“Rehypothecation dilemma: Impact of collateral rehypothecation on derivative prices under bilateral counterparty credit Risk,” with Yoshihiko Uchida, 2014, Journal of Banking and Finance (refereed).
“When and how US dollar shortages evolved into a full crisis: Evidence from the cross-currency swap market,” with Naohiko Baba, 2011, Journal of Banking and Finance (refereed).
“Predicting regime switches in the VIX index with macroeconomic variables,” with Naohiko Baba, 2011, Applied Economics Letters (refereed but no requirement for revision).