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- 2011-7-11
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- 2013-9-13
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In the FCRP calculation, we calculate the Expected spot using Current Spot rate x (1+Idc)/(1+Ifc) using the inflation rate using PPP. I -> Inflation
Can we use uncovered interest rate parity for doing this. I am confused when to use relative PPP and when to use uncovered PPP
Uncovere Expected (Spot) = Current Spot rate x (1+rdc)/(1+rfc) |
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发表于 2011-7-13 15:30
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