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标题: Expected Spot Rate [打印本页]
作者: bigredhockey55    时间: 2011-7-13 15:30     标题: Expected Spot Rate

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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