Bond convexity (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Bond convexity" in English language version.

refsWebsite

Global rank English rank

18doi.org

2^nd place

12worldcat.org

5^th place

4pm-research.com

low place

3wiley.com

222^nd place

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2tandfonline.com

507^th place

429^th place

2jstor.org

26^th place

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1iop.org

1,725^th place

1,828^th place

1sagepub.com

731^st place

638^th place

1taylorfrancis.com

3,142^nd place

2,072^nd place

1oup.com

485^th place

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1bankofcanada.ca

low place

7,972^nd place

1ssrn.com

703^rd place

501^st place

1sciencedirect.com

149^th place

178^th place

bankofcanada.ca

Whittingham, M. (1997). "The Canadian market for zero-coupon bonds" (PDF). Bank of Canada Review: 47–62.

doi.org

Brooks, Robert; Attinger, Bill (1992-07-01). "Using Duration and Convexity in the Analysis of Callable Convertible Bonds". Financial Analysts Journal. 48 (4): 74–77. doi:10.2469/faj.v48.n4.74. ISSN 0015-198X.
Pelsser, Antoon (2003-02-04). "Mathematical foundation of convexity correction". Quantitative Finance. 3 (1). doi:10.1088/1469-7688/3/1/306/meta. eISSN 1469-7696. Retrieved 2023-09-30.
Udegbunam, Raphael I.; Oaikhenan, Hassan E. (2012-03-13). "Interest Rate Risk of Stock Prices in Nigeria: Empirical Test of the Duration and Convexity Model". Journal of Emerging Market Finance. 11 (1): 93–113. doi:10.1177/097265271101100104. ISSN 0972-6527.
Weil, Lawrence Fisher, Roman L. (1982), "Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*", Bond Duration and Immunization, Routledge, doi:10.4324/9781315145976-11/coping-risk-interest-rate-fluctuations-returns-bondholders-na%C3%AFve-optimal-strategies-lawrence-fisher-roman-weil, ISBN 978-1-315-14597-6, retrieved 2023-10-02{{citation}}: CS1 maint: multiple names: authors list (link)
Dai, Qiang; Singleton, Kenneth J.; Yang, Wei (2007-04-12). "Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields". Review of Financial Studies. 20 (5): 1669–1706. doi:10.1093/rfs/hhm021. ISSN 0893-9454.
Phoa, Wesley; Shearer, Michael (1997-12-31). "A Note on Arbitrary Yield Curve Reshaping Sensitivities Using Key Rate Durations". The Journal of Fixed Income. 7 (3): 67–71. doi:10.3905/jfi.1997.408212. ISSN 1059-8596.
Livingston, Miles (1979-03-01). "Bond Taxation and the Shape of the Yield‐to‐Maturity Curve". The Journal of Finance. 34 (1): 189–196. doi:10.1111/j.1540-6261.1979.tb02079.x. ISSN 0022-1082.
Fong, H. Gifford; Vasicek, Oldrich A. (1991-07-31). "Fixed–income volatility management". The Journal of Portfolio Management. 17 (4): 41–46. doi:10.3905/jpm.1991.409345. ISSN 0095-4918.
Fabozzi, Frank J., ed. (2008-09-15). Handbook of Finance (1 ed.). Wiley. doi:10.1002/9780470404324.hof003014. ISBN 978-0-470-04256-4.
Shea, Gary S. (1984). "Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations". The Journal of Financial and Quantitative Analysis. 19 (3): 253–269. doi:10.2307/2331089. ISSN 0022-1090.
Geiger, Felix (2011), Geiger, Felix (ed.), "The Theory of the Term Structure of Interest Rates", The Yield Curve and Financial Risk Premia: Implications for Monetary Policy, Lecture Notes in Economics and Mathematical Systems, Berlin, Heidelberg: Springer, pp. 43–82, doi:10.1007/978-3-642-21575-9_3, ISBN 978-3-642-21575-9, retrieved 2023-11-06
Swishchuk, Anatoliy (2009-01-04). "Levy-Based Interest Rate Derivatives: Change of Time Method and PIDEs" (PDF). Econometrics: Single Equation Models eJournal. doi:10.2139/ssrn.1322532 – via SSRN.
Grantier, Bruce J. (1988-11-01). "Convexity and Bond Performance: The Benter the Better". Financial Analysts Journal. 44 (6): 79–81. doi:10.2469/faj.v44.n6.79. ISSN 0015-198X.
Fong, H. Gifford; Vasicek, Oldrich A. (1991-07-31). "Fixed–income volatility management". The Journal of Portfolio Management. 17 (4): 41–46. doi:10.3905/jpm.1991.409345. ISSN 0095-4918.
Smit, Linda; Swart, Barbara (2006-01-31). "Calculating the Price of Bond Convexity". The Journal of Portfolio Management. 32 (2): 99–106. doi:10.3905/jpm.2006.611809. ISSN 0095-4918.
Fabozzi, Frank J., ed. (2008-09-15). Handbook of Finance (1 ed.). Wiley. doi:10.1002/9780470404324.hof003014. ISBN 978-0-470-04256-4.
Choudhry, Moorad (2004-01-01), Choudhry, Moorad (ed.), "3 - The dynamics of asset prices", Advanced Fixed Income Analysis, Oxford: Butterworth-Heinemann, pp. 35–54, doi:10.1016/b978-075066263-5.50005-7, ISBN 978-0-7506-6263-5, retrieved 2023-11-06
Miltersen, Kristian R.; Schwartz, Eduardo S. (1998). "Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates". The Journal of Financial and Quantitative Analysis. 33 (1): 33–59. doi:10.2307/2331377. ISSN 0022-1090.

iop.org

iopscience.iop.org

Pelsser, Antoon (2003-02-04). "Mathematical foundation of convexity correction". Quantitative Finance. 3 (1). doi:10.1088/1469-7688/3/1/306/meta. eISSN 1469-7696. Retrieved 2023-09-30.

jstor.org

Shea, Gary S. (1984). "Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations". The Journal of Financial and Quantitative Analysis. 19 (3): 253–269. doi:10.2307/2331089. ISSN 0022-1090.
Miltersen, Kristian R.; Schwartz, Eduardo S. (1998). "Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates". The Journal of Financial and Quantitative Analysis. 33 (1): 33–59. doi:10.2307/2331377. ISSN 0022-1090.

oup.com

academic.oup.com

Dai, Qiang; Singleton, Kenneth J.; Yang, Wei (2007-04-12). "Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields". Review of Financial Studies. 20 (5): 1669–1706. doi:10.1093/rfs/hhm021. ISSN 0893-9454.

pm-research.com

Phoa, Wesley; Shearer, Michael (1997-12-31). "A Note on Arbitrary Yield Curve Reshaping Sensitivities Using Key Rate Durations". The Journal of Fixed Income. 7 (3): 67–71. doi:10.3905/jfi.1997.408212. ISSN 1059-8596.
Fong, H. Gifford; Vasicek, Oldrich A. (1991-07-31). "Fixed–income volatility management". The Journal of Portfolio Management. 17 (4): 41–46. doi:10.3905/jpm.1991.409345. ISSN 0095-4918.
Fong, H. Gifford; Vasicek, Oldrich A. (1991-07-31). "Fixed–income volatility management". The Journal of Portfolio Management. 17 (4): 41–46. doi:10.3905/jpm.1991.409345. ISSN 0095-4918.
Smit, Linda; Swart, Barbara (2006-01-31). "Calculating the Price of Bond Convexity". The Journal of Portfolio Management. 32 (2): 99–106. doi:10.3905/jpm.2006.611809. ISSN 0095-4918.

sagepub.com

journals.sagepub.com

Udegbunam, Raphael I.; Oaikhenan, Hassan E. (2012-03-13). "Interest Rate Risk of Stock Prices in Nigeria: Empirical Test of the Duration and Convexity Model". Journal of Emerging Market Finance. 11 (1): 93–113. doi:10.1177/097265271101100104. ISSN 0972-6527.

sciencedirect.com

Choudhry, Moorad (2004-01-01), Choudhry, Moorad (ed.), "3 - The dynamics of asset prices", Advanced Fixed Income Analysis, Oxford: Butterworth-Heinemann, pp. 35–54, doi:10.1016/b978-075066263-5.50005-7, ISBN 978-0-7506-6263-5, retrieved 2023-11-06

ssrn.com

papers.ssrn.com

Swishchuk, Anatoliy (2009-01-04). "Levy-Based Interest Rate Derivatives: Change of Time Method and PIDEs" (PDF). Econometrics: Single Equation Models eJournal. doi:10.2139/ssrn.1322532 – via SSRN.

tandfonline.com

Brooks, Robert; Attinger, Bill (1992-07-01). "Using Duration and Convexity in the Analysis of Callable Convertible Bonds". Financial Analysts Journal. 48 (4): 74–77. doi:10.2469/faj.v48.n4.74. ISSN 0015-198X.
Grantier, Bruce J. (1988-11-01). "Convexity and Bond Performance: The Benter the Better". Financial Analysts Journal. 44 (6): 79–81. doi:10.2469/faj.v44.n6.79. ISSN 0015-198X.

taylorfrancis.com

Weil, Lawrence Fisher, Roman L. (1982), "Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*", Bond Duration and Immunization, Routledge, doi:10.4324/9781315145976-11/coping-risk-interest-rate-fluctuations-returns-bondholders-na%C3%AFve-optimal-strategies-lawrence-fisher-roman-weil, ISBN 978-1-315-14597-6, retrieved 2023-10-02{{citation}}: CS1 maint: multiple names: authors list (link)

wiley.com

onlinelibrary.wiley.com

Livingston, Miles (1979-03-01). "Bond Taxation and the Shape of the Yield‐to‐Maturity Curve". The Journal of Finance. 34 (1): 189–196. doi:10.1111/j.1540-6261.1979.tb02079.x. ISSN 0022-1082.
Fabozzi, Frank J., ed. (2008-09-15). Handbook of Finance (1 ed.). Wiley. doi:10.1002/9780470404324.hof003014. ISBN 978-0-470-04256-4.
Fabozzi, Frank J., ed. (2008-09-15). Handbook of Finance (1 ed.). Wiley. doi:10.1002/9780470404324.hof003014. ISBN 978-0-470-04256-4.

worldcat.org

search.worldcat.org

Brooks, Robert; Attinger, Bill (1992-07-01). "Using Duration and Convexity in the Analysis of Callable Convertible Bonds". Financial Analysts Journal. 48 (4): 74–77. doi:10.2469/faj.v48.n4.74. ISSN 0015-198X.
Pelsser, Antoon (2003-02-04). "Mathematical foundation of convexity correction". Quantitative Finance. 3 (1). doi:10.1088/1469-7688/3/1/306/meta. eISSN 1469-7696. Retrieved 2023-09-30.
Udegbunam, Raphael I.; Oaikhenan, Hassan E. (2012-03-13). "Interest Rate Risk of Stock Prices in Nigeria: Empirical Test of the Duration and Convexity Model". Journal of Emerging Market Finance. 11 (1): 93–113. doi:10.1177/097265271101100104. ISSN 0972-6527.
Dai, Qiang; Singleton, Kenneth J.; Yang, Wei (2007-04-12). "Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields". Review of Financial Studies. 20 (5): 1669–1706. doi:10.1093/rfs/hhm021. ISSN 0893-9454.
Phoa, Wesley; Shearer, Michael (1997-12-31). "A Note on Arbitrary Yield Curve Reshaping Sensitivities Using Key Rate Durations". The Journal of Fixed Income. 7 (3): 67–71. doi:10.3905/jfi.1997.408212. ISSN 1059-8596.
Livingston, Miles (1979-03-01). "Bond Taxation and the Shape of the Yield‐to‐Maturity Curve". The Journal of Finance. 34 (1): 189–196. doi:10.1111/j.1540-6261.1979.tb02079.x. ISSN 0022-1082.
Fong, H. Gifford; Vasicek, Oldrich A. (1991-07-31). "Fixed–income volatility management". The Journal of Portfolio Management. 17 (4): 41–46. doi:10.3905/jpm.1991.409345. ISSN 0095-4918.
Shea, Gary S. (1984). "Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations". The Journal of Financial and Quantitative Analysis. 19 (3): 253–269. doi:10.2307/2331089. ISSN 0022-1090.
Grantier, Bruce J. (1988-11-01). "Convexity and Bond Performance: The Benter the Better". Financial Analysts Journal. 44 (6): 79–81. doi:10.2469/faj.v44.n6.79. ISSN 0015-198X.
Fong, H. Gifford; Vasicek, Oldrich A. (1991-07-31). "Fixed–income volatility management". The Journal of Portfolio Management. 17 (4): 41–46. doi:10.3905/jpm.1991.409345. ISSN 0095-4918.
Smit, Linda; Swart, Barbara (2006-01-31). "Calculating the Price of Bond Convexity". The Journal of Portfolio Management. 32 (2): 99–106. doi:10.3905/jpm.2006.611809. ISSN 0095-4918.
Miltersen, Kristian R.; Schwartz, Eduardo S. (1998). "Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates". The Journal of Financial and Quantitative Analysis. 33 (1): 33–59. doi:10.2307/2331377. ISSN 0022-1090.