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Optimal reserve composition in the presence of sudden stops
16 references·2 citing·41 second hop
Optimal reserve composition in the presence of sudden stops (2011)Optimal reserve composition in the presen…On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2011)On the Empirics of Sudden Sto…Financial Stability, the Trilemma, and International Reserves (2010)Financial Stability, the Tril…International capital flows and U.S. interest rates (2009)International capital flows a…Financial versus Monetary Mercantilism: Long‐run View of Large International Reserves Hoarding (2008)Financial versus Monetary Mer…International Reserves in Emerging Market Countries: Too Much of a Good Thing? (2007)International Reserves in Eme…Home bias in global bond and equity markets: The role of real exchange rate volatility (2007)Home bias in global bond and …The Social Cost of Foreign Exchange Reserves (2006)The Social Cost of Foreign Ex…G7 Current Account Imbalances: Sustainability and Adjustment (2006)G7 Current Account Imbalances…Will the Euro Eventually Surpass the Dollar as Leading International Reserve Currency? (2005)Will the Euro Eventually Surp…International Reserve Holdings with Sovereign Risk and Costly Tax Collection (2004)International Reserve Holding…An Essay on the Revived Bretton Woods System (2003)An Essay on the Revived Brett…CAPITAL FLOWS AND CAPITAL-MARKET CRISES: The Simple Economics of Sudden Stops (1998)CAPITAL FLOWS AND CAPITAL-MAR…The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice (1993)The Effect of Errors in Means…Portfolio Optimization in Practice (1992)Portfolio Optimization in Pra…Dynamic Strategies for Asset Allocation (1988)Dynamic Strategies for Asset …G7 Current Account Imbalances: Sustainability and AdjustmentG7 Current Account Imbalances…Capital flows and GDP in emerging economies and the role of global spillovers (2017)Capital flows and GDP in emer…Should Larger Reserve Holdings Be More Diversified? (2011)Should Larger Reserve Holding…A Model of Balance-of-Payments Crises (1979)Currency crashes in emerging markets: An empirical treatment (1996)The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)Precautionary demand for foreign assets in Sudden Stop economies: An assessment of the New Mercantilism (2008)Financial Instability, Reserves, and Central Bank Swap Lines in the Panic of 2008 (2009)International Finance and Growth in Developing Countries: What Have We Learned? (2009)The Pricing of Options and Corporate Liabilities (1973)Stochastic Network Programming for Financial Planning Problems (1992)Strategic asset allocation with liabilities: Beyond stocks and bonds (2008)Portfolio Choice Problems (2010)Business conditions and expected returns on stocks and bonds (1989)The Variation of Economic Risk Premiums (1991)Does financial liberalization spur growth? (2005)Financial Integration, Financial Deepness and Global Imbalances (2007)What Segments Equity Markets? (2011)Short-Term Capital Flows (1999)Financialised Capitalism: Crisis and Financial Expropriation (2009)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The Effect of Fixed Exchange Rates on Monetary Policy (2004)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)Can leading indicators assess country vulnerability? Evidence from the 2008–09 global financial crisis (2011)Downward Nominal Wage Rigidity, Currency Pegs, and Involuntary Unemployment (2016)Investor Diversification and International Equity Markets (1991)The Theory of Capital Structure (1991)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias in Open Economy Financial Macroeconomics (2011)International Currencies and Capital Allocation (2019)International variations in ESG disclosure – Do cross-listed companies care more? (2021)Analysis of Panel Data (2003)Dependency Revisited: International Markets, Business Cycles, and Social Spending in the Developing World (2006)The emerging global financial architecture: Tracing and evaluating new patterns of the trilemma configuration (2010)Thresholds in the process of international financial integration (2010)Sudden Stops, Financial Crises, and Leverage (2010)Capital flow waves: Surges, stops, flight, and retrenchment (2012)Capital flows, push versus pull factors and the global financial crisis (2012)From World Banker to World Venture Capitalist: US External Adjustment and the Exorbitant Privilege (2005)International Reserves: Precautionary Versus Mercantilist Views, Theory and Evidence (2007)The Missing Wealth of Nations: Are Europe and the U.S. net Debtors or net Creditors?* (2013)Robust Portfolio Selection Problems (2003)Optimal Portfolio Choice with Parameter Uncertainty (2007)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)
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References

  • 1998CAPITAL FLOWS AND CAPITAL-MARKET CRISES: The Simple Economics of Sudden Stops1,475 cited
  • 1993The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice1,158 cited
  • 2003An Essay on the Revived Bretton Woods System734 cited
  • 2006The Social Cost of Foreign Exchange Reserves723 cited
  • 2010Financial Stability, the Trilemma, and International Reserves561 cited
  • 1988Dynamic Strategies for Asset Allocation498 cited
  • 2011On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects432 cited
  • 2009International capital flows and U.S. interest rates399 cited
  • 2007Home bias in global bond and equity markets: The role of real exchange rate volatility333 cited
  • 2007International Reserves in Emerging Market Countries: Too Much of a Good Thing?308 cited
  • 2006G7 Current Account Imbalances: Sustainability and Adjustment304 cited
  • 2004International Reserve Holdings with Sovereign Risk and Costly Tax Collection233 cited
  • n.d.G7 Current Account Imbalances: Sustainability and Adjustment232 cited
  • 1992Portfolio Optimization in Practice227 cited
  • 2008Financial versus Monetary Mercantilism: Long‐run View of Large International Reserves Hoarding

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226 cited
  • 2005Will the Euro Eventually Surpass the Dollar as Leading International Reserve Currency?205 cited
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    • 2017Capital flows and GDP in emerging economies and the role of global spillovers25 cited
    • 2011Should Larger Reserve Holdings Be More Diversified?23 cited