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shashankar · 2023年12月11日

题库题目

NO.PZ2020020601000050

问题如下:

Under what circumstances is a currency weaker in the forward market than in the spot market?

选项:

解释:

Currency A relative to currency B is weaker in the forward market than in the spot market if interest rates are higher in currency A than in currency B.

No.PZ2020020601000050 (问答题)

来源: 原版书

Under what circumstances is a currency weaker in the forward market than in the spot market?


解析

Currency A relative to currency B is weaker in the forward market than in the spot market if interest rates are higher in currency A than in currency B.



请问为什么A利率比B高,A国货币相对于B国货币就会贬值,这是什么原理?

1 个答案

品职答疑小助手雍 · 2023年12月11日

同学你好,这个是covered interest parity的的直接结论,可以听下这节基础班课程,后续forward定价也会用到这些知识点,还挺重要的。