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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Balakrishnan, Ravi (Autor), Tulin, Volodymyr (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, Research Dept., ©2006.
Colección:IMF working paper ; WP/06/160.
Temas:
Dollar, American.
Capital movements.
Dollar, American > Econometric models.
Capital movements > Econometric models.
Interest rates > United States > Econometric models.
Dollar américain > Modèles économétriques.
Mouvements de capitaux > Modèles économétriques.
Taux de change > Modèles économétriques.
Taux d'intérêt > États-Unis > Modèles économétriques.
Dollar américain.
Mouvements de capitaux.
Interest rates > Econometric models
Economic policy
Economic history
Dollar, American > Econometric models
Capital movements > Econometric models
Capital movements
Dollar, American
United States > Economic conditions.
United States > Economic policy.
États-Unis > Conditions économiques.
États-Unis > Politique économique.
United States
Acceso en línea:Texto completo
Tabla de Contenidos:
  • ""Contents""; ""I. INTRODUCTION AND SUMMARY""; ""II. WHAT ARE RISK PREMIUMS ON THE DOLLAR AND HOW CAN WE MEASURE THEM? ""; ""III. CAPITAL FLOWS AND RISK PREMIUMS""; ""IV. EXPLAINING RISK PREMIUM MOVEMENTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""DATA AND REGRESSION METHODOLOGY""; ""References""

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