Kenneth J. Singleton
Impact in
- Finance top 0.01%
- Stochastic processes and financial applications
- Credit Risk and Financial Regulations
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Banking stability, regulation, efficiency
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- Monetary Policy and Economic Impact
Papers in
- Finance 63
- Stochastic processes and financial applications 40
- Credit Risk and Financial Regulations 32
- Financial Risk and Volatility Modeling 24
- Financial Markets and Investment Strategies 18
- Banking stability, regulation, efficiency 9
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- Monetary Policy and Economic Impact 36
- Co-authors
- Darrell Duffie (14 shared papers)Lars Peter Hansen (5 shared papers)Jun Pan (6 shared papers)Qiang Dai (10 shared papers)Scott Joslin (8 shared papers)Richard Meese (3 shared papers)John Geweke (4 shared papers)Haoxiang Zhu (3 shared papers)
- Journals
- The Journal of Finance (16 papers)Review of Financial Studies (6 papers)Journal of Econometrics (4 papers)Econometrica (4 papers)Journal of Financial Economics (4 papers)
- Partner nations
- United StatesUnited KingdomChina
In The Last Decade
Kenneth J. Singleton
92 papers receiving 16.9k citations
Kenneth J. Singleton's Hit Papers
Peers
Comparison fields: 5 of 136
- Finance 14.4k
- General Economics, Econometrics and Finance 6.4k
- Economics and Econometrics 8.5k
- Accounting 2.1k
- Statistics and Probability 660
Countries citing papers authored by Kenneth J. Singleton
This map shows the geographic impact of Kenneth J. Singleton's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Kenneth J. Singleton with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Kenneth J. Singleton more than expected).
Fields of papers citing papers by Kenneth J. Singleton
This network shows the impact of papers produced by Kenneth J. Singleton. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Kenneth J. Singleton. The network helps show where Kenneth J. Singleton may publish in the future.
Co-authors
The 25 scholars most cited alongside Kenneth J. Singleton, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 100 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Transform Analysis and Asset Pricing for Affine Jump-diffusions Hit paper breakdown → | 2000 | 2177 |
| 2 | Modeling Term Structures of Defaultable Bonds Hit paper breakdown → | 1999 | 1659 |
| 3 | Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models Hit paper breakdown → | 1984 | 1489 |
| 4 | Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models Hit paper breakdown → | 1982 | 1375 |
| 5 | Specification Analysis of Affine Term Structure Models Hit paper breakdown → | 2000 | 1299 |
| 6 | Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns Hit paper breakdown → | 1983 | 1083 |
| 7 | Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads Hit paper breakdown → | 2008 | 605 |
| 8 | Expectation puzzles, time-varying risk premia, and affine models of the term structure Hit paper breakdown → | 2002 | 578 |
| 9 | Simulated Moments Estimation of Markov Models of Asset Prices Hit paper breakdown → | 1993 | 508 |
| 10 | 1997 | 498 | |
| 11 | 2003 | 400 | |
| 12 | 1999 | 392 | |
| 13 | 1997 | 388 | |
| 14 | 2003 | 374 | |
| 15 | Investor Flows and the 2008 Boom/Bust in Oil Prices Hit paper breakdown → | 2013 | 355 |
| 16 | A New Perspective on Gaussian Dynamic Term Structure Models Hit paper breakdown → | 2011 | 351 |
| 17 | Investor Flows and the 2008 Boom/Bust in Oil Prices Hit paper breakdown → | 2011 | 317 |
| 18 | 2003 | 305 | |
| 19 | Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks Hit paper breakdown → | 2014 | 288 |
| 20 | 2001 | 280 |
About Kenneth J. Singleton
Kenneth J. Singleton is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Artificial Intelligence and Accounting, having authored 100 papers that have together received 18.6k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (40 papers), Monetary Policy and Economic Impact (36 papers), Credit Risk and Financial Regulations (32 papers), Financial Risk and Volatility Modeling (24 papers), Financial Markets and Investment Strategies (18 papers), Economic theories and models (18 papers), Banking stability, regulation, efficiency (9 papers) and Complex Systems and Time Series Analysis (5 papers). The work is most often cited by research in Finance (14.4k citations), General Economics, Econometrics and Finance (6.4k citations), Economics and Econometrics (8.5k citations), Accounting (2.1k citations) and Statistics and Probability (660 citations). Kenneth J. Singleton has collaborated with scholars based in United States, United Kingdom and China. Frequent co-authors include Darrell Duffie, Lars Peter Hansen, Jun Pan, Qiang Dai, Scott Joslin, Richard Meese, John Geweke, Haoxiang Zhu, Lasse Heje Pedersen and Don H. Kim. Their work appears in journals such as The Journal of Finance, Review of Financial Studies, Journal of Econometrics, Econometrica and Journal of Financial Economics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.