U.S. dollar risk premiums and capital flows

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...

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Bibliographic Details
Main Authors: Balakrishnan, Ravi (Author), Tulin, Volodymyr (Author)
Format: Electronic eBook
Language:English
Published: [Washington, D.C.] : International Monetary Fund, Research Dept., ©2006.
Series:IMF working paper ; WP/06/160.
Subjects:
Dollar, American.
Capital movements.
Dollar, American > Econometric models.
Capital movements > Econometric models.
Interest rates > United States > Econometric models.
United States > Economic conditions.
United States > Economic policy.
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