Interest rate parity - Revision history

imported>Doug Williamson: Remove surplus link.

2020-10-10T21:40:54Z

Remove surplus link.

← Older revision		Revision as of 21:40, 10 October 2020
Line 21:		Line 21:
	* [[Four way equivalence model]]		* [[Four way equivalence model]]
	* [[Interest rate]]		* [[Interest rate]]
	* [[Interest rate parity]]
	* [[International Fisher Effect]]		* [[International Fisher Effect]]
	* [[No arbitrage conditions]]		* [[No arbitrage conditions]]

2020-10-10T21:40:27Z

Add links.

← Older revision		Revision as of 21:40, 10 October 2020
Line 11:		Line 11:
	== See also ==		== See also ==
	* [[Arbitrage]]		* [[Arbitrage]]
			* [[Carry trade]]
	* [[Covered interest arbitrage]]		* [[Covered interest arbitrage]]
	* [[Efficient market hypothesis]]		* [[Efficient market hypothesis]]
			* [[Expectations theory]]
			* [[Fisher Effect]]
	* [[Foreign exchange]]		* [[Foreign exchange]]
	* [[Forward foreign exchange rate]]		* [[Forward foreign exchange rate]]
Line 18:		Line 21:
	* [[Four way equivalence model]]		* [[Four way equivalence model]]
	* [[Interest rate]]		* [[Interest rate]]
			* [[Interest rate parity]]
			* [[International Fisher Effect]]
	* [[No arbitrage conditions]]		* [[No arbitrage conditions]]
	* [[Parity]]		* [[Parity]]
			* [[Purchasing power parity]]
	* [[Spot rate]]		* [[Spot rate]]

	[[Category:Manage_risks]]		[[Category:Manage_risks]]

2020-05-28T13:31:36Z

Add link.

← Older revision		Revision as of 13:31, 28 May 2020
Line 10:		Line 10:

	== See also ==		== See also ==
			* [[Arbitrage]]
	* [[Covered interest arbitrage]]		* [[Covered interest arbitrage]]
	* [[Efficient market hypothesis]]		* [[Efficient market hypothesis]]

2016-11-16T14:02:17Z

Removed link

← Older revision		Revision as of 14:02, 16 November 2016
Line 1:		Line 1:
	(IRP).		(IRP).

	This theory describes the expected relationship between ~~[[Spot~~ rate~~\|spot]]~~ and ~~[[Forward foreign exchange rate\|~~forward foreign exchange rates]], and the ~~[[Interest rate\|~~interest rates]] in the related currency pair.		This theory describes the expected relationship between spot rate and forward foreign exchange rates, and the interest rates in the related currency pair.

	Under efficient market conditions the interest rate parity theory predicts that the forward FX rate (available in the market today) should be equal to the spot FX rate, adjusted for the difference in interest rates between the currency pair over the relevant period.		Under efficient market conditions the interest rate parity theory predicts that the forward FX rate (available in the market today) should be equal to the spot FX rate, adjusted for the difference in interest rates between the currency pair over the relevant period.
Line 10:		Line 10:

	== See also ==		== See also ==
	* [[CertFMM]]
	* [[Covered interest arbitrage]]		* [[Covered interest arbitrage]]
	* [[Efficient market hypothesis]]		* [[Efficient market hypothesis]]

2016-05-04T18:18:32Z

Add link.

2016-04-28T20:29:43Z

Add link.

← Older revision		Revision as of 20:29, 28 April 2016
Line 14:		Line 14:
	* [[Efficient market hypothesis]]		* [[Efficient market hypothesis]]
	* [[Foreign exchange]]		* [[Foreign exchange]]
			* [[Forward foreign exchange rate]]
	* [[Forward forward rate]]		* [[Forward forward rate]]
	* [[Four way equivalence model]]		* [[Four way equivalence model]]

2016-04-28T20:27:39Z

Improve link.

← Older revision		Revision as of 20:27, 28 April 2016
Line 1:		Line 1:
	(IRP).		(IRP).

	This theory describes the expected relationship between [[Spot rate\|spot]] and [[Forward ~~forward~~ rate\|forward foreign exchange rates]], and the [[Interest rate\|interest rates]] in the related currency pair.		This theory describes the expected relationship between [[Spot rate\|spot]] and [[Forward foreign exchange rate\|forward foreign exchange rates]], and the [[Interest rate\|interest rates]] in the related currency pair.

	Under efficient market conditions the interest rate parity theory predicts that the forward FX rate (available in the market today) should be equal to the spot FX rate, adjusted for the difference in interest rates between the currency pair over the relevant period.		Under efficient market conditions the interest rate parity theory predicts that the forward FX rate (available in the market today) should be equal to the spot FX rate, adjusted for the difference in interest rates between the currency pair over the relevant period.

2016-04-28T20:18:39Z

Amend link title.

← Older revision		Revision as of 20:18, 28 April 2016
Line 1:		Line 1:
	(IRP).		(IRP).

	This theory describes the expected relationship between [[Spot rate\|spot]] and [[Forward forward rate\|forward ~~forward~~ exchange rates]], and the [[Interest rate\|interest rates]] in the related currency pair.		This theory describes the expected relationship between [[Spot rate\|spot]] and [[Forward forward rate\|forward foreign exchange rates]], and the [[Interest rate\|interest rates]] in the related currency pair.

	Under efficient market conditions the interest rate parity theory predicts that the forward FX rate (available in the market today) should be equal to the spot FX rate, adjusted for the difference in interest rates between the currency pair over the relevant period.		Under efficient market conditions the interest rate parity theory predicts that the forward FX rate (available in the market today) should be equal to the spot FX rate, adjusted for the difference in interest rates between the currency pair over the relevant period.

2016-04-28T20:14:05Z

Add link.

2016-01-10T22:53:31Z

Punctuation.

← Older revision		Revision as of 22:53, 10 January 2016
Line 6:		Line 6:


	IRP holds very strongly for actively traded currency pairs, less so for currencies which are not so actively traded.		IRP holds very strongly for actively traded currency pairs; less so for currencies which are not so actively traded.