Duration Gap Analysis
Duration Gap Analysis is a financial risk assessment model used in agricultural economics that measures the sensitivity of an institution's net worth to changes in interest rates by comparing the weighted-average durations of its interest-sensitive assets and liabilities.
25
Publications
1.2K
Citations
58
Authors
42
Institutions
Publications per year
2017–2026
6
25
The Hunt for Duration: Not Waving but Drowning?
Dietrich Domanski, Hyun Song Shin, Vladyslav Sushko · IMF Economic Review · 2017 · 94 citations
1–5 of 25
58
2
h-index
2
h-index
2
h-index
University of North Carolina at Chapel Hill, United States
2 publications · 124 citations
2
h-index
University of North Carolina at Chapel Hill, United States
2 publications · 124 citations
2
h-index
1–5 of 58
42
Google (United States)
Mountain View, United States
4 h-index
14 publications
860 citations
University of North Carolina at Chapel Hill
Chapel Hill, United States
2 h-index
6 publications
372 citations
Duke University
Durham, United States
2 h-index
4 publications
170 citations
Bank for International Settlements
Basel, Switzerland
2 h-index
6 publications
339 citations
Duke University Hospital
Durham, United States
1 h-index
1 publications
38 citations

International Islamic University Malaysia
Kuala Lumpur, Malaysia
1 h-index
1 publications
15 citations
Florida International University
Miami, United States
1 h-index
1 publications
14 citations

The University of Melbourne
Melbourne, Australia
1 h-index
2 publications
106 citations
1–8 of 42
JSLHR · 4 publications · 276 citations
4
h-index
Repository · 2 publications · 59 citations
2
h-index
FAJ · 2 publications · 45 citations
2
h-index
JASA · 2 publications · 105 citations
2
h-index
1 publications · 15 citations
1
h-index
1–5