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Hideyuki Takamizawa

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This is information that was supplied by Hideyuki Takamizawa in registering through RePEc. If you are Hideyuki Takamizawa , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Hideyuki
Middle Name:
Last Name: Takamizawa
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RePEc Short-ID: pta316

Email: [This author has chosen not to make the email address public]
Homepage: http://cm.hit-u.ac.jp/~takamizawa/Eng3.htm
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Affiliation

Graduate School of Commerce and Management
Hitotsubashi University
Location: Tokyo, Japan
Homepage: http://www.cm.hit-u.ac.jp/
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Handle: RePEc:edi:cmhitjp (more details at EDIRC)

Works

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Working papers

  1. Hideyuki Takamizawa, 2010. "Term Structure Models Can Predict Interest Rate Volatility. But How?," Tsukuba Economics Working Papers 2010-008, Economics, Graduate School of Humanities and Social Sciences, University of Tsukuba.
  2. Hideyuki Takamizawa, 2009. "An Approximation of European Option Prices under General Diffusion Processes," Tsukuba Economics Working Papers 2009-008, Economics, Graduate School of Humanities and Social Sciences, University of Tsukuba.
  3. Takamizawa, Hideyuki & Shoji, Isao, 2007. "Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach," Discussion Papers 2006-05, Graduate School of Economics, Hitotsubashi University.
  4. Takamizawa, Hideyuki, 2006. "Is Nonlinear Drift Implied by the Short-End of the Term Structure?," Discussion Papers 2006-08, Graduate School of Economics, Hitotsubashi University.

Articles

  1. Takamizawa, Hideyuki & Shoji, Isao, 2009. "Modeling the term structure of interest rates with general diffusion processes: A moment approximation approach," Journal of Economic Dynamics and Control, Elsevier, vol. 33(1), pages 65-77, January.
  2. Hideyuki Takamizawa, 2008. "Is Nonlinear Drift Implied by the Short End of the Term Structure?," Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 311-346, January.
  3. Hideyuki Takamizawa, 2007. "A Simple Measure for Examining the Proxy Problem of the Short-Rate," Asia-Pacific Financial Markets, Springer, vol. 14(4), pages 341-361, December.
  4. Hideyuki Takamizawa & Isao Shoji, 2004. "On the accuracy of the local linear approximation for the term structure of interest rates," Quantitative Finance, Taylor & Francis Journals, vol. 4(2), pages 151-157.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2010-12-18. Author is listed
  2. NEP-FMK: Financial Markets (1) 2010-12-18. Author is listed
  3. NEP-FOR: Forecasting (1) 2010-12-18. Author is listed

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