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Economic Research-Ekonomska Istraživanja Volume 26, 2013 - Issue 3
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Original Articles

Interest Rate Risk of Bond Prices on Macedonian Stock Exchange - Empirical Test of the Duration, Modified Duration and Convexity and Bonds Valuation

KAmatni Rizik Cijena Obveznica Na Makedonskoj Burzi – Empirijski Test Trajanja, Promjene Trajanja, Konveksnosti I Procjene Vrijednosti Obveznica

Zoran Ivanovski Full Professor, Ph. D, University of Tourism and Management in Skopje, Faculty of Economics, Skopje, Republic of Macedonia, [email protected]
,
Toni Draganov Stojanovskib Associate Professor, University for Information Science and Technology St Paul the Apostle, Ohrid, Republic of Macedonia, [email protected]
&
Nadica Ivanovska Assistant Professor, Central Cooperative Bank,1000Skopje, Republic of Macedonia, [email protected]
Pages 47-62 | Received 15 Jul 2012, Accepted 15 Apr 2013, Published online: 09 Nov 2015

Citations (4)

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Read on this site (1)

Marinko Škare & Lorena Mošnja-Škare. (2015) Gibson paradox revisited – liquidity chain effect. Journal of Business Economics and Management 16:3, pages 510-528.
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Articles from other publishers (3)

N. V. Popova. (2022) Interest Rate Risk of Bonds in the Condition of a Changing Key Rate. Finance: Theory and Practice 26:3, pages 186-195.
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Milijana Novović Burić, Vladimir Kašćelan, Milivoje Radović & Ana Lalević Filipović. (2018) Mechanisms of Protection from Interest Rate Risk with Reference to the Life Insurance Market in Montenegro. Journal of Central Banking Theory and Practice 7:1, pages 17-42.
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Serhat Yuksel & Sinemis Zengin. (2016) Identifying the Determinants of Interest Rate Risk of the Banks. International Journal of Research in Business and Social Science (2147- 4478) 5:6, pages 12-28.
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