Foreign Exchange

Paskalis Glabadanidis

Chapter 8 in Absence of Arbitrage Valuation, 2014, pp 117-135 from Palgrave Macmillan

Abstract: Abstract Let i h be the periodic inflation rate in the home country, i f be the periodic inflation rate in the foreign country, e0 be the spot exchange rate given by the current home currency value of 1 unit of foreign currency, and e t be the period t home currency value of 1 unit of foreign currency.

Keywords: Exchange Rate; Foreign Exchange; Foreign Currency; Purchase Power Parity; Strike Price (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-37287-1_8

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DOI: 10.1057/9781137372871_8

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