Work

Exponential Duration: a More Accurate Estimation of Interest Rate Risk

Year: 2005

Type: article

Source: The Journal of Financial Research

DOI: 10.1111/j.1475-6803.2005.00128.x

Authors: Miles Livingston, Lei Zhou

Institutions: University of Florida, Northern Illinois University

Language: English

Topic: Risk Management in Financial Firms

Subfield: Accounting

Field: Business, Management and Accounting

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2040213780

FWCI: 1.406

Cites: 10

Cited by: 20

Related to: 10