Properties of the Duration Vector in the Polish and German Bonds’ Markets

Agata Kliber

Chapter 6 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2007, vol. 5, pp 93-106 from University of Lodz

Abstract: A. Kliber (Chapter 6) compares the dynamics of the polynomial term structure for bonds in Poland and Germany. Arguments for selecting low duration and high convexity in both markets basing on modern bond’s risk measures are presented.

Keywords: Bond market; Properties of the Duration Vector; Bond Risk Measures (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2007
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