Forward Discount Bias, Nalebuff's Envelope Puzzle, and the Siegel Paradox in Foreign Exchange
The bias of forward exchange rates as a predictor of future spot rates is typically explained or decomposed as (1) a risk premium and (2) a convexity term which accounts for the fact that, when there is stochastic inflation, nominal gains from forward currency speculation are higher than real ones a...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Edlin, Aaron S. [verfasserIn] |
|---|
| Format: |
E-Artikel |
|---|---|
| Sprache: |
Englisch |
| Erschienen: |
The Berkeley Electronic Press ; 2002 |
|---|
| Schlagwörter: |
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| Reproduktion: |
Berkeley Electronic Press Academic Journals |
|---|---|
| Übergeordnetes Werk: |
In: Topics in theoretical economics - Berkeley, Calif. : Bepress, 2001, 2.2002, 1, art3 |
| Übergeordnetes Werk: |
volume:2 ; year:2002 ; number:1 ; pages:3 |
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| 520 | |a The bias of forward exchange rates as a predictor of future spot rates is typically explained or decomposed as (1) a risk premium and (2) a convexity term which accounts for the fact that, when there is stochastic inflation, nominal gains from forward currency speculation are higher than real ones and correspondingly losses are smaller. We use Nalebuff's envelope puzzle to explain a third source of bias which involves real profits from foreign exchange speculation. Both the "real profit" bias and stochastic inflation bias arise from convexity of g(s)=1/s and so derive from Jensen's inequality as observed by Siegel (1972). | ||
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(DE-627)NLEJ219544689 DE-627 ger DE-627 rakwb eng XD-US Edlin, Aaron S. verfasserin aut Forward Discount Bias, Nalebuff's Envelope Puzzle, and the Siegel Paradox in Foreign Exchange The Berkeley Electronic Press 2002 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier The bias of forward exchange rates as a predictor of future spot rates is typically explained or decomposed as (1) a risk premium and (2) a convexity term which accounts for the fact that, when there is stochastic inflation, nominal gains from forward currency speculation are higher than real ones and correspondingly losses are smaller. We use Nalebuff's envelope puzzle to explain a third source of bias which involves real profits from foreign exchange speculation. Both the "real profit" bias and stochastic inflation bias arise from convexity of g(s)=1/s and so derive from Jensen's inequality as observed by Siegel (1972). Berkeley Electronic Press Academic Journals Forward Rates Forward Discount Bias In Topics in theoretical economics Berkeley, Calif. : Bepress, 2001 2.2002, 1, art3 Online-Ressource (DE-627)NLEJ21953733X (DE-600)2040053-6 1534-598X nnns volume:2 year:2002 number:1 pages:3 http://www.bepress.com/bejte/topics/vol2/iss1/art3 GBV_USEFLAG_U ZDB-1-BEP GBV_NL_ARTICLE AR 2 2002 1 3 2.2002, 1, art3 |
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(DE-627)NLEJ219544689 DE-627 ger DE-627 rakwb eng XD-US Edlin, Aaron S. verfasserin aut Forward Discount Bias, Nalebuff's Envelope Puzzle, and the Siegel Paradox in Foreign Exchange The Berkeley Electronic Press 2002 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier The bias of forward exchange rates as a predictor of future spot rates is typically explained or decomposed as (1) a risk premium and (2) a convexity term which accounts for the fact that, when there is stochastic inflation, nominal gains from forward currency speculation are higher than real ones and correspondingly losses are smaller. We use Nalebuff's envelope puzzle to explain a third source of bias which involves real profits from foreign exchange speculation. Both the "real profit" bias and stochastic inflation bias arise from convexity of g(s)=1/s and so derive from Jensen's inequality as observed by Siegel (1972). Berkeley Electronic Press Academic Journals Forward Rates Forward Discount Bias In Topics in theoretical economics Berkeley, Calif. : Bepress, 2001 2.2002, 1, art3 Online-Ressource (DE-627)NLEJ21953733X (DE-600)2040053-6 1534-598X nnns volume:2 year:2002 number:1 pages:3 http://www.bepress.com/bejte/topics/vol2/iss1/art3 GBV_USEFLAG_U ZDB-1-BEP GBV_NL_ARTICLE AR 2 2002 1 3 2.2002, 1, art3 |
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(DE-627)NLEJ219544689 DE-627 ger DE-627 rakwb eng XD-US Edlin, Aaron S. verfasserin aut Forward Discount Bias, Nalebuff's Envelope Puzzle, and the Siegel Paradox in Foreign Exchange The Berkeley Electronic Press 2002 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier The bias of forward exchange rates as a predictor of future spot rates is typically explained or decomposed as (1) a risk premium and (2) a convexity term which accounts for the fact that, when there is stochastic inflation, nominal gains from forward currency speculation are higher than real ones and correspondingly losses are smaller. We use Nalebuff's envelope puzzle to explain a third source of bias which involves real profits from foreign exchange speculation. Both the "real profit" bias and stochastic inflation bias arise from convexity of g(s)=1/s and so derive from Jensen's inequality as observed by Siegel (1972). Berkeley Electronic Press Academic Journals Forward Rates Forward Discount Bias In Topics in theoretical economics Berkeley, Calif. : Bepress, 2001 2.2002, 1, art3 Online-Ressource (DE-627)NLEJ21953733X (DE-600)2040053-6 1534-598X nnns volume:2 year:2002 number:1 pages:3 http://www.bepress.com/bejte/topics/vol2/iss1/art3 GBV_USEFLAG_U ZDB-1-BEP GBV_NL_ARTICLE AR 2 2002 1 3 2.2002, 1, art3 |
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(DE-627)NLEJ219544689 DE-627 ger DE-627 rakwb eng XD-US Edlin, Aaron S. verfasserin aut Forward Discount Bias, Nalebuff's Envelope Puzzle, and the Siegel Paradox in Foreign Exchange The Berkeley Electronic Press 2002 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier The bias of forward exchange rates as a predictor of future spot rates is typically explained or decomposed as (1) a risk premium and (2) a convexity term which accounts for the fact that, when there is stochastic inflation, nominal gains from forward currency speculation are higher than real ones and correspondingly losses are smaller. We use Nalebuff's envelope puzzle to explain a third source of bias which involves real profits from foreign exchange speculation. Both the "real profit" bias and stochastic inflation bias arise from convexity of g(s)=1/s and so derive from Jensen's inequality as observed by Siegel (1972). Berkeley Electronic Press Academic Journals Forward Rates Forward Discount Bias In Topics in theoretical economics Berkeley, Calif. : Bepress, 2001 2.2002, 1, art3 Online-Ressource (DE-627)NLEJ21953733X (DE-600)2040053-6 1534-598X nnns volume:2 year:2002 number:1 pages:3 http://www.bepress.com/bejte/topics/vol2/iss1/art3 GBV_USEFLAG_U ZDB-1-BEP GBV_NL_ARTICLE AR 2 2002 1 3 2.2002, 1, art3 |
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(DE-627)NLEJ219544689 DE-627 ger DE-627 rakwb eng XD-US Edlin, Aaron S. verfasserin aut Forward Discount Bias, Nalebuff's Envelope Puzzle, and the Siegel Paradox in Foreign Exchange The Berkeley Electronic Press 2002 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier The bias of forward exchange rates as a predictor of future spot rates is typically explained or decomposed as (1) a risk premium and (2) a convexity term which accounts for the fact that, when there is stochastic inflation, nominal gains from forward currency speculation are higher than real ones and correspondingly losses are smaller. We use Nalebuff's envelope puzzle to explain a third source of bias which involves real profits from foreign exchange speculation. Both the "real profit" bias and stochastic inflation bias arise from convexity of g(s)=1/s and so derive from Jensen's inequality as observed by Siegel (1972). Berkeley Electronic Press Academic Journals Forward Rates Forward Discount Bias In Topics in theoretical economics Berkeley, Calif. : Bepress, 2001 2.2002, 1, art3 Online-Ressource (DE-627)NLEJ21953733X (DE-600)2040053-6 1534-598X nnns volume:2 year:2002 number:1 pages:3 http://www.bepress.com/bejte/topics/vol2/iss1/art3 GBV_USEFLAG_U ZDB-1-BEP GBV_NL_ARTICLE AR 2 2002 1 3 2.2002, 1, art3 |
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The bias of forward exchange rates as a predictor of future spot rates is typically explained or decomposed as (1) a risk premium and (2) a convexity term which accounts for the fact that, when there is stochastic inflation, nominal gains from forward currency speculation are higher than real ones and correspondingly losses are smaller. We use Nalebuff's envelope puzzle to explain a third source of bias which involves real profits from foreign exchange speculation. Both the "real profit" bias and stochastic inflation bias arise from convexity of g(s)=1/s and so derive from Jensen's inequality as observed by Siegel (1972). |
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The bias of forward exchange rates as a predictor of future spot rates is typically explained or decomposed as (1) a risk premium and (2) a convexity term which accounts for the fact that, when there is stochastic inflation, nominal gains from forward currency speculation are higher than real ones and correspondingly losses are smaller. We use Nalebuff's envelope puzzle to explain a third source of bias which involves real profits from foreign exchange speculation. Both the "real profit" bias and stochastic inflation bias arise from convexity of g(s)=1/s and so derive from Jensen's inequality as observed by Siegel (1972). |
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The bias of forward exchange rates as a predictor of future spot rates is typically explained or decomposed as (1) a risk premium and (2) a convexity term which accounts for the fact that, when there is stochastic inflation, nominal gains from forward currency speculation are higher than real ones and correspondingly losses are smaller. We use Nalebuff's envelope puzzle to explain a third source of bias which involves real profits from foreign exchange speculation. Both the "real profit" bias and stochastic inflation bias arise from convexity of g(s)=1/s and so derive from Jensen's inequality as observed by Siegel (1972). |
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