What is the impact of duration risk on bond prices?

Economics Bonds Questions



80 Short 80 Medium 47 Long Answer Questions Question Index

What is the impact of duration risk on bond prices?

The impact of duration risk on bond prices is that as duration increases, bond prices become more sensitive to changes in interest rates. This means that if interest rates rise, the price of a bond with a longer duration will decrease more than the price of a bond with a shorter duration. Conversely, if interest rates decrease, the price of a bond with a longer duration will increase more than the price of a bond with a shorter duration.