1. Trading Mechanisms and Stock Returns: An Empirical Investigation;Y Amihud;Journal of Finance,1987
2. The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market;N Baba;International Journal of Central Banking,2006
3. The Spillover of Money Market Turbulence to FX Swap and Cross-Currency Swap Markets;N Baba;BIS Quarterly Review,2008
4. Price Discovery and Common Factor Models;R Baillie;Journal of Financial Markets,2002
5. A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium;V Covrig;Journal of Financial and Quantitative Analysis,2004