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 | 1 | 27 | 0 | 0 | 1 | 51 |
| An Approximation of European Option Prices under General Diffusion Processes | 0 | 0 | 0 | 23 | 0 | 0 | 1 | 94 |
| An Equilibrium Model of Term Structures of Bonds and Equities | 0 | 0 | 0 | 15 | 0 | 1 | 2 | 76 |
| Impact of No-arbitrage on Interest Rate Dynamics | 0 | 0 | 0 | 3 | 0 | 1 | 1 | 21 |
| Is Nonlinear Drift Implied by the Short-End of the Term Structure? | 0 | 0 | 0 | 9 | 1 | 1 | 1 | 62 |
| Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach | 0 | 0 | 0 | 12 | 0 | 0 | 0 | 104 |
| Predicting Interest Rate Volatility: Using Information on the Yield Curve | 0 | 0 | 0 | 7 | 0 | 0 | 0 | 69 |
| Predicting Interest Rate Volatility: Using Information on the Yield Curve | 0 | 0 | 0 | 3 | 1 | 2 | 4 | 23 |
| Term Structure Models Can Predict Interest Rate Volatility. But How? | 0 | 0 | 0 | 69 | 0 | 0 | 1 | 101 |
| Total Working Papers | 0 | 0 | 1 | 168 | 2 | 5 | 11 | 601 |
| 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 | 0 | 0 | 73 |
| A term structure model of interest rates with quadratic volatility | 0 | 0 | 0 | 2 | 0 | 0 | 3 | 20 |
| An equilibrium model of the term structures of bonds and equities | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 6 |
| How arbitrage-free is the Nelson–Siegel model under stochastic volatility? | 0 | 0 | 1 | 5 | 1 | 2 | 5 | 20 |
| Is Nonlinear Drift Implied by the Short End of the Term Structure? | 0 | 0 | 0 | 23 | 0 | 0 | 0 | 101 |
| Modeling the term structure of interest rates with general diffusion processes: A moment approximation approach | 0 | 0 | 0 | 21 | 0 | 0 | 3 | 135 |
| On the accuracy of the local linear approximation for the term structure of interest rates | 0 | 0 | 0 | 4 | 0 | 0 | 0 | 139 |
| Predicting Interest Rate Volatility Using Information on the Yield Curve | 0 | 0 | 0 | 3 | 0 | 2 | 4 | 37 |
| Total Journal Articles | 0 | 0 | 1 | 70 | 2 | 5 | 17 | 531 |
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