解析 正确答案:套补的利率平价(Covered Interest Parity,CIP):两国货币远期汇率由两国利率水平差异决定的一种理论。外汇汇率的远期升贴水率ρ等于两国货币利率之差,即ρ=id-if,如果本国利率id高于外国利率if则本币在远期将贬值;如果本国利率低于外国利率,则本币在远期将升值。 涉及知识点:汇率基础理论...
What is new about covered interest parity condition in the european union? evidence from fractal cross-correlation regressions. Phys- ica A 2017;486:554-66.Ferreira, P. and L. Kristoufek (2017) "What is new about covered interest parity condition in the European Union? Evidence from fractal...
interest raten. 1.利率 exchange rate parity【经】 外汇平价 相似单词 interest rateadj. 利率 coveredadj. 1.[covered in/with sth]大量 2.有遮盖物的,(尤指)有顶的 Parityn. 奇偶校验 n. 同等,同格,同位,平价 parityn. 1.同等,相等,对等 2.【自】奇偶校验 ...
Interest rate parity is an arbitrage condition,which says that the returns from borrowing in one currency,exchanging that currency for another currency and investing in interest-bearing instruments of the second currency,while simultaneously purchasing futures contracts to convert the currency back at the...
Covered interest rate parity refers to a theoretical condition in which the relationship between interest rates and the spot and forward currency values of two countries are in equilibrium.
抛补利率平价(Covered Interest Rate Parity,CIRP) 抛补利率平价含义： （1）本国利率高于（低于）外国利率的差额等于本国货币的 远期贴 水 （ 升水 ）。
Based on the new model, we develop a modified covered interest parity (CIP) condition, which features multiple neutral bands associated with both transaction costs and differential borrowing costs. In addition, we apply the notion of ‘arbitrage paradox’ to test market efficiency. In particular, ...
Covered interest parity occurs when the two sides of the equation are equal: 1 + . . = 1(1 + . . ) . The above is an exact form of covered interest parity, but there is a very handy approximation which is easier to calculate and helps with interpretation. This approximation ...
Interest rate parity 中covered和uncovered有什么区别呢 添加评论 0 0 1 个答案 笛子_品职助教 · 2024年05月28日 嗨,努力学习的PZer你好: covered是指使用forward,来对冲汇率波动的风险,因此汇率风险是覆盖的(covered)。汇率风险被forward锁定,投资者不面临汇率波动风险。 uncovered是指不使用forward来对冲...