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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Balakrishnan, Ravi (Author), Tulin, Volodymyr (Author)
Format: Electronic eBook
Language:Inglés
Published: [Washington, D.C.] : International Monetary Fund, Research Dept., ©2006.
Series:IMF working paper ; WP/06/160.
Subjects:
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
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