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The Strathprints institutional repository is a digital archive of University of Strathclyde's Open Access research outputs. Strathprints provides access to thousands of Open Access research papers by University of Strathclyde researchers, including by researchers from the Department of Computer & Information Sciences involved in mathematically structured programming, similarity and metric search, computer security, software systems, combinatronics and digital health.

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

McGregor, P.G. (1981) The portfolio selection approach and short-run econometric-models of capital flows and the foreign-exchange market - a theoretical-analysis. Journal of Economic Studies, 8 (2). pp. 3-24. ISSN 0144-3585

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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.