金同学2022-01-09 01:34:16
在interest rate的章节中,fisher function 是等于real risk free rate + expected inflation rate。但是在课后习题中,题目是 The sume if the real risk-free interest rate and the expected inflation premium is best described as: 然后选择 nominal risk-free interest rate。对于这里的名称有点confused,所以expected inflation rate = expected inflation premium?这些术语的表达比较confused。因为一看到premium就会想到premium risk,然后现在又变成expected inflation premium就比较confused。所以对于像pai e(expected inflation rate),或者 nominal risk free rate,real risk free rate,有什么别的名称需要我们记的吗?
回答(1)
Jessica2022-01-10 18:24:07
同学你好
是这样的关系:
简化的费雪方程(非精确):Nominal risk free rate = real risk-free rate + expected inflation rate(精确的费雪方程会在组合中再次学习到的)
而对于利率来讲,Interest rate = Nominal risk free rate + risk premium
所以,也可以写为:Interest rate =real risk free rate + expected inflation rate + risk premium
记清楚这些就可以啦~
为乘风破浪的你【点赞】👍让我们知晓您对答疑服务的支持!~
- 评论(0)
- 追问(0)


评论
0/1000
追答
0/1000
+上传图片