Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?
Year of publication: |
2020
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Authors: | Mateane, Lebogang |
Publisher: |
Kiel, Hamburg : ZBW - Leibniz Information Centre for Economics |
Subject: | IRRA and CRRA Expected Utility | Global Market Conditions | Currency Composition of FX Reserves | Foreign Debt | Portfolio Selection | Skewness | Emerging Market Economies |
Type of publication: | Book / Working Paper |
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Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/227484 [Handle] RePEc:zbw:esprep:227484 [RePEc] |
Classification: | E58 - Central Banks and Their Policies ; F31 - Foreign Exchange ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
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Kryzanowski, Lawrence, (2018)
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Is Currency Hedging Necessary for Emerging-Market Equity Investment?
Kim, Daehwan, (2014)
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