Vector-valued multiple regression model with time varying coefficients and its application to predict excess stock returns. - Yoshinori Kawasaki; Seisho Sato; Shigeru Tachiki (CIFEr, 2000)

A characterization of long-short trading strategies based on cointegration. - Yoshinori Kawasaki; Shigeru Tachiki; Hideo Udaka; Tomoaki Hirano (CIFEr, 2003)