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Showing 1 - 6 of 6 Records

Miniature of Why Gaussian Macro-Finance Term Structure Models Are (Nearly) Unconstrained Factor-Vars

Why Gaussian Macro-Finance Term Structure Models Are (Nearly) Unconstrained Factor-Vars

GSB Authors: Kenneth Singleton
Date: 2013-04-16
Publication Type: Articles
Publication: Journal of Financial Economics

Miniature of Learning from Disagreement in the Us Treasury Bond Market

Learning from Disagreement in the Us Treasury Bond Market

GSB Authors: Kenneth Singleton
Date: 2020-07-27
Publication Type: Articles
Publication: The Journal of Finance

Miniature of Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

GSB Authors: Kenneth Singleton
Date: 2014-06-01
Publication Type: Articles
Publication: The Journal of Finance

Miniature of Presidential Address: How Much "Rationality" Is There in Bond-Market Risk Premiums?

Presidential Address: How Much "Rationality" Is There in Bond-Market Risk Premiums?

GSB Authors: Kenneth Singleton
Date: 2021-07-09
Publication Type: Articles
Publication: The Journal of Finance

Miniature of Investor Flows and the 2008 Boom/bust in Oil Prices

Investor Flows and the 2008 Boom/bust in Oil Prices

GSB Authors: Kenneth Singleton
Date: 2014-02-01
Publication Type: Articles
Publication: Management Science

Miniature of Term Structure Models and the Zero Bound: An Empirical Investigation of Japanese Yields

Term Structure Models and the Zero Bound: An Empirical Investigation of Japanese Yields

GSB Authors: Kenneth Singleton
Date: 2012-06-04
Publication Type: Articles
Publication: Journal of Econometrics