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Kenneth J. Singleton
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Working Papers
Learning and Risk Premiums in an Arbitrage-free Term Structure Model
,
(with Marco Giacoletti and Kristoffer Laursen).
Working Paper, May 20, 2018.
The Structure of Risks in Equilibrium Affine Models of Bond Yields
,
(with Anh Le).
Working Paper, April 2013.
The Asymptotic Distribution of Reduced-Rank Regression Estimators
(with Anh Le).
Working Paper, November 2010.
Simulating Correlated Defaults
,
(with D. Duffie).
Working Paper, April 1999.
Ratings-Based Term Structures of Credit Spreads
(with D. Duffie).
Working Paper, September 1998.