Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds
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References listed on IDEAS
- Christian B. Mulder & Amadou N Sy & Yinqiu Lu & Udaibir S Das, 2009. "Setting Up a Sovereign Wealth Fund; Some Policy and Operational Considerations," IMF Working Papers 09/179, International Monetary Fund.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Reiche, Danyel, 2010. "Sovereign wealth funds as a new instrument of climate protection policy? A case study of Norway as a pioneer of ethical guidelines for investment policy," Energy, Elsevier, vol. 35(9), pages 3569-3577.
- Jaroslava Durčáková & Ondřej Šíma, 2013. "BRICS: Exchange Rate policy in Context of Internal and External Equilibrium," Český finanční a účetní časopis, University of Economics, Prague, vol. 2013(4), pages 7-29.
- Ciarlone, Alessio & Miceli, Valeria, 2016. "Escaping financial crises? Macro evidence from sovereign wealth funds' investment behaviour," Emerging Markets Review, Elsevier, vol. 27(C), pages 169-196.
More about this item
KeywordsCross country analysis; Credit risk; Corporate sector; Central banks; Commodities; Commodity prices; Budgets; Capital flows; Asset management; Access to capital markets; Economic models; External financing; Exchange rate regimes; Emerging markets; Sovereign wealth funds; Sovereign debt; Risk management; Resource allocation; Private sector; Monetary policy; International capital markets; Investment policy; Strategic asset allocation; Macrofinancial Linkages; bonds; government bonds; correlation; covariance; standard deviation;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-01-30 (All new papers)
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