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 | 4 | 7 | 58 |
| An Approximation of European Option Prices under General Diffusion Processes | 0 | 0 | 0 | 23 | 0 | 1 | 2 | 96 |
| An Equilibrium Model of Term Structures of Bonds and Equities | 0 | 0 | 0 | 15 | 0 | 9 | 9 | 85 |
| Impact of No-arbitrage on Interest Rate Dynamics | 0 | 0 | 0 | 3 | 0 | 7 | 9 | 30 |
| Is Nonlinear Drift Implied by the Short-End of the Term Structure? | 0 | 0 | 0 | 9 | 0 | 3 | 3 | 65 |
| Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach | 0 | 0 | 0 | 12 | 0 | 1 | 4 | 108 |
| Predicting Interest Rate Volatility: Using Information on the Yield Curve | 0 | 0 | 0 | 7 | 1 | 6 | 7 | 76 |
| Predicting Interest Rate Volatility: Using Information on the Yield Curve | 0 | 0 | 1 | 4 | 0 | 6 | 11 | 34 |
| Term Structure Models Can Predict Interest Rate Volatility. But How? | 0 | 0 | 0 | 69 | 0 | 2 | 6 | 107 |
| Total Working Papers | 0 | 0 | 3 | 171 | 2 | 39 | 58 | 659 |
| 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 | 2 | 7 | 10 | 83 |
| A term structure model of interest rates with quadratic volatility | 0 | 0 | 0 | 2 | 0 | 4 | 4 | 24 |
| An equilibrium model of the term structures of bonds and equities | 0 | 0 | 0 | 0 | 0 | 6 | 8 | 14 |
| How arbitrage-free is the Nelson–Siegel model under stochastic volatility? | 0 | 0 | 0 | 5 | 0 | 4 | 6 | 26 |
| Is Nonlinear Drift Implied by the Short End of the Term Structure? | 0 | 0 | 1 | 24 | 1 | 3 | 8 | 109 |
| Modeling the term structure of interest rates with general diffusion processes: A moment approximation approach | 0 | 0 | 0 | 21 | 0 | 1 | 5 | 140 |
| On the accuracy of the local linear approximation for the term structure of interest rates | 0 | 0 | 0 | 4 | 0 | 1 | 2 | 141 |
| Predicting Interest Rate Volatility Using Information on the Yield Curve | 0 | 0 | 0 | 3 | 1 | 8 | 9 | 46 |
| Total Journal Articles | 0 | 0 | 1 | 71 | 4 | 34 | 52 | 583 |
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