Expectations theory - Revision history

Doug: Add link.

2023-11-06T05:51:36Z

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← Older revision		Revision as of 05:51, 6 November 2023
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	* [[Four way equivalence model]]		* [[Four way equivalence model]]
	* [[Forward rate]]		* [[Forward rate]]
			* [[Inflation swap]]
	* [[Interest rate parity]]		* [[Interest rate parity]]
	* [[International Fisher Effect]]		* [[International Fisher Effect]]

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2023-11-06T05:30:25Z

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← Older revision		Revision as of 05:30, 6 November 2023
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	* [[Fisher Effect]]		* [[Fisher Effect]]
	* [[Four way equivalence model]]		* [[Four way equivalence model]]
			* [[Forward rate]]
	* [[Interest rate parity]]		* [[Interest rate parity]]
	* [[International Fisher Effect]]		* [[International Fisher Effect]]
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	* [[Purchasing power parity]]		* [[Purchasing power parity]]
	* [[Rational expectations]]		* [[Rational expectations]]
			* [[Spot rate]]
	* [[Yield curve]]		* [[Yield curve]]

			[[Category:Manage_risks]]
	[[Category:The_business_context]]		[[Category:The_business_context]]
	~~[[Category:Manage_risks]]~~

imported>Doug Williamson: Add link.

2023-06-22T08:09:14Z

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	== See also ==		== See also ==
	* [[Carry trade]]		* [[Carry trade]]
			* [[CPI fixing swap]]
	* [[Fisher Effect]]		* [[Fisher Effect]]
	* [[Four way equivalence model]]		* [[Four way equivalence model]]

imported>Doug Williamson: Add links.

2020-10-10T21:36:28Z

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← Older revision		Revision as of 21:36, 10 October 2020
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	== See also ==		== See also ==
			* [[Carry trade]]
			* [[Fisher Effect]]
	* [[Four way equivalence model]]		* [[Four way equivalence model]]
			* [[Interest rate parity]]
			* [[International Fisher Effect]]
	* [[Outturn]]		* [[Outturn]]
			* [[Purchasing power parity]]
	* [[Rational expectations]]		* [[Rational expectations]]
	* [[Yield curve]]		* [[Yield curve]]

imported>Doug Williamson: Add category.

2020-06-09T13:25:54Z

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← Older revision		Revision as of 13:25, 9 June 2020
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	* [[Rational expectations]]		* [[Rational expectations]]
	* [[Yield curve]]		* [[Yield curve]]

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

imported>Doug Williamson: Layout.

2016-06-22T09:53:42Z

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← Older revision		Revision as of 09:53, 22 June 2016
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	Expectations theory also applies in the interest rate market, and indeed in any market where forward prices are quoted.		Expectations theory also applies in the interest rate market, and indeed in any market where forward prices are quoted.


	So for example in the interest rate market, expectations theory suggests that the current market forward interest rate is the best measure of the average market expectation of the outturn spot interest rate at the given future date.		So for example in the interest rate market, expectations theory suggests that the current market forward interest rate is the best measure of the average market expectation of the outturn spot interest rate at the given future date.


	== See also ==		== See also ==
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	* [[Rational expectations]]		* [[Rational expectations]]
	* [[Yield curve]]		* [[Yield curve]]

imported>Administrator: CSV import

2012-10-23T14:19:34Z

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Expectations theory states that the best measure of the market's average expectation of the outturn spot foreign exchange rate at a given future date is the current market forward rate for the same maturity.

Expectations theory also applies in the interest rate market, and indeed in any market where forward prices are quoted.

So for example in the interest rate market, expectations theory suggests that the current market forward interest rate is the best measure of the average market expectation of the outturn spot interest rate at the given future date.

== See also ==
* [[Four way equivalence model]]
* [[Outturn]]
* [[Rational expectations]]
* [[Yield curve]]