Keynes implicitly used the concept of duration to analyze the impacts of expected changes
in the price of a perpetual bond and coupon payments that led to his “square rule.” Keynes's …

The value of Macaulay duration, probably the most widely used quantification method for
measuring interest rate sensitivity of bonds, could roughly be financially interpreted as a …

The aim of this article is to complement the existing economic and financial strand of the
literature by defining three alternative regimes of the clean price volatility of a bond with …

The Macaulay Duration could be roughly interpreted as the percentage change of a bond
price if the shift of interest rate equals 1% along the whole zero-coupon curve; which is …

Convexity is the degree to which small changes in the characteristics of an investment cause
large changes in the investment's value. The convexity of an investment is a primary driver of …

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