U.S. dollar risk premiums and capital flows /
This paper sheds light on the attractiveness of U.S. assets by studying dollar risk premiums, calculated using Consensus exchange rate forecasts, and linking them to bilateral capital flows. The paper finds that the presence of negative dollar risk premiums (i.e. expectations of a dollar depreciatio...
Clasificación: | Libro Electrónico |
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Autores principales: | , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
[Washington, D.C.] :
International Monetary Fund, Research Dept.,
©2006.
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Colección: | IMF working paper ;
WP/06/160. |
Temas: | |
Acceso en línea: | Texto completo |