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...
| Главный автор: | |
|---|---|
| Другие авторы: | |
| Формат: | Журнал |
| Язык: | English |
| Опубликовано: |
Washington, D.C. :
International Monetary Fund,
2006.
|
| Серии: | IMF Working Papers; Working Paper ;
No. 2006/160 |
| Online-ссылка: | Full text available on IMF |