Why is the nominal yield duration generally not comparable to the real yield duration?

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Introduction To Fixed Income Analytics

ISBN: 9780470572139

2nd Edition

Authors: Steven V. Mann, Frank J. Fabozzi

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Question Posted: Apr 30, 2024 01:01 AM

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Why is the nominal yield duration generally not comparable to the real yield duration?

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The nominal yield duration and the real yield duration are not directly comparable because they measure different aspects of bond price sensitivity to ...View the full answer

Introduction To Fixed Income Analytics

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