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- 222271
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- 295
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- 2011-7-2
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- 2014-6-29
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SS8 return on foreign asset vs SS10 return on foreign bond
SS8 says domestic return = local return + change in foreign currency + (local return)*(change in foreign currency)
SS10 on bonds says domestic return = nominal local return + currency return
Why is there no interaction variable on the SS10 equation? Is the way to know the difference between the 2 that SS8 is the dollar amount, while SS10 is the % change? |
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发表于 2011-7-11 15:19
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