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Ranking, Risk-Taking and Effort : An Analysis of the ECB's Foreign Reserves Management
Scalia, Antonio; Sahel, Benjamin - 2021
The investment of the ECB reserves in US dollars and yen, delegated to a network of portfolio managers in the …. Employing a new data set on individual portfolio variables during 2002-2009, we study this peculiar tournament and show the … existence of risk-shifting behaviour by reserve managers related to their year-to-date ranking: interim losers increase relative …
Persistent link: https://www.econbiz.de/10013315986
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Price dynamics under stochastic process switching : some extensions and an application to EMU
De Grauwe, Paul; Dewachter, Hans; Veestraeten, Dirk - In: Journal of international money and finance 18 (1999) 2, pp. 195-224
Persistent link: https://www.econbiz.de/10001381556
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Can equilibrium models explain nominal exchange regime non-neutrality? : evidence from the European Monetary System
Papell, David H. - In: Journal of international money and finance 11 (1992) 1, pp. 96-106
Persistent link: https://www.econbiz.de/10001117873
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A jump diffusion model for the European Monetary System
Ball, Clifford A. - In: Journal of international money and finance 12 (1993) 5, pp. 475-492
Persistent link: https://www.econbiz.de/10001149596
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A long-run view of the European Monetary System
Edison, Hali J. - In: Journal of international money and finance 10 (1991) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10001101950
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European monetary union : a new approach
Ntellas, Charēs - In: Journal of international money and finance 16 (1997) 4, pp. 581-594
Persistent link: https://www.econbiz.de/10001225535
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Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu - In: Journal of international money and finance 16 (1997) 2, pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
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Other people's money : cash-in-advance microfoundations for optimal currency areas
Minford, Patrick - In: Journal of international money and finance 14 (1995) 3, pp. 427-440
Persistent link: https://www.econbiz.de/10001187519
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Target zone models with stochastic realignments : an econometric evaluation
Mizrach, Bruce Marshall - In: Journal of international money and finance 14 (1995) 5, pp. 641-657
Persistent link: https://www.econbiz.de/10001191602
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European monetary integation and the demand for money
Rother, Philipp C. - In: Journal of international money and finance 17 (1998) 4, pp. 691-711
Persistent link: https://www.econbiz.de/10001253020