Board logo

标题: Econs question... :(( [打印本页]

作者: zbird2134    时间: 2011-7-13 13:49     标题: Econs question... :((

Would you please explain to me the diff bw uncovered and covered interest rate parity? Couldn't wrap my head around it.

Thanks a lot!
作者: flyinggirl    时间: 2011-7-13 13:49

Covered IRP uses Fwd Rates an Uncovered IPR uses Expected Spots. That's all I remember about that.
作者: thecfawannabe    时间: 2011-7-13 13:49

To add to FinNinja's point: Covered IRP is "observable" while Uncovered is "unobservable" and purely a mathematical exercise.




欢迎光临 CFA论坛 (http://forum.theanalystspace.com/) Powered by Discuz! 7.2