Optimal reserve composition in the presence of sudden stops

Author:

Beck Roland,Rahbari Ebrahim

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. International reserve holdings with sovereign risk and costly tax collection;Aizenman;Economic Journal,2004

2. Financial versus monetary mercantilism: Long-run view of large international reserves hoarding.;Aizenman;The World Economy, Wiley Blackwell,2008

3. Should Larger Reserve Holdings be More Diversified?;Beck,2010

4. The optimal composition of foreign exchange reserves;Ben-Bassat;Journal of International Economics,1980

5. Hedging sudden stops and precautionary contractions: a quantitative framework;Caballero;Journal of Development Economics,2008

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2. Optimal carry trade portfolio choice under regime shifts;Review of Quantitative Finance and Accounting;2022-03-07

3. Can Equity be Safe-haven for Investment?;Journal of Emerging Market Finance;2022-01-23

4. The currency composition of international reserves, demand for international reserves, and global safe assets;Journal of International Money and Finance;2020-04

5. Exchange Rate Targeting and Gold Demand by Central Banks: Modeling International Reserves Composition;Emerging Markets Finance and Trade;2018-07-27

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