Issues in International Capital Mobility
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A01=Helen Popper
advanced capital mobility empirical research
Author_Helen Popper
Capital
capital flow analysis
Capital Mobility
Category=KCL
Category=KFFM
covered interest parity
Covered Interest Parity Condition
Currency Swap
Currency Swaps
empirical finance methods
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Euler Conditions
Euromarket
Floating Dollar Rate
Foreign Exchange Swap
generalised method of moments
German Market
Helen A. Popper
Helen Popper
Interest Parity
Interest Parity Condition
Interest Rate Parity
Interest Rate Spreads
Interest Rate Swap
International Capital
International Capital Mobility
international financial integration
Intertemporal Capital Asset Pricing Model
Japanese Market
Latent Variable Model
Mobility
Moments Estimator
Moments Estimators
Moments Procedure
Non-linear moment conditions
Onshore Markets
Population Moment Conditions
Premia Comovement
Real Interest Parity
Risk Aversion Parameter
Short Term Assets
Term Premia
term premia modelling
Term Spread
U.S. Domestic Market
Uncovered Interest Parity
Uncovered Interest Parity Condition
Uncovered Interest Rate Parity
Product details
- ISBN 9781138566736
- Weight: 360g
- Dimensions: 156 x 234mm
- Publication Date: 30 Nov 2017
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
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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.
