What is the impact of liquidity risk on bond prices?

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What is the impact of liquidity risk on bond prices?

The impact of liquidity risk on bond prices is that it tends to decrease the prices of bonds. When there is a higher liquidity risk associated with a bond, investors may demand a higher return or yield to compensate for the increased risk. This higher required yield leads to a decrease in the bond's price. Conversely, when liquidity risk decreases, bond prices tend to increase as investors are willing to accept a lower yield.