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reachqi · 2019年10月21日

问一道题:NO.PZ2018091706000061

问题如下图:

    

选项:

A.

B.

C.

解释:


B 选项错在哪里啊?这个公式好像没看到过,能给一下公式的出处吗?

1 个答案
已采纳答案

源_品职助教 · 2019年10月21日

如果EM相对于DM的YIELD SPEAD增加了,那么说明投资EM就更有引力,那么EM就应该是升值而不是贬值。

可以查看下讲义P67页

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