Perpetual bonds have no maturity date, allowing them to pay interest indefinitely, making them appealing for long-term income. They come in different types, such as government and corporate bonds, ...

When professional investors discuss the credit market, a term that often arises is duration, which is used to measure the sensitivity of a bond’s trading price to changes in interest rates ...

In November, my colleague Eric Jacobson published a Fund Spy article entitled "Bond Duration: An Art, Not a Science." In it, Jacobson listed the imperfections of duration as the predictor of how a ...

Key rate duration measures a bond's sensitivity to shifts in interest rates at specific maturity points along the yield curve ...

What Are Duration and Convexity? Duration and convexity are two tools used to manage the risk exposure of fixed-income investments. Duration measures the bond's sensitivity to interest rate changes.

Bond ETFs are becoming a go-to way to tap the world’s $140 trillion fixed income market. This guide breaks down the main bond ...

A version of this article was published in the November 2015 issue of Morningstar ETFInvestor. Download a complimentary copy of ETFInvestor here. Flaw of Averages Duration, by itself, is a crude ...

Learn how convexity adjustments in bonds affect interest rates and prices using key formulas. Understand their importance in accurately predicting bond price changes.

Bond prices are sensitive to interest rate changes, and bond duration is a measure of just how sensitive. For instance, in Exhibit 1.1 (shown in my last article), an increase in interest rates for the ...

MBS went through an interesting Employment Friday. I know it’s hard to remember back after a long weekend (especially for N.E. fans), but the bond market sold off pretty substantially on Friday after ...