1
H index
0
i10 index
11
Citations
Chuo University | 1 H index 0 i10 index 11 Citations RESEARCH PRODUCTION: 8 Articles 9 Papers RESEARCH ACTIVITY: 18 years (2004 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pta316 |
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: |
Journals with more than one article published | # docs |
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Quantitative Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / Hitotsubashi University Center for Financial Research | 5 |
Discussion Papers / Graduate School of Economics, Hitotsubashi University | 2 |
Tsukuba Economics Working Papers / Faculty of Humanities and Social Sciences, University of Tsukuba | 2 |
Year | Title of citing document |
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2024 | A consumption-based term structure model of bonds and equity. (2024). Suzuki, Masataka. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002424. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 1 |
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: 1 | 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 |
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