International Parity Conditions Model
Product Description
This model can easily calculate the “fair” values of many macroeconomic variables. By comparing “fair” and actual values, application user can hypothesize weather some variables can be undervalued or overvalued.
When fed with needed inputs, model can quickly generate the fair value of missing variable. Overall, this spreadsheet application can calculate fair values of the following:
1. Interest Rate Parity
• Spot Exchange Rate
• Forward Exchange Rate
• Domestic Risk Free Interest Rate
• Foreign Risk Free Interest Rate
2. Purchasing Power Parity (PPP)
• Spot Exchange Rates at the Start and at the End of Period
• Domestic and Foreign Inflation Rates
3. International Fisher Effect
• Real Interest Rates in Domestic and Foreign Countries
• Expected Inflation Rates in Domestic and Foreign Countries
The model supports four theme colors (Olive Green, Dark Blue, Black, and Dark Orange) for user convenience.
***NOTE: xlsm format requires MS Office 2007!
***NOTE: THIS IS A VBA PROJECT. PLEASE ENABLE MACROS BEFORE USING!!!
When fed with needed inputs, model can quickly generate the fair value of missing variable. Overall, this spreadsheet application can calculate fair values of the following:
1. Interest Rate Parity
• Spot Exchange Rate
• Forward Exchange Rate
• Domestic Risk Free Interest Rate
• Foreign Risk Free Interest Rate
2. Purchasing Power Parity (PPP)
• Spot Exchange Rates at the Start and at the End of Period
• Domestic and Foreign Inflation Rates
3. International Fisher Effect
• Real Interest Rates in Domestic and Foreign Countries
• Expected Inflation Rates in Domestic and Foreign Countries
The model supports four theme colors (Olive Green, Dark Blue, Black, and Dark Orange) for user convenience.
***NOTE: xlsm format requires MS Office 2007!
***NOTE: THIS IS A VBA PROJECT. PLEASE ENABLE MACROS BEFORE USING!!!
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