Interest rate risk of bond prices on Macedonian Stock Exchange - empirical test of the duration, modified duration and convexity and bonds valuation
Zoran Ivanovski, Toni Draganov Stojanovski, Nadica Ivanovska
| Year of publication: |
2013
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|---|---|
| Authors: | Ivanovski, Zoran ; Stojanovski, Toni Draganov ; Ivanovska, Nadica |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 26.2013, 3, p. 47-62
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| Subject: | treasury bonds | risk-free | valuation | intrinsic value | duration | convexity | Anleihe | Bond | Zinsrisiko | Interest rate risk | Börsenkurs | Share price | Theorie | Theory | Schätzung | Estimation | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Dauer | Duration | CAPM | Staatspapier | Government securities | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010196415