Uncertainty and Portfolio Dollarization. The Argentine Case in the Last Half Century
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More about this item
KeywordsArgentina; optimal portfolio choice; dollarization; MGARCH models;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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