Bond duration (English Wikipedia)

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

refsWebsite

Global rank English rank

12doi.org

2^nd place

11worldcat.org

5^th place

5jstor.org

26^th place

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4tandfonline.com

507^th place

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2web.archive.org

1^st place

2bloomberg.com

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1ssrn.com

703^rd place

501^st place

1cfastudyguide.com

low place

1wiley.com

222^nd place

297^th place

1books.google.com

3^rd place

1pm-research.com

low place

1wolfram.com

513^th place

537^th place

1semanticscholar.org

11^th place

8^th place

1soa.org

low place

1magnateinvest.com

low place

1doubleline.com

low place

bloomberg.com

Chappatta, Brian (9 January 2020). "This Is the Scariest Gauge for the Bond Market". Bloomberg Opinion. Archived from the original on 2020-02-20. Retrieved 23 April 2022.
Chappatta, Brian (14 January 2021). "Bond Market's Scariest Gauge Is Worse Than Ever". Bloomberg Opinion. Archived from the original on 10 March 2021. Retrieved 23 April 2022.

books.google.com

Fabozzi, Frank J. (2015-10-23). Capital Markets: Institutions, Instruments, and Risk Management. MIT Press. ISBN 978-0-262-33159-3.

cfastudyguide.com

"Macaulay Duration, Money Duration and Modified Duration". cfastudyguide.com. Retrieved 10 December 2021.

doi.org

Hilliard, Jimmy E. (1984). "Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects". The Journal of Finance. 39 (5). Wiley: 1547–1569. doi:10.1111/j.1540-6261.1984.tb04924.x. ISSN 0022-1082.
Grantier, Bruce J. (1988). "Convexity and Bond Performance: The Benter the Better". Financial Analysts Journal. 44 (6). Taylor & Francis: 79–81. doi:10.2469/faj.v44.n6.79. ISSN 0015-198X.
Khang, Chulsoon (1979). "Bond Immunization When Short-Term Interest Rates Fluctuate More than Long-Term Rates". The Journal of Financial and Quantitative Analysis. 14 (5): 1085–1090. doi:10.2307/2330309. ISSN 0022-1090. JSTOR 2330309.
de Faro, Clovis (1981-01-05). "Closed-Form Expressions for the Approximate Evaluation of Interest Rates: Extensions to the Geometric Sequence of Payments Case". The Engineering Economist. 27 (1). Taylor & Francis: 80–89. doi:10.1080/00137918108956025. ISSN 0013-791X.
Cox, John C.; Ingersoll, Jonathan E.; Ross, Stephen A. (1979). "Duration and the Measurement of Basis Risk". The Journal of Business. 52 (1). JSTOR: 51–61. doi:10.1086/296033. ISSN 0021-9398. JSTOR 2352663.
Babcock, Guilford C. (1984-10-31). "Duration as a link between yield and value* : A summary". The Journal of Portfolio Management. 11 (1): 97–98. doi:10.3905/jpm.1984.408981. ISSN 0095-4918.
Howard Finch, J.; Payne, Thomas H. (1996). "Discount Rate Choice and the Application of Duration for Capital Budgeting Decisions". The Engineering Economist. 41 (4). Taylor & Francis: 369–375. doi:10.1080/00137919608967502. ISSN 0013-791X.
Handforth, Frank (2004-01-01). "Duration and Convexity of Mortgages in the Context of Real Estate Investment Analysis". Journal of Real Estate Portfolio Management. 10 (3): 187–202. doi:10.1080/10835547.2004.12089702. ISSN 1083-5547.
Stutzer, Michael (1989). "Review of Bond Markets, Analysis and Strategies". The Journal of Finance. 44 (4): 1108–1110. doi:10.2307/2328630. ISSN 0022-1082. JSTOR 2328630.
Yawitz, Jess B. (1977). "The Relative Importance of Duration and Yield Volatility on Bond Price Volatility: Comment". Journal of Money, Credit and Banking. 9 (1): 97–102. doi:10.2307/1992003. ISSN 0022-2879. JSTOR 1992003 – via JSTOR.
Colin Dodds, J. (1982-01-01). "The Term Structure of Interest Rates: a Survey of the Theories and Empirical Evidence". Managerial Finance. 8 (2). Emerald Group Publishing: 22–31. doi:10.1108/eb013503. ISSN 0307-4358.
Ho, Thomas S.Y. (September 1992). "Key Rate Durations: Measures of Interest Rate Risks". Journal of Fixed Income. 2 (2): 29–44. doi:10.3905/jfi.1992.408049. S2CID 154576274.

doubleline.com

Sherman, Jeffrey. "The Sherman Ratio" (PDF). DoubleLine Capital. Retrieved 15 February 2021.

jstor.org

Khang, Chulsoon (1979). "Bond Immunization When Short-Term Interest Rates Fluctuate More than Long-Term Rates". The Journal of Financial and Quantitative Analysis. 14 (5): 1085–1090. doi:10.2307/2330309. ISSN 0022-1090. JSTOR 2330309.
Cox, John C.; Ingersoll, Jonathan E.; Ross, Stephen A. (1979). "Duration and the Measurement of Basis Risk". The Journal of Business. 52 (1). JSTOR: 51–61. doi:10.1086/296033. ISSN 0021-9398. JSTOR 2352663.
Stutzer, Michael (1989). "Review of Bond Markets, Analysis and Strategies". The Journal of Finance. 44 (4): 1108–1110. doi:10.2307/2328630. ISSN 0022-1082. JSTOR 2328630.
Yawitz, Jess B. (1977). "The Relative Importance of Duration and Yield Volatility on Bond Price Volatility: Comment". Journal of Money, Credit and Banking. 9 (1): 97–102. doi:10.2307/1992003. ISSN 0022-2879. JSTOR 1992003 – via JSTOR.
"Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies." Lawrence Fisher and Roman L. Weil; Journal of Business, 1971, 44(4), pp. 408-31. JSTOR 2352056

magnateinvest.com

"Magnate Invest Blog". magnateinvest.com. Retrieved 2022-07-08.

pm-research.com

Babcock, Guilford C. (1984-10-31). "Duration as a link between yield and value* : A summary". The Journal of Portfolio Management. 11 (1): 97–98. doi:10.3905/jpm.1984.408981. ISSN 0095-4918.

semanticscholar.org

api.semanticscholar.org

Ho, Thomas S.Y. (September 1992). "Key Rate Durations: Measures of Interest Rate Risks". Journal of Fixed Income. 2 (2): 29–44. doi:10.3905/jfi.1992.408049. S2CID 154576274.

soa.org

Reitano, Robert R. (January 1991). "Multivariate Duration Analysis" (PDF). Transactions of the Society of Actuaries. XLIII: 335–391.

ssrn.com

papers.ssrn.com

Coleman, Thomas (15 January 2011). "A Guide to Duration, DV01, and Yield Curve Risk Transformations". SSRN 1733227.

tandfonline.com

Grantier, Bruce J. (1988). "Convexity and Bond Performance: The Benter the Better". Financial Analysts Journal. 44 (6). Taylor & Francis: 79–81. doi:10.2469/faj.v44.n6.79. ISSN 0015-198X.
de Faro, Clovis (1981-01-05). "Closed-Form Expressions for the Approximate Evaluation of Interest Rates: Extensions to the Geometric Sequence of Payments Case". The Engineering Economist. 27 (1). Taylor & Francis: 80–89. doi:10.1080/00137918108956025. ISSN 0013-791X.
Howard Finch, J.; Payne, Thomas H. (1996). "Discount Rate Choice and the Application of Duration for Capital Budgeting Decisions". The Engineering Economist. 41 (4). Taylor & Francis: 369–375. doi:10.1080/00137919608967502. ISSN 0013-791X.
Handforth, Frank (2004-01-01). "Duration and Convexity of Mortgages in the Context of Real Estate Investment Analysis". Journal of Real Estate Portfolio Management. 10 (3): 187–202. doi:10.1080/10835547.2004.12089702. ISSN 1083-5547.

web.archive.org

Chappatta, Brian (9 January 2020). "This Is the Scariest Gauge for the Bond Market". Bloomberg Opinion. Archived from the original on 2020-02-20. Retrieved 23 April 2022.
Chappatta, Brian (14 January 2021). "Bond Market's Scariest Gauge Is Worse Than Ever". Bloomberg Opinion. Archived from the original on 10 March 2021. Retrieved 23 April 2022.

wiley.com

onlinelibrary.wiley.com

Hilliard, Jimmy E. (1984). "Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects". The Journal of Finance. 39 (5). Wiley: 1547–1569. doi:10.1111/j.1540-6261.1984.tb04924.x. ISSN 0022-1082.

wolfram.com

demonstrations.wolfram.com

"Macaulay Duration" by Fiona Maclachlan, The Wolfram Demonstrations Project.

worldcat.org

Hilliard, Jimmy E. (1984). "Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects". The Journal of Finance. 39 (5). Wiley: 1547–1569. doi:10.1111/j.1540-6261.1984.tb04924.x. ISSN 0022-1082.
Grantier, Bruce J. (1988). "Convexity and Bond Performance: The Benter the Better". Financial Analysts Journal. 44 (6). Taylor & Francis: 79–81. doi:10.2469/faj.v44.n6.79. ISSN 0015-198X.
Khang, Chulsoon (1979). "Bond Immunization When Short-Term Interest Rates Fluctuate More than Long-Term Rates". The Journal of Financial and Quantitative Analysis. 14 (5): 1085–1090. doi:10.2307/2330309. ISSN 0022-1090. JSTOR 2330309.
de Faro, Clovis (1981-01-05). "Closed-Form Expressions for the Approximate Evaluation of Interest Rates: Extensions to the Geometric Sequence of Payments Case". The Engineering Economist. 27 (1). Taylor & Francis: 80–89. doi:10.1080/00137918108956025. ISSN 0013-791X.
Cox, John C.; Ingersoll, Jonathan E.; Ross, Stephen A. (1979). "Duration and the Measurement of Basis Risk". The Journal of Business. 52 (1). JSTOR: 51–61. doi:10.1086/296033. ISSN 0021-9398. JSTOR 2352663.
Babcock, Guilford C. (1984-10-31). "Duration as a link between yield and value* : A summary". The Journal of Portfolio Management. 11 (1): 97–98. doi:10.3905/jpm.1984.408981. ISSN 0095-4918.
Howard Finch, J.; Payne, Thomas H. (1996). "Discount Rate Choice and the Application of Duration for Capital Budgeting Decisions". The Engineering Economist. 41 (4). Taylor & Francis: 369–375. doi:10.1080/00137919608967502. ISSN 0013-791X.
Handforth, Frank (2004-01-01). "Duration and Convexity of Mortgages in the Context of Real Estate Investment Analysis". Journal of Real Estate Portfolio Management. 10 (3): 187–202. doi:10.1080/10835547.2004.12089702. ISSN 1083-5547.
Stutzer, Michael (1989). "Review of Bond Markets, Analysis and Strategies". The Journal of Finance. 44 (4): 1108–1110. doi:10.2307/2328630. ISSN 0022-1082. JSTOR 2328630.
Yawitz, Jess B. (1977). "The Relative Importance of Duration and Yield Volatility on Bond Price Volatility: Comment". Journal of Money, Credit and Banking. 9 (1): 97–102. doi:10.2307/1992003. ISSN 0022-2879. JSTOR 1992003 – via JSTOR.
Colin Dodds, J. (1982-01-01). "The Term Structure of Interest Rates: a Survey of the Theories and Empirical Evidence". Managerial Finance. 8 (2). Emerald Group Publishing: 22–31. doi:10.1108/eb013503. ISSN 0307-4358.