'Interest parity' diaporamas de présentation

Lecture #6

Lecture #6. Studenmund(2006) Chapter 7. Objectives:. 1. Suppressing the intercept 2. Alternative Functional forms 3. Scaling and units of measurement. Estimated relationship Suppressing the intercept. ^. Such an effect potentially biases the ? s and inflates their t-values. Y.

685 views • 56 slides

Chapter 13 Exchange Rates and the Foreign Exchange Market: An Asset Approach

Chapter 13 Exchange Rates and the Foreign Exchange Market: An Asset Approach. Kernel of the Chapter. Exchange Rates and International Transactions The Foreign Exchange Market The Demand for Foreign Currency Assets Equilibrium in the Foreign Exchange Market

888 views • 26 slides

Exchange Rates and Interest Rates

Exchange Rates and Interest Rates. Interest Parity. PPP and IP. Relationship between exchange rates and prices ------ Purchasing Power Parity PPP is expected to hold when there is no arbitrage opportunity in goods markets.

395 views • 25 slides

Exchange Rates and Interest Rates

Exchange Rates and Interest Rates. Interest Parity. PPP and IP. Relationship between exchange rates and prices ------ Purchasing Power Parity PPP is expected to hold when there is no arbitrage opportunity in goods markets.

353 views • 25 slides

International Economics Part 5

International Economics Part 5. Dr. Stefan Kooths BiTS Berlin (winter term 2013/2014) www.kooths.de/bits-ie. Outline. Introduction and Overview Systemizing and Recording Cross-border Economic Activity The Pure Theory of International Trade Trade Policy: Free Trade vs. Protectionism

255 views • 25 slides

COVERED INTEREST PARITY AND COVERED INTEREST ARBITRAGE

449 views • 22 slides

Exchange Rates vs. Interest Rates Sources of Potential Profit

255 views • 17 slides

Chapter 15

Chapter 15. Exchange Rates, Interest Rates, and Interest Parity. Topics to be Covered. Interest Rate Parity Nominal Interest Rate Real Interest Rate Fisher Equation Exchange Rates, Interest Rates, and Inflation Expected Exchange Rates and the Term Structure of Interest Rates.

165 views • 16 slides

ECN 160B Lecture 8 International Macroeconomics

ECN 160B Lecture 8 International Macroeconomics Galina A. Schwartz Department of Economics University of CA, Davis Brief on Money (next lecture) Currencies = Monies Money as a store of value, KO, p. 334 this is one of the functions of money Demand for Currency ~ Demand for Money

481 views • 13 slides

Gold Standard

Gold Standard. Why study the gold standard? Gold Standard is example of super-fixed exchange rate Produced price stability and capital mobility Solved Trilemma by sacrificing monetary autonomy Yet gold standard no longer exists, and will not be restored

256 views • 0 slides