1. Bierwag, Gerald O.Duration Analysis: Managing Interest Rate Risk. Cambridge, MA: Ballinger Publishing Co., 1987, ch. on the fundamentals of duration analysis and ch. 9 on duration gaps and depository institutions.
2. Bierwag, Gerald O., and Kaufman, George G. ?A Proposal for Federal Deposit Insurance with Risk Sensitive Premiums.? In:Bank Structure and Competition: Conference Proceedings, Federal Reserve Bank of Chicago, May 1983, pp. 223?242; a more detailed version of this paper is published as a Staff Memorandum, 82-3, Federal Reserve Bank of Chicago (March 1983).
3. Bierwag, Gerald O.. ?Interest Rate Risk Management Game?DGAME II.? Department of Finance, School of Business, Loyola University, Chicago. This is a tutorial on duration gaps.
4. Gierwag, Gerald O., ?Duration Gaps for Financial Institutions.?Financial Analysts Journal (March-April 1985), 68?71.
5. Bierwag, Gerald O., ?Duration Gap Models for Measuring and Managing On- and Off-Balance Sheet Interest Rate Risk at Depository Institutions.? A study prepared for the Federal Home Loan Bank Board (September 1989).