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An equilibrium model of the term structures of bonds and equities

Takamizawa, Hideyuki - In: International review of financial analysis 84 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013472835

Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach

Takamizawa, Hideyuki; Shoji, Isao - In: Journal of economic dynamics & control 33 (2009) 1, pp. 65-77

Persistent link: https://www.econbiz.de/10003810161

Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach

Takamizawa, Hideyuki (contributor); Shoji, Isao (contributor) - 2006

Persistent link: https://www.econbiz.de/10003387612

Is nonlinear drift implied by the short-end of the term structure? : by Hideyuki Takamizawa

Takamizawa, Hideyuki (contributor) - 2006

Persistent link: https://www.econbiz.de/10003397383

Modeling the term structure of interest rates with general short-rate models

Takamizawa, Hideyuki; Shoji, Isao - In: Finance and stochastics 7 (2003) 3, pp. 323-335

Persistent link: https://www.econbiz.de/10001771705

Approximation of non-linear term structure models

Takamizawa, Hideyuki; Shoji, Isao - In: The journal of derivatives : the official publication … 8 (2001) 3, pp. 44-51

Persistent link: https://www.econbiz.de/10001581197

An Equilibrium Model of the Term Structures of Bonds and Equities

Takamizawa, Hideyuki - 2022

We propose an equilibrium model of the term structures of bonds and equities, which has a similar descriptive ability to the reduced-form model proposed by Lettau and Wachter (LW; 2011), and yet offers economic implications about preferences and consumption dynamics. The key is to let the...

Persistent link: https://www.econbiz.de/10013308141