uncovered interest parity 公式uncovered interest parity公式 无套利利率平价(Uncovered Interest Parity,UIP)是一种国际金融理论,用于描述汇率和利率之间的关系。根据无套利利率平价理论,投资者在国际货币市场上没有套利机会,即外汇市场利率与利率之间的差异应该等于预期汇率变动的比例。 无套利利率平价
无抛补利率平价 (Uncovered Interest Rate Parity, UIP)是一个可以用作预测汇率变化的利率平价。在这个定律下,投资者的套利行为会令同一资产以不同货币计价的收益率趋向一致,也就是所谓的“一价定律”,并保证了这个定律适用于国际金融市场。 或许大多数人在看到这个定义的时候都会觉得很抽象,始终无法理解其名字与含义...
解析 正确答案:非套补的利率平价(Uncovered Interest Parity,UIP):预期的外汇汇率变动率Eρ等于两国货币利率之差,即Eρ=id-if。如果本国利率高于外国利率,则意味着市场预期本币在未来将贬值;如果本国利率低于外国利率,则意味着市场预期本币在未来将升值。 涉及知识点:汇率基础理论...
非抛补利率平价理论，作为与抛补利率平价相对的一种汇率决定理论，主要从利息率差异的角度来解释汇率的决定。当两国之间的利息率存在差异时，套利资金会在两国间流动，以期获得更高的收益，从而影响并决定均衡汇率水平。非抛补利率平价理论下的投资者愿意承担风险，不会仅仅买入一种货币而不卖出相应的远期合...
Using interest rates on longer-maturity bonds, they found much more support for uncovered interest parity implying that long term carry trade is not feasible. Time differential effects of credit yield spread and interest rate differential on the currency carry trade return: the case of Japanese yen...
If uncovered interest parity, (1), held, we would have:Etst+1-st=γ0US+γ1USπtUS+γ2USỹtUS-(γ0∗+γ1∗πt∗+γ2∗ỹt∗). For example, higher U.S. inflation should predict the dollar will depreciate (Etst+1-st>0). However, Molodtsova and Papell (hereinafter,...
The Uncovered Interest Parity theory, predicated on perfect capital mobility and a floating exchange rate regime, faces challenges in real-world contexts marked by capital restrictions and diverse exchange rate regimes. This research investigates the validity of the UIP hypothesis in selected OECD countri...
Understanding Uncovered Interest Rate Parity (UIP) Uncovered interest rate parity is related to the "law of one price." This economic theory states that the price of an identical security, commodity, or product traded anywhere in the world should have the same price regardless of location when ...
“在uncovered interest parity的公式里：预期的汇率变动率等于两国货币利率之差。利率低的国家的货币，...
interest parity 利息平价 uncovered interest arbitrage 未涵盖利息套利;未补进利率套利;未冲销利息套汇利用两种币别的资金利率差价,将资金转成高报酬率的货币,以赚取利润的外汇操作,且此操作并没有同时透过远期外汇市场避险。参见:covered inter parity rate 平价指数 rate of interest 利率 interest rate n. 1...