17. Forward Rate as an Unbiased Predictor of the Future Spot Rate. Some
forecasters believe that foreign exchange markets for the major floating currencies are
“efficient” and forward exchange rates are unbiased predictors of future spot
exchange rates. What is meant by “unbiased predictor” in terms of how the forward
rate performs in estimating future spot exchange rates?
Exhibit 6.10 demonstrates the meaning of “unbiased prediction” in terms of how the
forward rate performs in estimating future spot exchange rates. If the forward rate is
an unbiased predictor of the future spot rate, the expected value of the future spot rate
at time 2 equals the present forward rate for time 2 delivery, available now, E(S2) = F1.
The rationale for this relationship is based on the hypothesis that the foreign exchange
market is reasonably efficient. Market efficiency assumes that a) all relevant
information is quickly reflected in both the spot and forward exchange markets, b)
transaction costs are low, and c) instruments denominated in different currencies are
perfect substitutes for one another.
18. Transaction Costs. If transaction costs for undertaking covered or uncovered
interest arbitrage were large, how do you think it would influence arbitrage activity?
It would result in large discrepancies between market rates and quotes, as a higher
19. Carry Trade. The term carry trade is used quite frequently in the business press.
What does it mean, and what conditions and expectations do investors need to hold to
undertake carry trade transactions?