What is he best known for?
The fields of study he is best known for:
- Statistics
- Finance
- Econometrics
Kenneth J. Singleton focuses on Econometrics, Yield curve, Risk premium, Affine term structure model and Sovereign credit risk.
He interconnects Swap, Financial economics and Time series in the investigation of issues within Econometrics.
His Time series research incorporates elements of Short rate and Vasicek model.
His Risk premium study incorporates themes from Matching, Monetary policy, Predictability and Forward rate.
He studied Monetary economics and Cash flow that intersect with Bond.
He combines subjects such as Volatility and Stochastic volatility with his study of Capital asset pricing model.
His most cited work include:
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models (1966 citations)
- TRANSFORM ANALYSIS AND ASSET PRICING FOR AFFINE JUMP-DIFFUSIONS (1938 citations)
- Modeling Term Structures of Defaultable Bonds (1833 citations)
What are the main themes of his work throughout his whole career to date?
Kenneth J. Singleton mainly investigates Econometrics, Yield curve, Bond, Risk premium and Monetary economics.
His study in the field of Capital asset pricing model is also linked to topics like Context.
He has researched Yield curve in several fields, including Monetary policy, Sample, Marginal utility and Joint probability distribution.
Kenneth J. Singleton has included themes like Financial economics and Yield in his Bond study.
His work in Risk premium covers topics such as Predictability which are related to areas like Matching.
His Monetary economics research includes themes of Sovereign credit, Rational expectations and Futures contract.
He most often published in these fields:
- Econometrics (62.60%)
- Yield curve (26.72%)
- Bond (19.85%)
What were the highlights of his more recent work (between 2007-2021)?
- Econometrics (62.60%)
- Risk premium (21.37%)
- Bond (19.85%)
In recent papers he was focusing on the following fields of study:
Econometrics, Risk premium, Bond, Affine term structure model and Yield curve are his primary areas of study.
His Econometrics research includes elements of Bond valuation and International finance.
In his work, Estimator is strongly intertwined with Capital asset pricing model, which is a subfield of Risk premium.
The various areas that Kenneth J. Singleton examines in his Bond study include Inflation and Bond market.
His study in Inflation is interdisciplinary in nature, drawing from both Predictability and Yield.
His Yield curve study frequently links to other fields, such as Joint probability distribution.
Between 2007 and 2021, his most popular works were:
- How Sovereign is Sovereign Credit Risk (593 citations)
- Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (547 citations)
- A New Perspective on Gaussian Dynamic Term Structure Models (265 citations)
In his most recent research, the most cited papers focused on:
- Statistics
- Finance
- Econometrics
Kenneth J. Singleton mostly deals with Econometrics, Risk premium, Conditional probability distribution, Bond and Monetary economics.
His Econometrics research integrates issues from Measure, Affine term structure model, Yield curve and Discrete time and continuous time.
His Yield curve study integrates concerns from other disciplines, such as Financial economics, Market price and Joint probability distribution.
His research in Risk premium intersects with topics in Stochastic discount factor, Capital asset pricing model, Moment and Estimator.
His Conditional probability distribution research is multidisciplinary, incorporating elements of Short rate and Bond valuation, Zero lower bound, Interest rate.
Within one scientific family, he focuses on topics pertaining to Default risk under Monetary economics, and may sometimes address concerns connected to Sovereign credit.
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