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Kenneth J. Singleton

Active 1982–2014

26
Papers
20,296
Citations
26
h-index
26
i10-index

Citations

Citations per year for Kenneth J. Singleton1981: 1 citations1982: 5 citations1983: 7 citations1984: 2 citations1985: 9 citations1986: 25 citations1987: 9 citations1988: 21 citations1989: 28 citations1990: 24 citations1991: 24 citations1992: 16 citations1993: 20 citations1994: 18 citations1995: 14 citations1996: 30 citations1997: 15 citations1998: 20 citations1999: 38 citations2000: 22 citations2001: 47 citations2002: 65 citations2003: 43 citations2004: 56 citations2005: 55 citations2006: 55 citations2007: 57 citations2008: 83 citations2009: 49 citations2010: 49 citations2011: 51 citations2012: 64 citations2013: 72 citations2014: 48 citations2015: 28 citations2016: 29 citations2017: 29 citations2018: 34 citations2019: 28 citations2020: 40 citations2021: 47 citations2022: 22 citations2023: 19 citations2024: 24 citations2025: 16 citations2026: 3 citations

Citation sources

Countries

World map of the countries and regions citing this authorUnited States: 625 citing papers, 43.4% of this breakdownUnited Kingdom: 119 citing papers, 8.3% of this breakdownChina: 96 citing papers, 6.7% of this breakdownCanada: 65 citing papers, 4.5% of this breakdownItaly: 63 citing papers, 4.4% of this breakdownAustralia: 43 citing papers, 3% of this breakdownGermany: 35 citing papers, 2.4% of this breakdownFrance: 35 citing papers, 2.4% of this breakdownSpain: 33 citing papers, 2.3% of this breakdownSwitzerland: 30 citing papers, 2.1% of this breakdownSouth Korea: 25 citing papers, 1.7% of this breakdownNetherlands: 19 citing papers, 1.3% of this breakdown
0%43.4%Other 17.5%

Institutions

Fields

  • Economics, Econometrics and Finance78.2%
  • Business, Management and Accounting6.5%
  • Mathematics4.2%
  • Computer Science3.3%
  • Decision Sciences2.3%
  • Social Sciences2.1%
  • Other3.4%

Topics

  • Stochastic processes and financial applications11%
  • Credit Risk and Financial Regulations9.5%
  • Monetary Policy and Economic Impact9.1%
  • Financial Markets and Investment Strategies8.4%
  • Financial Risk and Volatility Modeling6.2%
  • Banking stability, regulation, efficiency5.9%
  • Other49.9%

Coauthors

All papers

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  1. Modeling Term Structures of Defaultable Bonds

    Authors: Darrell Duffie, Kenneth J. Singleton - Review of Financial Studies 1999 cited by 2,588

  2. An omnibus test for the two-sample problem using the empirical characteristic function

    Authors: T. W. Epps, Kenneth J. Singleton - Journal of Statistical Computation and Simulation 1986 cited by 171

  3. Simulated Moments Estimation of Markov Models of Asset Prices

    Authors: Darrell Duffie, Kenneth J. Singleton - Econometrica 1990 cited by 718

  4. Credit Risk

    Authors: Darrell Duffie, Kenneth J. Singleton - Princeton University Press eBooks 2003 cited by 562

  5. Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

    Authors: Lars Peter Hansen, Kenneth J. Singleton - Journal of Political Economy 1983 cited by 1,592

  6. Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads

    Authors: Jun Pan, Kenneth J. Singleton - The Journal of Finance 2008 cited by 849

  7. Expectation puzzles, time-varying risk premia, and affine models of the term structure

    Authors: Qiang Dai, Kenneth J. Singleton - Journal of Financial Economics 2002 cited by 811

  8. A New Perspective on Gaussian Dynamic Term Structure Models

    Authors: Scott Joslin, Kenneth J. Singleton, Haoxiang Zhu - Review of Financial Studies 2011 cited by 517

  9. Investor Flows and the 2008 Boom/Bust in Oil Prices

    Authors: Kenneth J. Singleton - Management Science, Manag. Sci. 2011 cited by 469

  10. Estimation of affine asset pricing models using the empirical characteristic function

    Authors: Kenneth J. Singleton - Journal of Econometrics 2001 cited by 387

  11. On Unit Roots and the Empirical Modeling of Exchange Rates

    Authors: Richard Meese, Kenneth J. Singleton - The Journal of Finance 1982 cited by 335

  12. Modeling the term structure of interest rates under non-separable utility and durability of goods

    Authors: Kenneth B. Dunn, Kenneth J. Singleton - Journal of Financial Economics 1986 cited by 307

  13. Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields

    Authors: Qiang Dai, Kenneth J. Singleton, Wei Yang - Review of Financial Studies 2007 cited by 306

  14. Term structure models and the zero bound: An empirical investigation of Japanese yields

    Authors: Don H. Kim, Kenneth J. Singleton - Journal of Econometrics 2012 cited by 269

  15. Transform Analysis and Asset Pricing for Affine Jump-Diffusions

    Authors: Darrell Duffie, Jun Pan, Kenneth J. Singleton - Econometrica 1999 cited by 2,967

  16. Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

    Authors: Lars Peter Hansen, Kenneth J. Singleton - Econometrica 1982 cited by 2,119

  17. Specification Analysis of Affine Term Structure Models

    Authors: Qiang Dai, Kenneth J. Singleton - The Journal of Finance 1998 cited by 1,825

  18. An Econometric Model of the Term Structure of Interest-Rate Swap Yields

    Authors: Darrell Duffie, Kenneth J. Singleton - The Journal of Finance 1997 cited by 620

  19. Credit Risk : Pricing, Measurement, and Management

    Authors: Darrell Duffie, Kenneth J. Singleton - 2003 cited by 587

  20. An Econometric Model of the Term Structure of Interest‐Rate Swap Yields

    Authors: Darrell Duffie, Kenneth J. Singleton - The Journal of Finance 1997 cited by 576

  21. Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

    Authors: Scott Joslin, Marcel A. Priebsch, Kenneth J. Singleton - The Journal of Finance 2014 cited by 547

  22. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

    Authors: Darrell Duffie, Lasse Heje Pedersen, Kenneth J. Singleton - The Journal of Finance 2003 cited by 409

  23. Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads

    Authors: Kenneth J. Singleton, Jun Pan - 2005 cited by 261

  24. How Sovereign is Sovereign Credit Risk?

    Authors: Francis A. Longstaff, Jun Pan, Lasse Heje Pedersen, Kenneth J. Singleton - 2007 cited by 235