2026 Kenneth J. Singleton: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	59	843	758	527	463	147	38337

Research.com Recognitions

2021 - Fellow of the American Finance Association (AFA)
1988 - Fellows of the Econometric Society

Overview

Kenneth J. Singleton is affiliated with Stanford University in the United States. Their research primarily spans the field of Economics, Econometrics, and Finance, with a particular focus on finance and general economics within that broad area.

The scientist's work covers multiple main topics, including:

Monetary Policy and Economic Impact
Financial Markets and Investment Strategies
Stochastic Processes and Financial Applications
Financial Risk and Volatility Modeling

Kenneth J. Singleton has published articles in The Journal of Finance, a frequent venue of publication, contributing at least two papers there. Their recent papers include:

"Learning From Disagreement in the U.S. Treasury Bond Market," published in 2020 in The Journal of Finance
"Presidential Address: How Much "Rationality" Is There in Bond-Market Risk Premiums?," published in 2021 in The Journal of Finance

Frequent collaborators in their research include Marco Giacoletti and Kristoffer Laursen.

Among recognized honors, Kenneth J. Singleton was named a Fellow of the American Finance Association in 2021 and a Fellow of the Econometric Society in 1988.

Best Publications

Modeling Term Structures of Defaultable Bonds

Darrell Duffie;Kenneth J. Singleton

4332
Citations
TRANSFORM ANALYSIS AND ASSET PRICING FOR AFFINE JUMP-DIFFUSIONS

Darrell Duffie;Jun Pan;Kenneth Singleton

4152
Citations
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

Lars Peter Hansen;Kenneth J. Singleton

3625
Citations
Simulated moments estimation of Markov models of asset prices

Darrell Duffie;Kenneth J. Singleton

2329
Citations
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

Lars Peter Hansen;Kenneth J. Singleton

2293
Citations
Specification Analysis of Affine Term Structure Models

Qiang Dai;Kenneth J. Singleton

2045
Citations
Credit Risk : Pricing, Measurement, and Management

Darrell Duffie;Kenneth J. Singleton

1922
Citations
How Sovereign is Sovereign Credit Risk

Francis A. Longstaff;Jun Pan;Lasse H. Pedersen;Kenneth J. Singleton

1401
Citations
An Econometric Model of the Term Structure of Interest-Rate Swap Yields

Darrell Duffie;Kenneth J. Singleton

1342
Citations
Simulated Moments Estimation of Markov Models of Asset Prices

Darrell Duffie;Darrell Duffie;Kenneth J. Singleton

1315
Citations
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads

Jun Pan;Kenneth J. Singleton

1150
Citations
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty

Martin S. Eichenbaum;Lars Peter Hansen;Kenneth J. Singleton

1005
Citations
Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure

Qiang Dai;Kenneth J. Singleton;Kenneth J. Singleton

962
Citations
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

Scott Joslin;Marcel Priebsch;Kenneth J. Singleton

732
Citations
A New Perspective on Gaussian Dynamic Term Structure Models

Scott Stephen Walter Joslin;Kenneth J. Singleton;Haoxiang Zhu

625
Citations
Investor Flows and the 2008 Boom/Bust in Oil Prices

Kenneth J. Singleton

581
Citations
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

Darrell Duffie;Lasse Heje Pedersen;Kenneth J. Singleton

547
Citations
Credit Risk

Unknown

528
Citations
Term Structure Dynamics in Theory and Reality

Qiang Dai;Kenneth Singleton

517
Citations
Estimation of affine asset pricing models using the empirical characteristic function

Kenneth J. Singleton

514
Citations
On Unit Roots and the Empirical Modeling of Exchange Rates

Richard A. Meese;Kenneth J. Singleton

503
Citations
Transform Analysis and Asset Pricing for Affine Jump-Diffusions

Darrell Duffie;Darrell Duffie;Jun Pan;Jun Pan;Kenneth J. Singleton

406
Citations
An Econometric Model of the Term Structure of Interest-Rate Swap Yields

Darrell Duffie;Darrell Duffie;Kenneth J. Singleton

183
Citations
Specification Analysis of Affine Term Structure Models

Kenneth J. Singleton

3
Citations

Frequent Co-Authors

Darrell Duffie Stanford University

Lars Peter Hansen University of Chicago

Martin Eichenbaum Northwestern University

Lasse Heje Pedersen Copenhagen Business School

Francis A. Longstaff University of California, Los Angeles

Albert Marcet Pompeu Fabra University

Stefan Nagel University of Chicago

David S. Scharfstein Harvard University

William A. Barnett University of Kansas

Bruno Biais Hautes Etudes Commerciales de Paris

External Links

Wikipedia of Kenneth J. Singleton Personal website of Kenneth J. Singleton

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