I had to whip this up this morning for a site that had a ton of named anchor tags. There may have been something previously but I missed it. If you highlight the text to link and hit CTRL-SHIFT-A, it will give you a dialog with a suggested name for the anchor. Confirming the dialog after any necessary modifications will create the href link to the anchor and copy the name of the anchor to the clipboard. Then you place the cursor or highlight the text to become the anchor and hit CTRL-SHIFT-A again. It will create the anchor from the clipboard. This makes for rapid index development.
The only drawback is that my current system of using the same keyboard shortcut twice means if you hit undo after pasting the anchor you lose the clipboard and have to start that anchor over from the beginning. It may be wise to separate the two functions, but I didn't want to take up more shortcuts than necessary ;).
Brett