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Kamatparitás lebegő és csúszó leértékeléses árfolyamrendszerben
[Interest parity in floating and in crawling-peg foreign exchange rate régimes]

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  • Barabás, Gyula

Abstract

Széleskörűen elterjedt az a nézet, hogy a határidős árfolyamok alapvetően a piaci szereplők várakozásait tükrözik. A tanulmány bemutatja, hogy a fedezett kamatparitás teljesülése, valamint a kamatlábak és devizaárfolyamok eltérő viselkedése meglehetősen gyakran eltéríthetik az árfolyam-várakozásokat a határidős árfolyamoktól mind lebegő, mind csúszó leértékeléses árfolyamrendszerben.

Suggested Citation

  • Barabás, Gyula, 1996. "Kamatparitás lebegő és csúszó leértékeléses árfolyamrendszerben [Interest parity in floating and in crawling-peg foreign exchange rate régimes]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 972-994.
    • Handle: RePEc:ksa:szemle:121
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    References listed on IDEAS

    as
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    More about this item

    JEL classification:

    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

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