问题如下图:
选项:
A.
B.
C.
解释:
C怎么理解呢?不太明白 另外,汇率和利率直接的升降关系能否讲解一下?
NO.PZ2016010802000212 问题如下 A forwarpremium incates: A.expecteincrease in manfor the base currency. B.the interest rate is higher in the base currenthin the pricurrency. C.the interest rate is higher in the pricurrenthin the base currency. C is correct. To eliminate arbitrage opportunities, the spot exchange rate (S), the forwarexchange rate (F), the interest rate in the base curren( i, anthe interest rate in the pricurren( ip) must satisfy: F/S=(1+ip)/(1+ib)Accorng to this formulthe base currenwill tra forwarpremium (F S) if, anonly if, the interest rate in the pricurrenis higher ththe interest rate in the base curren(ip) (i.考点ForwarPremium anscount解析 F/S=(1+ip)/(1+ib)依据公式如果F大于S,那么标价货币的利率要大于基础货币的利率。C正确,B错误。A说法没有C好,基础货币预期的需求量增加,同时其他条件比如基础货币供给不变的情况下,才会产生 forwarpremium 题目里说higher interest rate will tra a scount, 这是一个考点吗?那题目中是premium的话,不应该pricurreninterest rate低吗?
NO.PZ2016010802000212问题如下A forwarpremium incates: A.expecteincrease in manfor the base currency. B.the interest rate is higher in the base currenthin the pricurrency. C.the interest rate is higher in the pricurrenthin the base currency. C is correct. To eliminate arbitrage opportunities, the spot exchange rate (S), the forwarexchange rate (F), the interest rate in the base curren( i, anthe interest rate in the pricurren( ip) must satisfy: F/S=(1+ip)/(1+ib)Accorng to this formulthe base currenwill tra forwarpremium (F S) if, anonly if, the interest rate in the pricurrenis higher ththe interest rate in the base curren(ip) (i.考点ForwarPremium anscount解析 F/S=(1+ip)/(1+ib)依据公式如果F大于S,那么标价货币的利率要大于基础货币的利率。C正确,B错误。A说法没有C好,基础货币预期的需求量增加,同时其他条件比如基础货币供给不变的情况下,才会产生 forwarpremium嗨,努力学习的PZer你好rx是base currency,ry是pricurrency,当F大于S时,应该是基础货币利率高于标价货币利率才对呀,为什么答案恰恰相反?根据利率平价理论,利率低的货币,汇率预期升值。结合到本题,F S,base currency预期升值,因此,base currency的利率(相对标价货币利率)更低。----------------------------------------------加油吧,让我们一起遇见更好的自己!0-----------------------这题考的是不是F=S(1+RX)/(1+RY)这个考点?我以为F要大,说明RX大于RY,所以BASE RATE PRIRATE,如果是的话,应该错在是我把base和price搞混了?
NO.PZ2016010802000212问题如下A forwarpremium incates: A.expecteincrease in manfor the base currency. B.the interest rate is higher in the base currenthin the pricurrency. C.the interest rate is higher in the pricurrenthin the base currency. C is correct. To eliminate arbitrage opportunities, the spot exchange rate (S), the forwarexchange rate (F), the interest rate in the base curren( i, anthe interest rate in the pricurren( ip) must satisfy: F/S=(1+ip)/(1+ib)Accorng to this formulthe base currenwill tra forwarpremium (F S) if, anonly if, the interest rate in the pricurrenis higher ththe interest rate in the base curren(ip) (i.考点ForwarPremium anscount解析 F/S=(1+ip)/(1+ib)依据公式如果F大于S,那么标价货币的利率要大于基础货币的利率。C正确,B错误。A说法没有C好,基础货币预期的需求量增加,同时其他条件比如基础货币供给不变的情况下,才会产生 forwarpremium
NO.PZ2016010802000212 the interest rate is higher in the base currenthin the pricurrency. the interest rate is higher in the pricurrenthin the base currency. C is correct. To eliminate arbitrage opportunities, the spot exchange rate (S), the forwarexchange rate (F), the interest rate in the base curren( i, anthe interest rate in the pricurren( ip) must satisfy: F/S=(1+ip)/(1+iAccorng to this formulthe base currenwill tra forwarpremium (F > S) if, anonly if, the interest rate in the pricurrenis higher ththe interest rate in the base curren(ip) > (i. 考点ForwarPremium anscount 解析 F/S=(1+ip)/(1+i依据公式如果F大于S,那么标价货币的利率要大于基础货币的利率。C正确,B错误。 A说法没有C好,基础货币预期的需求量增加,同时其他条件比如基础货币供给不变的情况下,才会产生 forwarpremium如题。。。。。。。。。。
NO.PZ2016010802000212 the interest rate is higher in the base currenthin the pricurrency. the interest rate is higher in the pricurrenthin the base currency. C is correct. To eliminate arbitrage opportunities, the spot exchange rate (S), the forwarexchange rate (F), the interest rate in the base curren( i, anthe interest rate in the pricurren( ip) must satisfy: F/S=(1+ip)/(1+iAccorng to this formulthe base currenwill tra forwarpremium (F > S) if, anonly if, the interest rate in the pricurrenis higher ththe interest rate in the base curren(ip) > (i. 考点ForwarPremium anscount 解析 F/S=(1+ip)/(1+i依据公式如果F大于S,那么标价货币的利率要大于基础货币的利率。C正确,B错误。 A说法没有C好,基础货币预期的需求量增加,同时其他条件比如基础货币供给不变的情况下,才会产生 forwarpremium如题,没看懂题目切入点