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Citations
Hideyuki Takamizawa : Citation Profile
Chuo University | RESEARCH PRODUCTION: 8 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2004 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hideyuki Takamizawa. | Is cited by:
| Cites to:
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Main data
Where Hideyuki Takamizawa has published?
| Journals with more than one article published | # docs |
|---|---|
| Quantitative Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series / Hitotsubashi University Center for Financial Research | 5 |
| Tsukuba Economics Working Papers / Faculty of Humanities and Social Sciences, University of Tsukuba | 2 |
| Discussion Papers / Graduate School of Economics, Hitotsubashi University | 2 |
Recent works citing Hideyuki Takamizawa (2024 and 2023)
| Year | Title of citing document |
|---|
Works by Hideyuki Takamizawa:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Predicting Interest Rate Volatility Using Information on the Yield Curve In: International Review of Finance. [Full Text][Citation analysis] | article | 1 |
| 2012 | Predicting Interest Rate Volatility: Using Information on the Yield Curve.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | Predicting Interest Rate Volatility: Using Information on the Yield Curve.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2009 | Modeling the term structure of interest rates with general diffusion processes: A moment approximation approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2007 | Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | An equilibrium model of the term structures of bonds and equities In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2018 | An Equilibrium Model of Term Structures of Bonds and Equities.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | How arbitrage-free is the Nelson–Siegel model under stochastic volatility? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2006 | Is Nonlinear Drift Implied by the Short-End of the Term Structure? In: Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2008 | Is Nonlinear Drift Implied by the Short End of the Term Structure?.(2008) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2017 | A Term Structure Model of Interest Rates with Quadratic Volatility In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | A term structure model of interest rates with quadratic volatility.(2018) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2015 | Impact of No-arbitrage on Interest Rate Dynamics In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2007 | A Simple Measure for Examining the Proxy Problem of the Short-Rate In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 0 |
| 2004 | On the accuracy of the local linear approximation for the term structure of interest rates In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2009 | An Approximation of European Option Prices under General Diffusion Processes In: Tsukuba Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Term Structure Models Can Predict Interest Rate Volatility. But How? In: Tsukuba Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team