Reserve Bank of India - Mumbai - Nachgewiesen 1998 - 22.2001; 24.2003 - 25.2004; 27.2006 -
financial analysts to measure the
interest rate sensitivity of a bond. Subsequent to the introduction
of duration and convexity … Journal of Financial
Research, Vol. XXVII, No.2, 251-272
Miles Livingston and Lei Zhou (2005), ‘Exponential Duration: A more … becomes all the more important for policy makers
so that effective monetary, credit and fiscal policies could be designed in …