Issues in International Capital Mobility

by Helen Popper

Overview

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.

Product Details

ISBN-13:	9781138566811
Publisher:	Taylor & Francis
Publication date:	05/29/2019
Series:	Routledge Library Editions: Financial Markets , #13
Pages:	110
Product dimensions:	6.12(w) x 9.19(h) x (d)

Table of Contents

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