Access Statistics for Hideyuki Takamizawa
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Term Structure Model of Interest Rates with Quadratic Volatility | 0 | 0 | 2 | 29 | 1 | 2 | 9 | 60 |
| An Approximation of European Option Prices under General Diffusion Processes | 0 | 0 | 0 | 23 | 0 | 1 | 3 | 97 |
| An Equilibrium Model of Term Structures of Bonds and Equities | 0 | 0 | 0 | 15 | 0 | 6 | 15 | 91 |
| Impact of No-arbitrage on Interest Rate Dynamics | 0 | 0 | 0 | 3 | 1 | 3 | 12 | 33 |
| Is Nonlinear Drift Implied by the Short-End of the Term Structure? | 0 | 0 | 0 | 9 | 0 | 3 | 6 | 68 |
| Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach | 0 | 0 | 0 | 12 | 1 | 2 | 6 | 110 |
| Predicting Interest Rate Volatility: Using Information on the Yield Curve | 0 | 0 | 0 | 7 | 0 | 1 | 8 | 77 |
| Predicting Interest Rate Volatility: Using Information on the Yield Curve | 0 | 0 | 0 | 4 | 3 | 6 | 14 | 40 |
| Term Structure Models Can Predict Interest Rate Volatility. But How? | 0 | 0 | 0 | 69 | 1 | 2 | 7 | 109 |
| Total Working Papers | 0 | 0 | 2 | 171 | 7 | 26 | 80 | 685 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Simple Measure for Examining the Proxy Problem of the Short-Rate | 0 | 0 | 0 | 12 | 0 | 2 | 12 | 85 |
| A term structure model of interest rates with quadratic volatility | 0 | 0 | 0 | 2 | 1 | 5 | 9 | 29 |
| An equilibrium model of the term structures of bonds and equities | 0 | 0 | 0 | 0 | 0 | 0 | 8 | 14 |
| How arbitrage-free is the Nelson–Siegel model under stochastic volatility? | 0 | 0 | 0 | 5 | 1 | 2 | 7 | 28 |
| Is Nonlinear Drift Implied by the Short End of the Term Structure? | 0 | 0 | 1 | 24 | 0 | 2 | 10 | 111 |
| Modeling the term structure of interest rates with general diffusion processes: A moment approximation approach | 0 | 0 | 0 | 21 | 0 | 3 | 8 | 143 |
| On the accuracy of the local linear approximation for the term structure of interest rates | 0 | 0 | 0 | 4 | 0 | 2 | 3 | 143 |
| Predicting Interest Rate Volatility Using Information on the Yield Curve | 0 | 0 | 0 | 3 | 0 | 4 | 12 | 50 |
| Total Journal Articles | 0 | 0 | 1 | 71 | 2 | 20 | 69 | 603 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.