Download presentation
Presentation is loading. Please wait.
Published byJacob Gibson Modified over 9 years ago
1
International Economics: Theory, Application, and Policy, Ch. 22; Charles van Marrewijk, 2012 1 Figure 22.1 Irving Fisher (1867-1947)
2
International Economics: Theory, Application, and Policy, Ch. 22; Charles van Marrewijk, 2012 2 Figure 22.2 Canada; interest rates and inflation rate (CPI), 1970 – 2011
3
International Economics: Theory, Application, and Policy, Ch. 22; Charles van Marrewijk, 2012 3 Figure 22.3 UK; interest rates and term structure, 1980-2011
4
International Economics: Theory, Application, and Policy, Ch. 22; Charles van Marrewijk, 2012 4 Figure 22.4 Japan; interest rates and term structure, 1980-2011
5
International Economics: Theory, Application, and Policy, Ch. 22; Charles van Marrewijk, 2012 5 Figure 22.5 Two investment options
6
International Economics: Theory, Application, and Policy, Ch. 22; Charles van Marrewijk, 2012 6 Figure 22.6 Accuracy of linear approximation of ln(1+x)
7
International Economics: Theory, Application, and Policy, Ch. 22; Charles van Marrewijk, 2012 7 Figure 22.7 Australia and USA; variability in exchange rates and interest rates
8
International Economics: Theory, Application, and Policy, Ch. 22; Charles van Marrewijk, 2012 8 Figure 22.7 Australia and USA; variability in exchange rates and interest rates
9
International Economics: Theory, Application, and Policy, Ch. 22; Charles van Marrewijk, 2012 9 Figure 22.8 Australia – USA: 12-month covered interest parity
10
International Economics: Theory, Application, and Policy, Ch. 22; Charles van Marrewijk, 2012 10 Figure 21.9 Assumptions, interest parity, and market efficiency
11
International Economics: Theory, Application, and Policy, Ch. 22; Charles van Marrewijk, 2012 11 Figure 22.10 Australia – USA: prediction accuracy of forward rates
12
International Economics: Theory, Application, and Policy, Ch. 22; Charles van Marrewijk, 2012 12 Figure 22.10 Australia – USA: prediction accuracy of forward rates
13
International Economics: Theory, Application, and Policy, Ch. 22; Charles van Marrewijk, 2012 13 Figure 22.10 Australia – USA: prediction accuracy of forward rates
14
International Economics: Theory, Application, and Policy, Ch. 22; Charles van Marrewijk, 2012 14 Figure 22.11 Australia – USA; forecast errors correlations
Similar presentations
© 2025 SlidePlayer.com. Inc.
All rights reserved.