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Books

Cover: Empirical Dynamic Asset Pricing

Empirical Dynamic Asset Pricing

Princeton, N.J.: Princeton University Press, 2006
Cover: Credit Risk

Credit Risk: Pricing, Measurement and Management

(with Darrell Duffie).
Princeton, N.J.: Princeton University Press, 2003
Cover: Japanese Monetary Policy

Japanese Monetary Policy

Proceedings of an NBER conference on Japanese monetary policy
Conference organizer and proceedings editor
Chicago: University of Chicago Press, 1993
Cover: New Approaches to Monetary Economics

New Approaches to Monetary Economics

Second International Symposium in Economic Theory and Econometrics
Co-editor with William Barnett
Cambridge: Cambridge University Press, 1987