Books

Empirical Dynamic Asset Pricing

Princeton, N.J.: Princeton University Press, 2006
Publisher, Amazon

cover empirical dynamic asset pricing

Credit Risk: Pricing, Measurement and Management

(with Darrell Duffie).
Princeton, N.J.: Princeton University Press, 2003
Publisher, Amazon

cover credit risk

Japanese Monetary Policy

Chicago: University of Chicago Press, 1993
Publisher

cover japanese monetary policy

New Approaches to Monetary Economics

Cambridge: Cambridge University Press, 1987
Publisher

cover new approaches

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