Select Guide Rating

• 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

Select Guide Rating

• 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

Select Guide Rating

• 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