of Financial Econometrics, Vol. 11, No. 4, Fall 2013, 581-609.
Why Gaussian Macro-Finance Term Structure Models are (Nearly) Unconstrained Factor-VARs, (with Scott Joslin and Anh Le). Journal of Financial Economics, Vol. 109, No. 3, September 2013, 604–622.

Featured Book

Cover: Empirical Dynamic Asset Pricing

Empirical Dynamic Asset Pricing

Princeton, N.J.: Princeton University Press, 2006