search query: @author Singleton, K. J. / total: 5
references: 1-5 / 5
« previous page | next page »
 titleyearauthor
1.
An econometric model of the term structure of interest-rate swap yields
Journal of Finance
1997 : SEP, VOL. 52:4, p. 1287-1321
 1997 Duffie, D.
Singleton, K. J.
2.
Modeling the term structure of interest rates under non-separable utility and durability of goods.
Journal of Financial Economics
1986 : SEP, VOL. 17:1, p. 27-55
 1986 Dunn, K. B.
Singleton, K. J.
3.
An empirical analysis of the pricing of mortgage-backed securities.
Journal of Finance
1983 : MAY, VOL. 38:2, p. 613-623
 1983 Dunn, K. B.
Singleton, K. J.
4.
Stochastic consumption, risk aversion, and the temporal behavior as asset returns.
Journal of Political Economy
1983 : APR, VOL. 91:2, p. 249-265
 1983 Hansen, L. P.
Singleton, K. J.
5.
On unit roots and the empirical modeling of exchange rates.
Journal of Finance
1982 : SEP, VOL. 37:4, p. 1029-1035
 1982 Meese, R. A.
Singleton, K. J.
« previous page | next page »
SCIMA