An Equilibrium Model of the Term Structures of Bonds and Equities, International Review of Financial Analysis, 84, 102356 (2022). 

https://www.sciencedirect.com/science/article/pii/S1057521922003064 Online Appendix

How Arbitrage-Free is the Nelson-Siegel Model under Stochastic Volatility?, International Review of Economics and Finance, 79, 205-223 (2022). PDF   Online Appendix

A Term Structure Model of Interest Rates with Quadratic Volatility, Quantitative Finance, 18(7), 1173–1198 (2018). PDF

Predicting Interest Rate Volatility Using Information on the Yield Curve, International Review of Finance, 15(3), 347–386 (2015). PDF

Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach, Journal of Economic Dynamics and Control, 33(1), 65-77 (2009) (with I. Shoji). PDF

Is Nonlinear Drift Implied by the Short-End of the Term Structure?, Review of Financial Studies, 21(1), 311-346 (2008).

A Simple Measure for Examining the Proxy Problem of the Short-Rate, Asia-Pacific Financial Markets, 14(4), 341-361 (2007).

On Accuracy of Local Linear Approximation for the Term Structure of Interest Rates, Quantitative Finance, 4(2), 151-157 (2004) (with I. Shoji).

Modeling the Term Structure of Interest Rates with General Short- Rate Models, Finance and Stochastics, 7(3), 323-335 (2003) (with I. Shoji).

Approximation of Nonlinear Term Structure Models, Journal of Derivatives, 8(3), 44-51 (2001) (with I. Shoj).

Impact of No-Arbitrage on Interest Rate Dynamics, May 2015. PDF

Term Structure Models Can Predict Interest Rate Volatility. But How?, April 2011. PDF

An Approximation of European Option Prices under General Diffusion Processes, Feb 2011. PDF