A Sovereign Asset-Liability Framework with Multiple Risk Factors for External Reserves Management – Reserve Bank of India
| Year of publication: |
2017
|
|---|---|
| Authors: | Bhattacharya, Himadri |
| Other Persons: | Kreuser, Jerome L (contributor) ; Sivaprakasam, Sivakumar (contributor) |
| Publisher: |
[2017]: [S.l.] : SSRN |
| Subject: | Indien | India | Währungsreserven | Foreign exchange reserves | Zentralbank | Central bank |
| Description of contents: |
We present a dynamic stoc ...
|
| Extent: | 1 Online-Ressource (22 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | In: In Portfolio and Risk Management for Central Banks and Sovereign Wealth Funds, Edited by Joachim Coche, Ken Nyholm and Gabriel Petre, Palgrave Macmillian, New York, 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 16, 2009 erstellt |
| Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; E37 - Forecasting and Simulation ; E58 - Central Banks and Their Policies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012942733