'Uncovered interest rate parity' diaporamas de présentation

Katarina Juselius Department of Economics University of Copenhagen

Katarina Juselius Department of Economics University of Copenhagen. Economic theory: Shock structure, equilibrium relations, and expectations formation. Model-based rational expectations: a tool to ensure theoretical consistency Principles for taking such models to the data

547 views • 45 slides

The Money Supply, Interest Rates, and the Exchange Rate

1.37k views • 40 slides

Week 3

510 views • 29 slides

International Monetary Economics

International Monetary Economics. ASSET MARKETS A REVIEW. Key Concepts. Convenient References. What are Asset Markets?. Properties of Assets. No-profit condition. CIP. How to solve for the CIP condition?. How to eliminate the risk?. A Perfect Hedge. CIP condition.

386 views • 28 slides

International Finance FINA 5331 Lecture 13: Uncovered Interest Rate Parity,

International Finance FINA 5331 Lecture 13: Uncovered Interest Rate Parity, Purchasing Power Parity Aaron Smallwood Ph.D. FRUH and UIP. F t = E(S t+1 ) if investors are risk neutral.

545 views • 25 slides

The Mundell-Fleming model

The Mundell-Fleming model. From IS-LM to Mundell-Fleming Policy in an open economy. The Mundell-Fleming model. Last week we introduced the basic elements required to analyse an open economy The current account: imports and exports The capital account: saving/investment flows

1.44k views • 24 slides

Topic 5: The Real Exchange Rate

340 views • 15 slides

Purchasing Power Parity Interest Rate Parity

Purchasing Power Parity Interest Rate Parity. International Corporate Finance P.V. Viswanath. Learning Objectives. Law of One Price How arbitrage links good prices and asset returns Relations between spot and forward exchange rates, inflation rates and interest rates

939 views • 13 slides

Purchasing Power Parity Interest Rate Parity

Purchasing Power Parity Interest Rate Parity. International Corporate Finance P.V. Viswanath. Learning Objectives. Law of One Price How arbitrage links good prices and asset returns Relations between spot and forward exchange rates, inflation rates and interest rates

683 views • 13 slides