論文代寫：远期利率研究

論文代寫：远期利率研究

这一难题与远期利率偏差现象有更密切的关系。这个谜题是这样一个发现错误的方向是指出的远期溢价在汇率(地点)的汇率(地点)(Wang et al.， 2009)。根据未发现的利率平价，当持有利率平价的时候，在远期利率和利率的差值之间的折现，需要在改变不偏的预测因子的情况下。这里假设了理性预期。

論文代寫：远期利率研究

对于远期利率的疑问，通过这个利率不允许在获得未来的即期汇率的无偏见预测(Sercu et al.， 2006)。为了确定远期溢价之谜，必须假定错误的术语是与普通对数的分布。在这里，在零假设条件下，Beta1等于1，而Beta 0被允许等价于某些与Jensens不平等条件一致的情况。可以从这个等式左边和右边减去现在的log点的速率等于1 (Sarno et al.， 2006)。

論文代寫：远期利率研究

The puzzle has a closer relationship to the forward rate bias phenomenon. This puzzle is such a finding that wrong direction is pointed out by the forward premium for the movement of ex post in the rate of exchange (spot) (Wang et al., 2009). According to uncovered parity of interest, when interest parity cover is held, then the discounting in forward direction as well as the differential of interest needs to be before change unbiased predictors within the rate of spot. Rational expectations are assumed here.

論文代寫：远期利率研究
The puzzle for forward rate biasness is provided through the perspective that this rate does not allow in obtaining future spot rate based unbiased forecast (Sercu et al., 2006). In order to identify the forward premium puzzle, it has to be assumed that the term of error is distribution with normal log.Here, within the null based hypothesis, Beta1 is equivalent to 1 and Beta 0 is permitted to be equivalent with certain consistent impounds with some Inequality terms of Jensens. It is possible to subtract the present rate of log spot from this equations left and right side as under the Beta1 null is equivalent to 1 (Sarno et al., 2006).