Computing currency invariant indices with an application to minimum variance currency baskets
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- Edison, Hali J. & Vardal, Erling, 1987.
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- Robert J. Shiller, 1998. "Indexed Units of Account: Theory and Assessment of Historical Experience," NBER Working Papers 6356, National Bureau of Economic Research, Inc.
- Robert Shiller, 1998. "Indexed Units of Account: Theory and Assessment of Historical Experience," Working Papers Central Bank of Chile 28, Central Bank of Chile.
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- Robert Mundell, 2000. "Currency Areas, Exchange Rate Systems and International Monetary Reform," CEMA Working Papers: Serie Documentos de Trabajo. 167, Universidad del CEMA.
- Rustem, Berc, 1995. "Computing optimal multi-currency mean-variance portfolios," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 901-908.
- Eiji Ogawa & Takatoshi Ito, 2000.
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8002, National Bureau of Economic Research, Inc.
- Ogawa, Eiji & Ito, Takatoshi, 2002. "On the Desirability of a Regional Basket Currency Arrangement," Journal of the Japanese and International Economies, Elsevier, vol. 16(3), pages 317-334, September.
- Branson, William H. & Katseli-Papaefstratiou, Louka T., 1980. "Income instability, terms of trade, and the choice of exchange rate regime," Journal of Development Economics, Elsevier, vol. 7(1), pages 49-69, February.
- Hali J. Edison, 1986. "Is the ECU an optimal currency basket?," International Finance Discussion Papers 282, Board of Governors of the Federal Reserve System (U.S.).
- R. A. Mundell, 2000. "Erratum: A Reconsideration of the Twentieth Century," American Economic Review, American Economic Association, vol. 90(5), pages 1535-1535, December.
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