Book Chapters

Interpreting Recent Changes in the Credit Spreads of Japanese Banks (with Jun Pan). In Monetary and Economic Studies, Bank of Japan, 2006.

Fixed Income Pricing (with Qiang Dai). In Handbook of Economics and Finance, ed. C. Constantinides, M. Harris, and R. Stulz, North Holland, 2003.

Yield Curve Risk Management for Government Bond Portfolios: An International Comparison. In Risk Management: Challenges and Solutions, eds. W. Beaver and G. Parker, McGraw Hill, 1995.

Institutional and Regulatory Influences on Price Discovery in Cash and Futures Bond Markets. In The Industrial Organization of Securities Markets, ed. A. Lo, National Bureau of Economic Research, 1994.

Japanese Corporate Investment and Bank of Japan Guidance of Commercial Bank Lending (with T. Hoshi and D. Scharfstein). In Japanese Monetary Policy, ed. K. Singleton, Chicago: University of Chicago Press, 1993.

Kokusai no taumu storakuchya moderu (with Tadashi Kikugawa). Reprinted in Shoken Analysts Journal, Shurai Ronbunshu, Nihon Shoken Analysts Kyokai, 1992.

Computing Semiparametric Efficiency Bounds for Linear Time Series Models with Moving Average Errors (with L. Hansen). In Nonparametric and Seminonparametric Methods in Econometrics and Statistics, eds. W. Barnett, J. Powell, and G. Tauchen, Cambridge: Cambridge University Press, 1990.

Interpreting Changes in the Volatility of Yields on Japanese Long-Term Bonds. In Monetary and Economic Studies, , Bank of Japan, 1990.

Research by Topic