Fixe versus Freie Wechselkurse

verfasst von EM-financial, 26.03.2004, 18:18

-->Habe gerade folgendes gelesen. Meine Frage, kann man dies so anwenden oder ist da irgendwo noch ein Denkfehler?

I think the fair estimate of the cost of exchange rate volatility would be the price of an option that allows all exporters exchange the value of their planned exports to the foreign currency in a year’s time. Now the price of this option, when bought from the well-developed capital market depends only on the volatility. The price is zero if the rates are fixed, with the volatility experienced by the EUR/USD rate the price would be about 15% of the value of the contract. If countries export about 40% of their GDP, this will mean a gain of 6% of GDP per year --> Wenn die Kurse gefixt sind...

Danke und Gruß!
EM-F

Thread gesperrt

 

gesamter Thread:

• Fixe versus Freie Wechselkurse - EM-financial, 26.03.2004, 18:18