Risk Premiums in Sovereign Debt Markets

May 10, 2012
Kenneth Singleton, Barcelona GSE Lecture

"Risk Premiums in Sovereign Debt Markets"

The XXIV Barcelona GSE Lecture, "Risk premiums in sovereign debt markets," was presented by Prof. Kenneth Singleton (Stanford University) on May 10, 2012 at Banc Sabadell Auditorium in Barcelona.The lecture examined unspanned macroeconomic risks and the effects of financial frictions on risk premiums.

Watch Q&A with Prof. Kenneth Singleton

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About our speaker

Kenneth Singleton (PhD, University of Wisconsin) is the Adams Distinguished Professor of Management at the Graduate School of Business, Stanford University. His research interests are in econometric methods for estimation and testing of dynamic asset pricing models; modeling of term structures of government and defaultable bond yields; measuring and managing market, credit and liquidity risks; and debt financing in emerging economies.