Stanford Graduate School of Business
Interpreting Recent Changes in the Credit Spreads of Japanese Banks (with Jun Pan). In Monetary and Economic Studies, Bank of Japan, 2006.
Topic(s): Credit Risk
Fixed Income Pricing (with Qiang Dai). In Handbook of Economics and Finance, ed. C. Constantinides, M. Harris, and R. Stulz, North Holland, 2003.
Topic(s): Fixed Income
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.
Topic(s): Credit Risk, 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.
Topic(s): Fixed Income
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.
Topic(s): Econometric Methods
Econometric Implications of Consumption-Based Asset Pricing Models. In Advances in Econometrics, Sixth World Congress, eds. J. J. Laffont and C. A. Sims, Cambridge: Cambridge University Press, 1993.
Topic(s): Econometric Methods, Equilibrium Asset Pricing
Kokusai no taumu storakuchya moderu (with Tadashi Kikugawa). Reprinted in Shoken Analysts Journal, Shurai Ronbunshu, Nihon Shoken Analysts Kyokai, 1992.
Topic(s): Fixed Income
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.
Topic(s): Econometric Methods
Specification and Estimation of Intertemporal Asset Pricing Models. In Handbook of Monetary Economics, eds. B. Friedman and F. Hahn, Amsterdam: North Holland, 1990.
Topic(s): Econometric Methods, Equilibrium Asset Pricing
Interpreting Changes in the Volatility of Yields on Japanese Long-Term Bonds. In Monetary and Economic Studies, , Bank of Japan, 1990.
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.
Topic(s): Econometric Methods, Fixed Income
Asset Prices in a Time Series Model with Disparately Informed, Competitive Traders. In In New Approaches to Monetary Economics, Proceedings of the Second International Symposium in Economic Theory and Econometrics, eds. W. Barnet and K. Singleton, Cambridge: Cambridge University Press, 1987.
Topic(s): Econometric Methods, Equilibrium Asset Pricing