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Parity conditions in international finance and currency forecasting

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Tiêu đề Parity Conditions in International Finance and Currency Forecasting
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Price levels adjusted for exchange rates should be equal between countries purchasing power globally... states that the exchange rate of adjust to reflect changes in the price levels o

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Parity Conditions in

International Finance and

Currency Forecasting

Chapter 8

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ARBITRAGE AND THE LAW OF

ONE PRICE

C Five Parity Conditions Result From

These Arbitrage Activities

2 The Fisher Effect (FE)

3 The International Fisher Effect

(IFE)

4 Interest Rate Parity (IRP)

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ARBITRAGE AND THE LAW OF

ONE PRICE

D Five Parity Conditions Linked by

rates and prices to inflation.

have no effect on real variables (since they have been

adjusted for price changes).

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ARBITRAGE AND THE LAW OF

ONE PRICE

E Inflation and home currency depreciation are:

growth of

domestic money demand.

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PART II.

PURCHASING POWER PARITY

I THE THEORY OF PURCHASING

POWER PARITY

is based on law of one price, and the no-arbitrage condition (internationally)

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PURCHASING POWER PARITY

II ABSOLUTE PURCHASING

POWER PARITY

A Price levels (adjusted for

exchange rates) should be equal between countries

purchasing power globally.

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PURCHASING POWER PARITY

PARITY

A states that the exchange rate of

adjust to reflect changes in the price levels of the

B Real exchange rate stays the

same.

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PURCHASING POWER PARITY

1 In mathematical terms:

et = (1 + ih)t e0 (1 + if)t where et = future spot rate

e0 = spot rate

ih = home inflation

if = foreign inflation

t = time period

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PURCHASING POWER PARITY

2 If purchasing power parity is

expected to hold, then the best prediction for the one-period spot rate should be

e1 = e0(1 + ih)1

(1 + if)1

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PURCHASING POWER PARITY

3 A more simplified but less precise

relationship is

e1 - e0 = ih - if e0

approximately equal to

the inflation rate differential.

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PURCHASING POWER PARITY

4 PPP says

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PURCHASING POWER PARITY

B Real Exchange Rates:

the quoted or nominal rate adjusted for it’s country’s inflation rate

e’t = et (1 + if)t = e0

(1 + ih)t

*real exchange rate remains constant

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PURCHASING POWER PARITY

C Real exchange rates

1 If exchange rate adjust to

domestic and foreign firms are unaffected.

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PART III.

THE FISHER EFFECT

I THE FISHER EFFECT

states that nominal interest rates (r) are a function of the

real interest rate (a) and a premium (i) for inflation

expectations

R = a + i

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THE FISHER EFFECT

B Real Rates of Interest

1 Should tend toward equality

everywhere through arbitrage.

2 With no government interference

nominal rates vary by inflation

differential or

rh - rf = ih - if

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THE FISHER EFFECT

C According to the Fisher Effect,

countries with higher inflation rates have higher interest rates.

differentials are eroding.

E Real interest rate differences

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PART IV.

THE INTERNATIONAL FISHER

EFFECT

I IFE STATES:

A the spot rate adjusts to the interest

rate differential between two

countries.

B PPP & FE -> IFE

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THE INTERNATIONAL FISHER

EFFECT

B Fisher postulated

1 The nominal interest rate

rate differential.

2 Expected rates of return are equal in the absence of

government intervention.

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THE INTERNATIONAL FISHER

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THE INTERNATIONAL FISHER

EFFECT

D Implications if IFE

interest rate expected to appreciate relative to one

with a higher rate

insures interest rate differential

is an unbiased predictor of change in future spot rate.

3 Holds if the IR differential is

due to differences in expected

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PART V.

INTEREST RATE PARITY

THEORY

I INTRODUCTION

A The Theory states:

the forward rate (F) differs from

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INTEREST RATE PARITY

THEORY

discount equals the interest rate differential.

F - S/S = (rh - rf) where rh = the home rate

rf = the foreign rate

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INTEREST RATE PARITY

THEORY

3 In equilibrium, returns on

currencies will be the same

i e No profit will be realized

and interest rate parity exits which can be written (1 + rh) = F

(1 + rf) S

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INTEREST RATE PARITY

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INTEREST RATE PARITY

THEORY

3 Market pressures develop:

demanded spot and sold forward.

b Inflow of funds depresses

interest rates.

c Parity eventually reached.

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INTEREST RATE PARITY

THEORY

C Interest Rate Parity states:

1 Higher interest rates on a

currency offset by forward discounts.

2 Lower interest rates are offset

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PART VI.

THE RELATIONSHIP BETWEEN THE

FORWARD AND THE FUTURE SPOT

RATE

I THE UNBIASED FORWARD RATE

A States that if the forward rate is

unbiased, then it should reflect the expected future spot rate.

B Stated as

f0(t) = et

C Usually holds, at least in terms of the direction (not

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CURRENCY FORECASTING

1 MARKET-BASED FORECASTS

Derived from market indicators.

A the current forward rate contains implicit

information about exchange rate changes for one year.

B Interest rate differentials may be used to

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CURRENCY FORECASTING

2 MODEL-BASED FORECASTS

Employ fundamental and technical analysis.

A Fundamental relies on key

macroeconomic variables and policies which

most like affect exchange rates.

B Technical relies on use of

1 Historical volume and price data

2 Charting and trend analysis

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