Liquidity, Risk, and Return: Specifying an Objective Function for the Management of Foreign Reserves
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References listed on IDEAS
- Ben-Bassat, Avraham & Gottlieb, Daniel, 1992. "Optimal international reserves and sovereign risk," Journal of International Economics, Elsevier, vol. 33(3-4), pages 345-362, November.
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KeywordsForeign reserves management;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-10-02 (All new papers)
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