This paper provides additional evidence on the usefulness of duration as a strategy tool by
developing a two‐factor duration model and by using a reasonably reliable database to …

This paper re-examines the evidence relating to the term structure of interest rates. In Section
I the explanatory power of Modigliani and Sutch's Preferred Nabitat Model [12] is compared …

Duration analysis is now an accepted, if not a necessary, part of every bond portfolio manager’s
toolkit for analyzing interest rate risk. Most of the duration models currently in use are …

During the past few years several money demand functions have been estimated for the
United States. Although these functions may differ on the precise specification of the …

Duration, either single-or multiple-term, is a useful and low-cost measure of internal interest
rate or basis risk that generally is significantly superior to term to maturity. Duration analysis …

I read the book Life Writing and Literary Métissage as an Ethos for Our Times while sitting on
my front porch during a few extended days of fall, resisting the arrival of winter in Nebraska. …