110 Pages
by
Routledge
110 Pages
by
Routledge
110 Pages
by
Routledge
Also available as eBook on:
Originally published in 1997, Issues in International Capital Mobility addresses a few of the ambiguities arising in empirical investigations of capital market openness. It does this by taking existing empirical approaches and adapting them to new markets and to new assets. It also examines the properties of one statistical method used to assess the extent of international capital mobility.... Read more
Preface
Acknowledgements
1. Gauging International Capital Mobility
2. Long-Term Covered Interest Parity Evidence from Currency Swaps
3. Term Premia Comovement in German, Japanese, and U.S. Domestic Markets
Term Premia Appendix
4. Formulating Non-Linear Moment Conditions for Generalized Method of Moments
References
Index
Biography
Helen Popper






