Yield Curve Risk in Japanese Government Bond Markets., (with ). Japanese Journal of Financial Economics, Vol. 1, December 1994, 5-32.
- Type: Published Papers
- Topic(s): Credit Risk, Fixed Income
Fixed Income
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.
- Type: Book Chapters
- Topic(s): Fixed Income
Modeling the Term Structure of Interest Rates in Japan., (with T. Kikugawa). Journal of Fixed Income, Vol. 4, September 1994, 7-16.
- Type: Published Papers
- Topic(s): Econometric Methods, Fixed Income
Kokusai no taumu storakuchya moderu (with Tadashi Kikugawa). Reprinted in Shoken Analysts Journal, Shurai Ronbunshu, Nihon Shoken Analysts Kyokai, 1992.
- Type: Book Chapters
- Topic(s): Fixed Income
Interpreting Changes in the Volatility of Yields on Japanese Long-Term Bonds. In Monetary and Economic Studies, , Bank of Japan, 1990.
- Type: Book Chapters
- Topic(s): Fixed Income
Modeling the Term Structure of Interest Rates in General Equilibrium. In Theory of Valuation: Frontiers of Modern Financial Theory, Vol. 1, eds. S. Bhattacharya and G. Constantinides, Rowan and Allenheld Publishers, 1989.
- Type: Book Chapters
- Topic(s): Econometric Methods, Fixed Income
Modeling the Term Structure of Interest Rates Under Non-separable Utility and Durability of Goods, (with Kenneth B. Dunn). Journal of Financial Economics, Vol.17, Issue 1, September 1986, 27-55.
- Type: Published Papers
- Topic(s): Econometric Methods, Fixed Income
Real and Nominal Factors in the Cyclical Behavior of Interest Rates, Output, and Money, (with ). Journal of Economic Dynamics and Control, Vol. 5, February 1983, 289–309.
- Type: Published Papers
- Topic(s): Fixed Income
Expectation Models of the Term Structure and Implied Variance Bounds, (with ). Journal of Political Economy, Vol. 88, No. 6, December 1980, 1159-1176.
- Type: Published Papers
- Topic(s): Econometric Methods, Fixed Income
Maturity – Specific Disturbances and the Term Structure of Interest Rates, (with ). Journal of Money, Credit and Banking, Vol. 12, No. 4, Part 1 November 1980, 603-614.
- Type: Published Papers
- Topic(s): Fixed Income
Research by Topic
Menu