1st Edition

Issues in International Captial Mobility

By Helen Popper Copyright 1997
110 Pages
by Routledge

110 Pages
by Routledge

110 Pages
by Routledge

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