A simplified approach to measuring bond duration
No abstract is available for this item.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Benesh, Gary A & Colec, Stephen E, 1984. "A Simplified Approach for Calculating Bond Duration," The Financial Review, Eastern Finance Association, vol. 19(4), pages 394-96, November.
- Moser, James T & Lindley, James T, 1989. "A Simple Formula for Duration: An Extension," The Financial Review, Eastern Finance Association, vol. 24(4), pages 611-15, November.
- Frederick R. Macaulay, 1938. "Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856," NBER Books, National Bureau of Economic Research, Inc, number maca38-1.
When requesting a correction, please mention this item's handle: RePEc:eee:finser:v:4:y:1995:i:1:p:31-40. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.