Hideyuki Takamizawa : Citation Profile


Are you Hideyuki Takamizawa?

Chuo University

1

H index

0

i10 index

11

Citations

RESEARCH PRODUCTION:

8

Articles

9

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 0
   Journals where Hideyuki Takamizawa has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 7 (38.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta316
   Updated: 2024-11-04    RAS profile: 2023-04-10    
   Missing citations? Add them    Incorrect content? Let us know

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:

Christiansen, Charlotte (2)

SONG, ZHAOGANG (1)

Li, Minqiang (1)

Şıklar, İlyas (1)

cerrato, mario (1)

Cites to:

Diebold, Francis (15)

Rudebusch, Glenn (9)

Andersen, Torben (8)

Singleton, Kenneth (7)

Weil, Philippe (7)

Duffee, Greg (6)

Sanders, Anthony (5)

Benzoni, Luca (5)

Karolyi, G. (5)

Christensen, Jens (5)

Li, Canlin (4)

Main data


Where Hideyuki Takamizawa has published?


Journals with more than one article published# docs
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / Hitotsubashi University Center for Financial Research5
Discussion Papers / Graduate School of Economics, Hitotsubashi University2
Tsukuba Economics Working Papers / Faculty of Humanities and Social Sciences, University of Tsukuba2

Recent works citing Hideyuki Takamizawa (2024 and 2023)


YearTitle of citing document
2024A 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

Works by Hideyuki Takamizawa:


YearTitleTypeCited
2015Predicting Interest Rate Volatility Using Information on the Yield Curve In: International Review of Finance.
[Full Text][Citation analysis]
article1
2012Predicting 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
2015Predicting 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
2009Modeling 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]
article0
2007Modeling 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
2022An equilibrium model of the term structures of bonds and equities In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article1
2018An 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
2022How arbitrage-free is the Nelson–Siegel model under stochastic volatility? In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2006Is Nonlinear Drift Implied by the Short-End of the Term Structure? In: Discussion Papers.
[Full Text][Citation analysis]
paper9
2008Is 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
2017A Term Structure Model of Interest Rates with Quadratic Volatility In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2018A 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
2015Impact of No-arbitrage on Interest Rate Dynamics In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2007A Simple Measure for Examining the Proxy Problem of the Short-Rate In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]
article0
2004On the accuracy of the local linear approximation for the term structure of interest rates In: Quantitative Finance.
[Full Text][Citation analysis]
article0
2009An Approximation of European Option Prices under General Diffusion Processes In: Tsukuba Economics Working Papers.
[Full Text][Citation analysis]
paper0
2010Term Structure Models Can Predict Interest Rate Volatility. But How? In: Tsukuba Economics Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team