Learning and Risk Premiums in an Arbitrage-free Term Structure Model, (with Marco Giacoletti and Kristoffer Laursen). Working Paper, May 20, 2018.

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

Ratings-Based Term Structures of Credit Spreads, (with D. Duffie). Working Paper, September 1998.

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.

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