TAKAMIZAWA Hideyuki 高見澤秀幸

Researcher Number	60361854
Other IDs
Affiliation (Current)	2025: 中央大学, 商学部, 教授
Affiliation (based on the past Project Information) *help	2019 – 2024: 中央大学, 商学部, 教授 2018: 一橋大学, 大学院経営管理研究科, 准教授 2015 – 2017: 一橋大学, 大学院商学研究科, 准教授 2014: 一橋大学, 商学研究科, 准教授 2012 – 2013: 一橋大学, 大学院商学研究科, 准教授 … More 2012: 一橋大学, 大学院・商学研究科, 准教授 2011: 一橋大学, 商学研究科, 准教授 2009 – 2010: University of Tsukuba, 大学院・人文社会科学研究科, 准教授 2007 – 2008: University of Tsukuba, 大学院・人文社会科学研究科, 講師 2006: 一橋大学, 大学院経済学研究科, 講師 Less
Review Section/Research Field	Principal Investigator Economic statistics / Basic Section 07060:Money and finance-related / Money/ Finance Except Principal Investigator Money/ Finance
Keywords	Principal Investigator 金利期間構造 / 金利 / イールドカーブ / ボラティリティ / リスク / 期間構造 / リスクプレミアム / オプション / 計量ファイナンス / 国際分散投資 … More / 為替レート / エクイティプレミアム / 株式 / 選好 / 配当 / 資産価格データ / サーベイデータ / 資産価格 / サーベイ / 配当期間構造 / 資産価格モデル / 均衡モデル / 期待 / インフレ / 無裁定 / 予測 / 金利オプション / 非線形ドリフト / 金利の期間構造 / 短期金利 / 条件付き期待値 / 拡散過程 / 計量経済学 … More Except Principal Investigator 世界金融危機 / システミックリスク / 欧州問題 / 金融摩擦 / 金融規制 / グローバル金融規制・危機管理 / 金融政策 / 応用数学 / 金融論 / 質への逃避 / 金利・為替 / 金融危機 / モラルハザード / 無裁定条件 / 量的緩和 / 株式市場 / 通貨価値 / 金利 / 数理ファイナンス / 国際金融 Less

Exchange Rate Risks and their Management for Japanese InvestorsPrincipal Investigator
- Principal Investigator
  
  高見澤秀幸
- Project Period (FY)
  2024 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Chuo University
Term Structure of Dividends: Theory and EmpiricsPrincipal Investigator
- Principal Investigator
  
  TAKAMIZAWA Hideyuki
- Project Period (FY)
  2018 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Chuo University
  Hitotsubashi University
Restructuring Global Financial Regulation and Crisis Management in the New Phase after the Global Financial Crisis
- Principal Investigator
  
  Ogawa Eiji
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Money/ Finance
- Research Institution
  Hitotsubashi University
Modeling and estimating the dynamics of expected inflationPrincipal Investigator
- Principal Investigator
  
  TAKAMIZAWA Hideyuki
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Hitotsubashi University
The Global Financial Crisis and Its Effects on Currencies and Finance: Evaluation Methods Revisited
- Principal Investigator
  
  OGAWA Eiji
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Money/ Finance
- Research Institution
  Hitotsubashi University
Introduction of stochastic volatility into term structure models and its economic evaluationPrincipal Investigator
- Principal Investigator
  
  TAKAMIZAWA Hideyuki
- Project Period (FY)
  2011 – 2012
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Predictability of Interest Rates : An Analysis Using Dynamic Term Structure ModelsPrincipal Investigator
- Principal Investigator
  
  TAKAMIZAWA Hideyuki
- Project Period (FY)
  2009 – 2010
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  University of Tsukuba
Estimation of interest rate processesPrincipal Investigator
- Principal Investigator
  
  TAKAMIZAWA Hideyuki
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  University of Tsukuba
  Hitotsubashi University

All 2022 2019 2018 2017 2016 2015 2014 2012 2011 2010 2009 2008 2007 2006 Other

All Journal Article Presentation

[Journal Article] How arbitrage-free is the Nelson?Siegel model under stochastic volatility?2022
- Author(s)
  Takamizawa Hideyuki
- Journal Title
  
  International Review of Economics and Finance
  
  Volume: 79 Pages: 205-223
- DOI
  10.1016/j.iref.2022.01.011
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01678
[Journal Article] An equilibrium model of the term structures of bonds and equities2022
- Author(s)
  Takamizawa Hideyuki
- Journal Title
  
  International Review of Financial Analysis
  
  Volume: 84 Pages: 102356-102356
- DOI
  10.1016/j.irfa.2022.102356
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01678
[Journal Article] An Equilibrium Model of Term Structures of Bonds and Equities2019
- Author(s)
  Hideyuki Takamizawa
- Journal Title
  
  中央大学企業研究所ワーキングペーパーシリーズ
  
  Volume: 50 Pages: 1-80
- Open Access
- Data Source
  KAKENHI-PROJECT-18K01678
[Journal Article] How Arbitrage-Free is the Nelson-Siegel Model under Stochastic Volatility?2019
- Author(s)
  Hideyuki Takamizawa
- Journal Title
  
  中央大学企業研究所ワーキングペーパーシリーズ
  
  Volume: 51 Pages: 1-34
- Open Access
- Data Source
  KAKENHI-PROJECT-18K01678
[Journal Article] A term structure model of interest rates with quadratic volatility2018
- Author(s)
  Takamizawa Hideyuki
- Journal Title
  
  Quantitative Finance
  
  Volume: 18 Issue: 7 Pages: 1-26
- DOI
  10.1080/14697688.2017.1417623
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15K03538, KAKENHI-PROJECT-18K01678
[Journal Article] An Equilibrium Model of Term Structures of Bonds and Equities2018
- Author(s)
  Hideyuki Takamizawa
- Journal Title
  
  Hitotsubashi University Center for Financial Research Working Paper Series
  
  Volume: G-1-19 Pages: 1-78
- Open Access
- Data Source
  KAKENHI-PROJECT-18K01678
[Journal Article] 金利水準と金利ボラティリティの同時予測－イールドカーブに内在する情報を用いた時系列モデルの構築2016
- Author(s)
  高見澤　秀幸
- Journal Title
  
  小川英治編著『世界金融危機と金利・為替』（東京大学出版会）
  
  Volume: 1 Pages: 181-201
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K03538
[Journal Article] 金利水準と金利ボラティリティの同時予測－イールドカーブに内在する情報を用いた時系列モデルの構築2016
- Author(s)
  高見澤　秀幸
- Journal Title
  
  小川英治編著『世界金融危機と金利・為替-通貨・金融への影響と評価手法の再構築』東京大学出版会
  
  Volume: 1 Pages: 181-201
- Data Source
  KAKENHI-PROJECT-25285098
[Journal Article] Predicting Interest Rate Volatility Using Information on the Yield Curve2015
- Author(s)
  Hideyuki Takamizawa
- Journal Title
  
  International Review of Finance
  
  Volume: 15 Issue: 3 Pages: 347-386
- DOI
  10.1111/irfi.12053
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15K03538, KAKENHI-PROJECT-25285098
[Journal Article] Predicting Interest Rate Volatility: Using Information on the Yield Curve2012
- Author(s)
  Hideyuki Takamizawa
- Journal Title
  
  Hitotsubashi University Center for Financial Research Working Paper Series
  
  Volume: G-1-3 Pages: 1-32
- Data Source
  KAKENHI-PROJECT-23730212
[Journal Article] An Approxi- mation of European Option Prices under General Diffusion Processes2011
- Author(s)
  Takamizawa, Hideyuki
- Journal Title
  
  Tsukuba Economics Working Papers No.2009-08
  
  Pages: 1-25
- URL
  http://www.econ.tsukuba.ac.jp/RePEc/2009-008.pdf
- Data Source
  KAKENHI-PROJECT-21730170
[Journal Article] An Approximation of European Option Prices under General Diffusion Processes2011
- Author(s)
  Hideyuki Takamizawa
- Journal Title
  
  Tsukuba Economics Working Papers
  
  Volume: No.2009-08 Pages: 1-25
- Data Source
  KAKENHI-PROJECT-21730170
[Journal Article] Term Structure Models Can Predict Interest Rate Volatility. But How?2010
- Author(s)
  Hideyuki Takamizawa
- Journal Title
  
  Tsukuba Economics Working Papers
  
  Volume: No.2010-08 Pages: 1-80
- Data Source
  KAKENHI-PROJECT-21730170
[Journal Article] Term Structure Models Can Predict Interest Rate Volatility. But How?2010
- Author(s)
  Takamizawa, Hideyuki
- Journal Title
  
  Tsukuba Economics Working Papers No.2010-08
  
  Pages: 1-80
- URL
  http://www.econ.tsukuba.ac.jp/RePEc/2010-008.pdf
- Data Source
  KAKENHI-PROJECT-21730170
[Journal Article] Fast Computation of European Option Prices via Approximation to their Fourier Transform2009
- Author(s)
  Hideyuki Takamizawa
- Journal Title
  
  Tsukuba Economics Working Papers No.2009-08
  
  Pages: 1-32
- Data Source
  KAKENHI-PROJECT-21730170
[Journal Article] Modeling the Term Structure of Interest Rates with General Diffusion Processes : A Moment Approximation Approach2009
- Author(s)
  Hideyuki Takamizawa and Isao Shoji
- Journal Title
  
  Journal of Economic Dynamics and Control 33(1)
  
  Pages: 65-77
- NAID
  120007138459
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730143
[Journal Article] Modeling the Term Structure of Interest Rates with General Diffusion Processes : A Moment Approximation Approach2009
- Author(s)
  Takamizawa, Hideyuki, and Isao Shoji
- Journal Title
  
  Journal of Economic Dynamics and Control Vol.33(1)
  
  Pages: 65-77
- NAID
  120007138459
- Data Source
  KAKENHI-PROJECT-18730143
[Journal Article] A Simple Measure for Examining the Proxy Problem of the Short-Rate2008
- Author(s)
  Hideyuki Takamizawa
- Journal Title
  
  Asia-Pacific Financial Markets forthcoming
- NAID
  130005020073
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730143
[Journal Article] Is Nonlinear Drift Implied by the Short-End of the Term Structure?2008
- Author(s)
  Takamizawa, Hideyuki
- Journal Title
  
  Review of Financial Studies Vol.21(1)
  
  Pages: 311-346
- Data Source
  KAKENHI-PROJECT-18730143
[Journal Article] Is Nonlinear Drift Implied by the Short-End of the Term Structure?2007
- Author(s)
  Hideyuki Takamizawa
- Journal Title
  
  Review of Financial Studies (forthcoming)
- Data Source
  KAKENHI-PROJECT-18730143
[Journal Article] A Simple Measure for Examining the Proxy Problem of the Short-Rate2007
- Author(s)
  Takamizawa, Hideyuki
- Journal Title
  
  Asia-Pacific Financial Markets Vol.14(4)
  
  Pages: 341-361
- NAID
  130005020073
- Data Source
  KAKENHI-PROJECT-18730143
[Journal Article] 2012, "Predicting Interest Rate Volatility Using Information on the Yield Curve,"
- Author(s)
  Takamizawa, Hideyuki
- Journal Title
  
  Hitotsubashi University Center for Financial Research Working Paper Series G-1-3
  
  Pages: 1-32
- Data Source
  KAKENHI-PROJECT-23730212
[Presentation] Comments on "Dynamic Property of Equity Term Structure under the Long-Run Risks Model" by Masataka Suzuki2022
- Author(s)
  高見澤　秀幸
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-18K01678
[Presentation] 本多俊毅著「株式投資における投資家の曖昧さ回避行動」へのコメント2022
- Author(s)
  高見澤　秀幸
- Organizer
  TCERコンファレンス
- Data Source
  KAKENHI-PROJECT-18K01678
[Presentation] How Arbitrage-Free is the Nelson-Siegel Model under Stochastic Volatility?2019
- Author(s)
  Hideyuki Takamizawa
- Organizer
  The 31st Asian Finance Association Annual Meeting
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01678
[Presentation] How Arbitrage-Free is the Nelson-Siegel Model under Stochastic Volatility?2019
- Author(s)
  高見澤　秀幸
- Organizer
  日本金融学会2019年度秋季大会
- Data Source
  KAKENHI-PROJECT-18K01678
[Presentation] An Equilibrium Model of Term Structures of Bonds and Equities2019
- Author(s)
  Hideyuki Takamizawa
- Organizer
  中央大学・企業研究所公開研究会
- Invited
- Data Source
  KAKENHI-PROJECT-18K01678
[Presentation] An Equilibrium Model of Term Structures of Bonds and Equities2018
- Author(s)
  Hideyuki Takamizawa
- Organizer
  東北大学・経済学研究科応用統計計量ワークショップ
- Invited
- Data Source
  KAKENHI-PROJECT-18K01678
[Presentation] An Equilibrium Model of Term Structures of Bonds and Equities2018
- Author(s)
  高見澤　秀幸
- Organizer
  釧路公立大学・研究集会「ファイナンス・経済統計の諸問題」
- Data Source
  KAKENHI-PROJECT-15K03538
[Presentation] An Equilibrium Model of Term Structures of Bonds and Equities2018
- Author(s)
  Hideyuki Takamizawa
- Organizer
  The 31st Asian Finance Association Annual Meeting
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01678
[Presentation] An Equilibrium Model of Term Structures of Bonds and Equities2017
- Author(s)
  高見澤　秀幸
- Organizer
  日本ファイナンス学会第25回大会
- Data Source
  KAKENHI-PROJECT-15K03538
[Presentation] An Equilibrium Model of Term Structures of Bonds and Equities2017
- Author(s)
  高見澤　秀幸
- Organizer
  横浜国立大学・近経研究会
- Data Source
  KAKENHI-PROJECT-15K03538
[Presentation] An Alternative Chanel of Long-Run Risks and Time-Varying Risk Premiums2016
- Author(s)
  高見澤　秀幸
- Organizer
  金融研究会
- Place of Presentation
  一橋大学, 東京都国立市
- Year and Date
  2016-01-21
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] An Alternative Chanel of Long-Run Risks and Time-Varying Risk Premiums2016
- Author(s)
  Hideyuki Takamizawa
- Organizer
  金融研究会
- Place of Presentation
  一橋大学（東京都・国立市）
- Year and Date
  2016-01-21
- Data Source
  KAKENHI-PROJECT-15K03538
[Presentation] An Alternative Chanel of Long-Run Risks and Time-Varying Risk Premiums2016
- Author(s)
  Hideyuki Takamizawa
- Organizer
  ICSファカルティセミナー
- Place of Presentation
  一橋大学（東京都・千代田区）
- Year and Date
  2016-02-01
- Data Source
  KAKENHI-PROJECT-15K03538
[Presentation] An Alternative Chanel of Long-Run Risks and Time-Varying Risk Premiums2016
- Author(s)
  高見澤　秀幸
- Organizer
  ICSファカルティセミナー
- Place of Presentation
  一橋大学, 東京都千代田区
- Year and Date
  2016-02-01
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] An Alternative Chanel of Long-Run Risks and Time-Varying Risk Premiums2016
- Author(s)
  高見澤　秀幸
- Organizer
  大阪大学　金融・保険セミナーシリーズ
- Place of Presentation
  大阪大学, 大阪府豊中市
- Year and Date
  2016-02-04
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] An Alternative Chanel of Long-Run Risks and Time-Varying Risk Premiums2016
- Author(s)
  Hideyuki Takamizawa
- Organizer
  大阪大学　金融・保険セミナーシリーズ
- Place of Presentation
  大阪大学（大阪府・豊中市）
- Year and Date
  2016-02-04
- Data Source
  KAKENHI-PROJECT-15K03538
[Presentation] An Equilibrium model of Term Structures of Bonds and Equities2016
- Author(s)
  Hideyuki Takamizawa
- Organizer
  一橋大学金融研究会
- Place of Presentation
  一橋大学（東京都国立市）
- Data Source
  KAKENHI-PROJECT-15K03538
[Presentation] An Equilibrium model of Term Structures of Bonds and Equities2016
- Author(s)
  Hideyuki Takamizawa
- Organizer
  Kellogg Quantitative Finance Seminar
- Place of Presentation
  Kellogg School of Management, Northwestern University, Evanston, IL, USA.
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03538
[Presentation] An Alternative Chanel of Long-Run Risks and Time-Varying Risk Premiums2015
- Author(s)
  Hideyuki Takamizawa
- Organizer
  Kellogg Quantitative Finance Seminar
- Place of Presentation
  Kellogg School of Management, Northwestern University, Evanston, IL, USA
- Year and Date
  2015-12-04
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03538
[Presentation] Impact of No-arbitrage on Interest Rate Dynamics2015
- Author(s)
  Hideyuki Takamizawa
- Organizer
  科研費コンファレンス：グローバル金融危機後の新しい金利・為替評価手法の構築
- Place of Presentation
  一橋大学（東京都・国立市）
- Year and Date
  2015-06-05
- Data Source
  KAKENHI-PROJECT-15K03538
[Presentation] An Alternative Chanel of Long-Run Risks and Time-Varying Risk Premiums2015
- Author(s)
  Hideyuki Takamizawa
- Organizer
  Kellogg Quantitative Finance Seminar
- Place of Presentation
  Northwestern Univ., Evanston, IL, USA
- Year and Date
  2015-12-04
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] Impact of No-arbitrage on Interest Rate Dynamics2014
- Author(s)
  Hideyuki Takamizawa
- Organizer
  Quantitative Finance Seminar
- Place of Presentation
  Northwestern University
- Year and Date
  2014-12-16
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] Impact of No-arbitrage on Interest Rate Dynamics2012
- Author(s)
  高見澤秀幸
- Organizer
  大阪大学CSFI 中之島ワークショップ
- Place of Presentation
  大阪大学
- Year and Date
  2012-11-30
- Data Source
  KAKENHI-PROJECT-23730212
[Presentation] Is non-arbitrage relevant to volatility prediction using interest-rate data?2011
- Author(s)
  高見澤秀幸
- Organizer
  一橋大学金融研究会
- Place of Presentation
  一橋大学
- Year and Date
  2011-10-20
- Data Source
  KAKENHI-PROJECT-23730212
[Presentation] Is non-arbitrage relevant to volatility prediction using interest-rate data?2011
- Author(s)
  高見澤秀幸
- Organizer
  日本統計学会
- Place of Presentation
  九州大学
- Year and Date
  2011-09-06
- Data Source
  KAKENHI-PROJECT-23730212
[Presentation] Is non-arbitrage relevant to volatility prediction using interest-rate data?2011
- Author(s)
  高見澤　秀幸
- Organizer
  ICSファカルティーセミナー
- Place of Presentation
  一橋大学
- Data Source
  KAKENHI-PROJECT-23730212
[Presentation] Is non-arbitrage relevant to volatility prediction using interest-rate data?2011
- Author(s)
  高見澤秀幸
- Organizer
  一橋大学ICS ファカルティセミナー
- Place of Presentation
  一橋大学
- Year and Date
  2011-12-12
- Data Source
  KAKENHI-PROJECT-23730212
[Presentation] Interest Rate Volatility Implicit in Term Structure Data2010
- Author(s)
  高見澤秀幸
- Organizer
  一橋大学商学研究科第7回金融研究会
- Place of Presentation
  一橋大学
- Year and Date
  2010-09-23
- Data Source
  KAKENHI-PROJECT-21730170
[Presentation] 非線形金利期間構造モデルの近似2009
- Author(s)
  高見澤秀幸
- Organizer
  日本ファイナンス学会
- Place of Presentation
  金融財政事情研究会
- Year and Date
  2009-03-25
- Data Source
  KAKENHI-PROJECT-18730143
[Presentation] 非線形金利期間構造モデルの近似2009
- Author(s)
  高見澤秀幸
- Organizer
  一橋大学・国際企業戦略研究科金融戦略・経営財務コース研究ワークショップ
- Place of Presentation
  一橋大学
- Year and Date
  2009-07-21
- Data Source
  KAKENHI-PROJECT-21730170
[Presentation] Interest Rate Volatility Implicit in Term Structure Data2009
- Author(s)
  高見澤秀幸
- Organizer
  一橋大学・経済統計ワークショップ(cfeeと共催)
- Place of Presentation
  一橋大学
- Year and Date
  2009-10-16
- Data Source
  KAKENHI-PROJECT-21730170
[Presentation] Interest Rate Volatility Implicit in Term Structure Data2009
- Author(s)
  高見澤秀幸
- Organizer
  一橋大学・経済統計ワークショップ(cfee と共催)
- Place of Presentation
  一橋大学
- Year and Date
  2009-10-16
- Data Source
  KAKENHI-PROJECT-21730170
[Presentation] 非線形金利期間構造モデルの近似2009
- Author(s)
  高見澤秀幸
- Organizer
  日本ファイナンス学会第16回研究観望会
- Place of Presentation
  金融財政事情研究会
- Year and Date
  2009-03-25
- Data Source
  KAKENHI-PROJECT-18730143
[Presentation] Interest Rate Volatility Implicit in Term Structure Data2008
- Author(s)
  高見澤秀幸
- Organizer
  CSFI中之島ワークショップ「金融工学・数理計量ファイナンスの諸問題」
- Place of Presentation
  大阪大学
- Year and Date
  2008-12-06
- Data Source
  KAKENHI-PROJECT-18730143
[Presentation] Interest Rate Volatility Implicit in Term Structure Data2008
- Author(s)
  高見澤秀幸
- Organizer
  CSFI中之島ワークショップ
- Place of Presentation
  大阪大学
- Year and Date
  2008-12-06
- Data Source
  KAKENHI-PROJECT-18730143
[Presentation] 『Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach2007
- Author(s)
  高見澤秀幸
- Organizer
  日本金融・証券計量・工学学会
- Place of Presentation
  中央大学
- Year and Date
  2007-12-22
- Data Source
  KAKENHI-PROJECT-18730143
[Presentation] An Approximation of European Option Prices under General Diffusion Processes2007
- Author(s)
  高見澤秀幸
- Organizer
  科研費シンポジウム : 統計的モデリングの方法と理論
- Place of Presentation
  一橋大学
- Year and Date
  2007-11-26
- Data Source
  KAKENHI-PROJECT-18730143
[Presentation] Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach2007
- Author(s)
  高見澤秀幸
- Organizer
  日本金融・証券計量・工学学会
- Place of Presentation
  中央大学(千代田区)
- Year and Date
  2007-12-22
- Data Source
  KAKENHI-PROJECT-18730143
[Presentation] An Approximation of European Option Prices under General Diffusion Processes2007
- Author(s)
  高見澤秀幸
- Organizer
  科研費シンポジウム「統計的モデリングの方怯と理論」
- Place of Presentation
  一橋大学(国立市)
- Year and Date
  2007-11-26
- Data Source
  KAKENHI-PROJECT-18730143
[Presentation] A Moment Approximation Approach to the Pricing of European Options When the Underlying Price Process Follows General Diffusion2006
- Author(s)
  高見澤秀幸
- Organizer
  一橋大学・経済統計ワークショップ
- Place of Presentation
  一橋大学
- Year and Date
  2006-11-26
- Data Source
  KAKENHI-PROJECT-18730143
[Presentation] Interest Rate Volatility Implicit in Term Structure Data2006
- Author(s)
  高見澤秀幸
- Organizer
  Fourth World Congress of the Bachelier Finance Society
- Place of Presentation
  学術総合センター
- Year and Date
  2006-08-18
- Data Source
  KAKENHI-PROJECT-18730143
[Presentation] Impact of No-arbitrage on Interest Rate Dynamics
- Author(s)
  高見澤　秀幸
- Organizer
  大阪大学CSFI「中之島ワークショップ」
- Place of Presentation
  大阪大学
- Invited
- Data Source
  KAKENHI-PROJECT-23730212
[Presentation] Impact of No-arbitrage on Interest Rate Dynamics
- Author(s)
  高見澤秀幸
- Organizer
  横浜国立大学・南山大学共同ファイナンス・ワークショップ
- Place of Presentation
  横浜国立大学みなとみらいキャンパス（神奈川県横浜市）
- Data Source
  KAKENHI-PROJECT-25285098

1. OGAWA Eiji (80185503)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
2. TAKAOKA Koichiro (50272662)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
3. NAKAMURA Hisashi (80418649)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. KOBAYASHI Kenta (60432902)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. MISUMI Takashi (00229684)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. IKEMORI Toshifumi (00711889)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. 安田行宏 (10349524)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. 花崎正晴 (60334588)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

TAKAMIZAWA Hideyuki 高見澤 秀幸

Research Projects

Research Products

Co-Researchers

Exchange Rate Risks and their Management for Japanese InvestorsPrincipal Investigator

Principal Investigator

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Review Section

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Term Structure of Dividends: Theory and EmpiricsPrincipal Investigator

Principal Investigator

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Review Section

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Restructuring Global Financial Regulation and Crisis Management in the New Phase after the Global Financial Crisis

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Modeling and estimating the dynamics of expected inflationPrincipal Investigator

Principal Investigator

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The Global Financial Crisis and Its Effects on Currencies and Finance: Evaluation Methods Revisited

Principal Investigator

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Introduction of stochastic volatility into term structure models and its economic evaluationPrincipal Investigator

Principal Investigator

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Research Institution

Predictability of Interest Rates : An Analysis Using Dynamic Term Structure ModelsPrincipal Investigator

Principal Investigator

Project Period (FY)

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Research Institution

Estimation of interest rate processesPrincipal Investigator

Principal Investigator

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Research Institution

[Journal Article] How arbitrage-free is the Nelson?Siegel model under stochastic volatility?2022

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[Journal Article] An equilibrium model of the term structures of bonds and equities2022

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[Journal Article] An Equilibrium Model of Term Structures of Bonds and Equities2019

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[Journal Article] How Arbitrage-Free is the Nelson-Siegel Model under Stochastic Volatility?2019

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[Journal Article] A term structure model of interest rates with quadratic volatility2018

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[Journal Article] An Equilibrium Model of Term Structures of Bonds and Equities2018

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[Journal Article] 金利水準と金利ボラティリティの同時予測 －イールドカーブに内在する情報を用いた時系列モデルの構築2016

TAKAMIZAWA Hideyuki 高見澤秀幸

[Journal Article] 金利水準と金利ボラティリティの同時予測－イールドカーブに内在する情報を用いた時系列モデルの構築2016

[Journal Article] 金利水準と金利ボラティリティの同時予測－イールドカーブに内在する情報を用いた時系列モデルの構築2016