The portfolio selection approach and short-run econometric-models of capital flows and the foreign-exchange market - a theoretical-analysis

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Abstract

This study attempts to provide a systematic theoretical analysis of the portfolio selection approach to the determination of inter-regional and international capital flows, and to identify the implications of this analysis for the appropriate specification of short-run econometric models of the foreign exchange market.
LanguageEnglish
Pages3-24
Number of pages21
JournalJournal of Economic Studies
Volume8
Issue number2
DOIs
Publication statusPublished - 1981

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Econometric models
International capital flows
Portfolio selection
Capital flows
Theoretical analysis
Foreign exchange market
Short-run

Keywords

  • portfolio selection approach
  • inter-regional and international capital flows

Cite this

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title = "The portfolio selection approach and short-run econometric-models of capital flows and the foreign-exchange market - a theoretical-analysis",
abstract = "This study attempts to provide a systematic theoretical analysis of the portfolio selection approach to the determination of inter-regional and international capital flows, and to identify the implications of this analysis for the appropriate specification of short-run econometric models of the foreign exchange market.",
keywords = "portfolio selection approach, inter-regional and international capital flows",
author = "P.G. McGregor",
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journal = "Journal of Economic Studies",
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