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FINS5516 International Corporate Finance
创建日期：2024-06-19 14:56:14
所属分类：金融Finance
标签： FINS5516
International Corporate Finance

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FINS5516 International Corporate Finance

Week 3
Parity Conditions (2) Fisher Effect, Interest Rate Parity, and Forecasting
Plan
Week 1: MNCs, Exchange Rate Determination and International Monetary Systems (Ch 1,2,3)
Week 2: Foreign Exchange Markets and Parity Conditions (1) PPP (Ch 6, 4)
Week 3: Parity Conditions (2) Fisher Effect, Interest Rate Parity, and Forecasting (Ch 4)
Coverage (Textbook)
Chapter 1. Introduction: Multinational Corporations and Financial Management
Chapter 2. The Determinations of Exchange Rates
Chapter 3. The International Monetary System
Chapter 4. Parity Conditions in International Finance and Corporate Forecasting
Chapter 6. The Foreign Exchange Market
Chapter 7. Currency Futures and Options Markets
Chapter 8. Currency, Interest Rate, and Credit Derivatives and Swaps
Chapter 9. Measuring and Managing Translation and Transaction Exposure
Chapter 10. Measuring and Managing Economic Exposure
Chapter 11. International Financing and National Capital Markets
Chapter 12. The Euromarkets
Chapter 13. International Portfolio Management
Chapter 14. Country Risk Analysis
Chapter 15. The Cost of Capital For Foreign Investments
Chapter 16. Corporates Strategy and Foreign Direct Investment
Chapter 17. Capital Budgeting for the Multinational Corporation
Chapter 18. Managing the International Capital Markets of Multinational Corporations
Chapter 4
Parity Conditions in International Finance and
Corporate Forecasting (2)
Parity Conditions
Parity Conditions
• A set of theoretical relationships that, in equilibrium, explain product prices, interest rates, and
spot and forward exchange rates.
• In a perfect world, arbitrage will ensure all relationships are in equilibrium.
• In the next two weeks, we will discuss 6 theoretical economic relationships:
• Absolute Purchasing Power Parity (APPP)
• Relative Purchasing Power Parity (RPPP)
• Fisher Effect (FE)
• International Fisher Effect (IFE)
• Interest Rate Parity (IRP)
• Unbiased Forward Rates Hypothesis (UFR)
Recall: General Determinants of Exchange Rates
Exchange rates vary due to differences in :
(1) Relative inflation rates
» Higher inflation → currency depreciates
(2) Relative (real) interest rates
» Higher interest rates → currency appreciates
(3) Relative economic growth (GDP) rates
» Higher GDP growth → currency appreciates
(4) Political and economic risk
» (generally) Higher risk → currency depreciates (because investors run away)
Regarding Inflation => Purchasing Power Parity
• Inflation is the logical outcome of an expansion of the money supply in excess of real
output growth.
• As the supply of money increases, the price of money, its exchange rate, must declines.
Purchasing Power Parity （PPP）
There are 2 versions of PPP:
(1) Absolute PPP:
– Asks: “What should the current exchange rate be?” (i.e., price level, S0)
(2) Relative PPP:
– Asks: “How should the exchange rate change?” (i.e., S1 – S0 = ΔS)
Absolute Purchasing Power Parity (APPP)
() =
,
,
E(et)= expected spot exchange rate at time t (direct quote).
* direct quote in currency D, its in position of term currency (numerator)
PID = domestic country Price Index
PIF = foreign country Price Index
But the assumptions are too strong for APPP to hold
RPPP is more realistic
Relative Purchasing Power Parity (RPPP)
(1) = 0 ×
1 +
1 +
() = 0 ×
(1 + )

(1 + )
E(et)= expected spot exchange rate at some future time t (direct quote).
* direct quote in currency D, its in position of term currency (numerator)
e0 = today’s spot exchange rate (direct quote).
iD = domestic country inflation rate.
iF = foreign country inflation rate.
e.g. Next year exchange rate:
Real vs. Nominal Exchange Rates

= e ×
,
,
= e ×
(1 + ,)

(1 + ,)
et = today’s spot exchange rate (direct quote, nominal)
et
real= today’s spot exchange rate (direct quote, real)
iF = foreign country inflation rate.
iD = domestic country inflation rate.
Note:
1. Adjust back to “base period” where PI =100
2. the numerator and denominator are reciprocal compared to RPPP
In essence, RPPP is to the calculate the next year nominal exchange rate,
while real exchange rate is to “remove” the influence of inflation rate (nominal)
Real vs. Nominal Exchange Rates - Example

= e ×


Suppose the price level in Australia is AUS120, the price level in the US is USD145
and nominal exchange rate is USD0.70/AUD. What is the real exchange rate?

= 0.7/ ∗
120
145
= 0.5793/
Price Index base = 100
PI = 120 means cumulative inflation 20%
3. Fisher Effect (FE)
Parity Conditions
• A set of theoretical relationships that, in equilibrium, explain product prices, interest rates, and
spot and forward exchange rates.
• In a perfect world, arbitrage will ensure all relationships are in equilibrium.
• In the next two weeks, we will discuss 6 theoretical economic relationships:
• Absolute Purchasing Power Parity (APPP)
• Relative Purchasing Power Parity (RPPP)
• Fisher Effect (FE)
• International Fisher Effect (IFE)
• Interest Rate Parity (IRP)
• Unbiased Forward Rates Hypothesis (UFR)
The Fisher Effect (FE)
• Links interest rates with inflation rates
• Real interest rates vs. Nominal interest rates
The Fisher Effect (FE)
• The Fisher Effect describes the relationship between inflation and both real and
nominal interest rates.
• What really matters to savers and investors is the net increase in wealth, the
added future consumption in return for deferring current consumption ➔ the real
interest rate
• Nominal (observed) interest rates reflect the rate of exchange between current
and future money in the market which include expected inflation
The Fisher Effect (FE)
The FE states that the nominal interest rate r is made of two components
(1) a real required rate of return a
(2) the expected inflation i
+ = ( + )( + )
Where:
r = nominal rate of return
a = real rate of return
i = expected inflation rate
➢ often approximated by
The approximation works well when the expected rate of inflation is very low.
≈+
The Fisher Effect (FE) - Example
• If an investor requires a real return of 3.5%, and the expected inflation rate is
2.5%, then the expected rate of return is:
1+=(1+)(1+)
=1+0.0351+0.025−1
=0.060875 6.0875%
Note: Expected rate of return = Nominal interest rate
• Using the approximation of the Fisher Effect, we arrive at:
≈ +
≈ 3.5%+2.5%=6%
FE – Real Interest Rates across Countries
The FE also asserts that real returns are equal across countries: aD = aF
• Why? If expected real returns were higher in one currency than another, capital would
flow to the country.
• This process of arbitrage would, in the absence of government intervention, continue
until expected real returns were equalized.
Formally
1 + = 1 + →
+
+
=
+
+
→
+
+
=
+
+
Fisher Effect: 1 + r = (1 + a)(1 + i)
FE – Real Interest Rates across Countries
− ≈ −
Difference in nominal
interest rate
Difference in inflation
rates
Assuming rD and rF are relatively small, the approximated form is
The nominal interest rate differential must equal the anticipated inflation differential.
FE – Real Interest Rates across Countries
The nominal interest rate differential must equal the anticipated inflation
differential.
• Currencies with higher rates of inflation should have higher nominal
interest rates than currencies with lower rates of inflation.
• e.g., if Australia has a 3% higher inflation rate than the US, nominal
interest rates should be approx. 3% higher in Australia.
Short-term nominal interest rates vs. Inflation
rate (2017)
– Countries with higher
inflation have higher
nominal rates.
– General consensus is that
real rates of return
differentials between
countries are small.
4. International Fisher Effect (IFE)
The International Fisher Effect (IFE)
• Links spot exchange rates with interest rates
• A combination of the PPP and the FE
The International Fisher Effect (IFE)
• PPP: exchange rate changes  changes in inflation rate differentials
• A rise in Australian inflation rate relative to the other country will
decrease the value of AUD
• FE: expected inflation rate differentials  nominal interest rate
differentials
• A rise in Australian inflation rate will increase Australian nominal
interest rates
• IFE= PPP + FE : exchange rate changes  nominal interest rate
differentials
• A rise in Australian interest rate relative to the other country will
decrease the value of AUD
The International Fisher Effect (IFE)
• PPP: 1 = 0 ×
1 +
1 +
• IFE= PPP + FE
• FE:
1 +
1 +
=
1 +
1 +
1 = 0 ×
1 +
1 +
Understanding IFE
The IFE:
( + )

( + )
=
ഥ
0
→ ( + )
=
ഥ
0
( + )


where ഥ is the expected exchange rate (DC/FC) at time t
The one-period model:
+ =
1
0
( + ) → approxinated by − =
1 − 0
0
– Assuming is relatively small
Expected Return from
Investing at home
Expected Return from
Investing at abroad
Understanding IFE
Assuming rD and rF are relatively small, the approximated form is
1 − 0
0
≈ −
Percentage change
in exchange rate
Difference in nominal
interest rates
Generalized IFE (very similar to RPPP)
• There is no reason to assume that expectations of inflation rates are constant
per period. In practice, expectations change.
• Thus, the T-period formulation of IFE is:
• The expression of IFE is general and allows for both constant and non-constant
expectations of the rate of inflation in a country.
= 0 ×
ς=1
(1 + ,)
ς=1
(1 + ,)
IFE - Example
The one-year nominal interest rates year nominal interest rate in Australia is 4.5% and the one-
year interest rate in the US is 2%. If the current spot exchange rate is USD0.77/AUD, what is
the expected exchange rate in one year under IFE?
( + )

( + )
=
ഥ
0
→ 1,$/$ = 0,$/$ ×
+
+
The expected exchange rate in one year is USD0.77/AUD ×(1.02/1.045) = USD0.7516/AUD.
– As AUD has depreciated , this implies that the expected rate of inflation in AUS is higher
than the expected rate of inflation in the US.
5. Interest Rate Parity (IRP)
Parity Conditions
• A set of theoretical relationships that, in equilibrium, explain product prices, interest rates, and
spot and forward exchange rates.
• In a perfect world, arbitrage will ensure all relationships are in equilibrium.
• In the next two weeks, we will discuss 6 theoretical economic relationships:
• Absolute Purchasing Power Parity (APPP)
• Relative Purchasing Power Parity (RPPP)
• Fisher Effect (FE)
• International Fisher Effect (IFE)
• Interest Rate Parity (IRP)
• Unbiased Forward Rates Hypothesis (UFR)
The Interest Rate Parity (IRP)
• Links spot exchange rates, forward exchange rate, and interest rates
• The nominal interest rate differential should determine the spread
between forward and spot exchange rates
Interest Rate Parity (IRP)
(1) IFE says that the nominal interest rate differential should equal the expected change in
exchange rate
& (2) Forward rates are the market’s estimate of the spot rate at a specific date in the future
=> IRP states that interest rate differential should equal to the spread between spot and
forward exchange rates
• The currency of the country with a lower interest rate should be at a forward premium
in terms of the currency of the country with a higher rate.
• This ensures that the return on a domestic investment = the return on a hedged (or
‘‘covered’’) foreign investment of identical risk
• Notion of Covered Interest Rate Parity (CIRP)
Covered Interest Rate Parity (CIRP)
Covered IRP: Return on a domestic investment = Return on a hedged foreign
investment
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COMP2013 IB9X60 INVP001 EMATM0051 COMP220 BLAW1002 E20 TCP8001 ECON61001 EART40005 ECONM1022 MATH 365 MATH 367 ELEC6218 COMP 5812M EDUC 5061M ELEC ENG 1101 equation MATH6174 ST334 C4 EC9570 A33648 EBUS603 ECON47815 stata WFMS0001 PEM102 INF6060 ionically ELECTRICAL MATH 375 MMW 12 MKTG860 ECON60401 ALY6010 SOST20131 Introduction COM3524 MME2 GGR305 JNB 538 EECS101 COMM5030 IEOR E4601 2B CSC336 EN2315 LAW 432 CSC263 MATH2001 OLET1143 CSCB63 SIT772 COMM1170 STAT 441 MS930 INFT3050 GLBH0030 Stat 120B MAST10007 MGEC61 Machine GGR 252H1S ECON7030 Financial Marketing MGMT30019 ECON5120 SDSC 8009 CSC165H1S DSCI 551 3081W ACM41000 ECA 5304 MATH 1064 ECSE444 DATA 604 COMP7105 MIE1615 ECON4004 ENV200H1S EC481 MKT 306 EC1B1 MATH08051 ALY6140 CS260C CSE30 MSIN0226 CS4103 CSC3064 AM16 COMP11212 CSE4101 PSTAT 174 Math 380W CNT 5106C STAT 310 FIN2028 CS5014 STAT 425 COMP 4102A ELEC2140 MANF9544 QRM 9 QRM 8 ECON 457 COMPSCI 4091 MATH 523 DNSC-4211 PEAS 6000 MSIN0180 COMP2119 A2A HT 2022 IB93F0 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