Issues in International Capital Mobility

ISBN-13: 9781138566736 / Angielski / Twarda / 2017 / 106 str.

Helen Popper

Opis

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. This book will appeal to those working or studying in the field of economics and finance.

Spis treści

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

O autorze

Helen Popper