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Duration Gap for Financial Institutions
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Duration Gap for Financial Institutions (1985)Duration Gap for Financial InstitutionsMacaulay’s theory of duration: 80-year thematic bibliometric review of the literature (2020)Macaulay’s theory of duration…Benchmark rate risk, duration gap and stress testing in dual banking systems (2018)Benchmark rate risk, duration…Identifying the Determinants of Interest Rate Risk of the Banks (2016)Identifying the Determinants …Interest rate sensitivity of US property/liability insurer stock returns (2011)Interest rate sensitivity of …Duration gaps with futures and swaps for managing interest rate risk at depository institutions (1992)Duration gaps with futures an…Managing interest-rate risk in banking institutions (1989)Managing interest-rate risk i…Duration: Its Development and Use in Bond Portfolio Management (1983)Term Structure Movements and Pricing Interest Rate Contingent Claims (1986)Duration Analysis: Managing Interest Rate Risk. (1988)Risk management with a duration gap approach (2020)Stochastic Programs with Recourse (1967)Prices for State-Contingent Claims: Some Estimates and Applications (1978)A general model of the banking firm under conditions of monopoly, uncertainty, and recourse (1986)Systematic Interest-Rate Risk in a Two-Index Model of Returns (1974)Risk measurement when shares are subject to infrequent trading (1979)The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)Exchange Rate and Interest Rate Exposure of UK Industries Using First‐order Autoregressive Exponential GARCH ‐in‐mean ( EGARCH ‐ M ) Approach (2013)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies (1971)Banks' risk management: a comparison study of UAE national and foreign banks (2007)Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies* (2017)Duration model for maturity gap risk management in Islamic banks (2020)Comparative Study on the Efficiency of Islamic Banks and Conventional Banks During the COVID-19 Outbreak (2025)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)
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  • 2011Interest rate sensitivity of US property/liability insurer stock returns25 cited
  • 1989Managing interest-rate risk in banking institutions24 cited
  • 2016Identifying the Determinants of Interest Rate Risk of the Banks17 cited
  • 2018Benchmark rate risk, duration gap and stress testing in dual banking systems16 cited
  • 2020Macaulay’s theory of duration: 80-year thematic bibliometric review of the literature15 cited
  • 1992Duration gaps with futures and swaps for managing interest rate risk at depository institutions13 cited

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