Application of investment models in foreign exchange reserve management in Eesti Pank
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References listed on IDEAS
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- Francesco Potente & Antonio Scalia, 2016. "Market timing and performance attribution in the ECB reserve management framework," Temi di discussione (Economic working papers) 1062, Bank of Italy, Economic Research and International Relations Area.
More about this item
Keywordstrading rules; active management; central bank reserves;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-07-25 (All new papers)
- NEP-FMK-2005-07-25 (Financial Markets)
- NEP-MAC-2005-07-25 (Macroeconomics)
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