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 depreciation net of interest rate effects) amid record... READ MORE...

Publication date: June 2006
ISBN 9781451864205
$15.00

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