Takamizawa Hideyuki

タカミザワヒデユキ | Takamizawa Hideyuki

Affiliation and department：
Job title： Professor
Homepage URL (1)： https://sites.google.com/g.chuo-u.ac.jp/takamizawa

Research field (1)： Money and finance

Research keywords (2)： Asset Pricing , Quantitative Finance

Research theme for competitive and other funds (7)：

2018 - 2023 配当期間構造の理論と実証
2017 - 2020 Restructuring Global Financial Regulation and Crisis Management in the New Phase after the Global Financial Crisis
2015 - 2018 インフレ期待の変動メカニズムの解明
2013 - 2016 The Global Financial Crisis and Its Effects on Currencies and Finance: Evaluation Methods Revisited
2011 - 2013 Incorporating stochastic volatility into term structure models of interest rates and its economic evaluation

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Papers (13)：

Hideyuki Takamizawa. An Equilibrium Model of Term Structures of Bonds and Equities. International Review of Financial Analysis. 2022. 84. 102356. 1-17
Hideyuki Takamizawa. How Arbitrage-Free is the Nelson-Siegel Model under Stochastic Volatility?. International Review of Economics and Finance. 2022. 79. 205-223
Hideyuki Takamizawa. A term structure model of interest rates with quadratic volatility. Quantitative Finance. 2018. 18. 7. 1173-1198
Hideyuki Takamizawa. Predicting Interest Rate Volatility Using Information on the Yield Curve. International Review of Finance. 2015. 15. 3. 347-386
Hideyuki Takamizawa. Impact of No-Arbitrage on Interest Rate Dynamics. HCFR Working Paper Series. 2015. G-1-5. 1-53

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MISC (6)：

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Lectures and oral presentations (22)：

How Arbitrage-Free is the Nelson-Siegel Model under Stochastic Volatility?
(日本金融学会2019年度秋季大会 2019)
How Arbitrage-Free is the Nelson-Siegel Model under Stochastic Volatility?
(The 31st Asian Finance Association Annual Meeting 2019)
An Equilibrium model of Term Structures of Bonds and Equities
(中央大学・企業研究所公開研究会 2019)
An Equilibrium model of Term Structures of Bonds and Equities
(東北大学・経済学研究科応用統計計量ワークショップ 2019)
An Equilibrium Model of Term Structures of Bonds and Equities
(The 30th Asian Finance Association Annual Meeting 2018)

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Education (2)：

Professional career (2)：

Work history (7)：

2019/04 - "Professor, Faculty of Commerce, Chuo University"
2018/04 - 2019/03 "Associate Professor, Graduate School of Business Administration, Hitotsubashi University."
2011/10 - 2018/03 "Associate Professor, Graduate School of Commerce and Management, Hitotsubashi University"
2014/09 - 2016/08 "Visiting Scholar, Kellogg School of Management, Northwestern University"
2009/12 - 2011/09 "Associate Professor, Graduate School of Humanities and Social Sciences, University, of Tsukuba"

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Awards (1)：

Association Membership(s) (2)：

Nippon Finance Association , Japan Society of Monetary Economics

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