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

Authors

58

  1. GG
    George G. Kaufman

    Loyola University Chicago, United States

    2 publications · 49 citations

    2

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  2. GO
    G. O. Bierwag

    University of Arizona, United States

    2 publications · 49 citations

    2

    h-index

  3. VS
    Vladyslav Sushko

    Bank for International Settlements, Switzerland

    2 publications · 113 citations

    2

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  4. JH
    John H. Grose

    University of North Carolina at Chapel Hill, United States

    2 publications · 124 citations

    2

    h-index

  5. JW
    Joseph W. Hall

    University of North Carolina at Chapel Hill, United States

    2 publications · 124 citations

    2

    h-index

1–5 of 58

Venues

  1. Journal of Speech Language and Hearing Research

    JSLHR · 4 publications · 276 citations

    4

    h-index

  2. SSRN Electronic Journal

    Repository · 2 publications · 59 citations

    2

    h-index

  3. Financial Analysts Journal

    FAJ · 2 publications · 45 citations

    2

    h-index

  4. The Journal of the Acoustical Society of America

    JASA · 2 publications · 105 citations

    2

    h-index

  5. Pacific-Basin Finance Journal

    1 publications · 15 citations

    1

    h-index

1–5