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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| Format: | Revue |
| Langue: | English |
| Publié: |
Washington, D.C. :
International Monetary Fund,
2006.
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| Collection: | IMF Working Papers; Working Paper ;
No. 2006/160 |
| Accès en ligne: | Full text available on IMF |