How Well Does Duration Measure Interest Rate Risk?

• 31 March 1992
• journal article
• Published by With Intelligence LLC in The Journal of Fixed Income
• Vol. 1  (4) , 43-51
• https://doi.org/10.3905/jfi.1992.408032

Abstract

Keywords

• RATE RISK
• DURATION MEASURE
• MEASURE INTEREST
• INTEREST RATE
• WELL