复旦大学金融市场学讲义 张立坚

Fisher Parities (arbitrage across real and nominal assets)

Real assets value in a closed economy
Real interest rate
Inflation
Store or invest
High inflation
Higher return
UIP and exchange-rate predictions
Same characters on securities
Depreciate and appreciate
Market’s expected exchange rate(rational expectation,etc)
Capital movement( Ogawa and Sun,2001)
System risk or risks aversion
Risk premium


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