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An Analysis of the Management of the Currency Composition of Reserve Assets and External Liabilities of Developing Countries
15 references·1 citing·47 second hop
An Analysis of the Management of the Currency Composition of Reserve Assets and External Liabilities of Developing Countries (1987)An Analysis of the Management of the Curr…Essays in international finance (2020)Essays in international finan…A Test of Perfect Substitutability in the Foreign Exchange Market (1982)A Test of Perfect Substitutab…Poor-country borrowing in private financial markets and the repudiation issue (1981)Poor-country borrowing in pri…Consumption Preferences, Asset Demands, and Distribution Effects in International Financial Markets (1981)Consumption Preferences, Asse…Exchange risk and the macroeconomics of exchange rate determination (1980)Exchange risk and the macroec…Exchange Rate Economics: Where Do We Stand? (1980)Exchange Rate Economics: Wher…The Portfolio-Balance Model of Exchange Rates (1979)The Portfolio-Balance Model o…The diversifiability of exchange risk (1979)The diversifiability of excha…The political economy of monetary reform (1978)The political economy of mone…The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates (1978)The Efficiency of the Market …Reserve-currency preferences of central banks (1978)Reserve-currency preferences …Exchange Rates and the International Adjustment Process (1978)Exchange Rates and the Intern…International Investment and Interest Rate Linkages under Flexible Exchange Rates (1977)International Investment and …Exchange rates in the short run (1977)Exchange rates in the short r…A pure foreign exchange asset pricing model (1977)A pure foreign exchange asset…Optimal Reserve Composition in the Presence of Sudden Stops: The Euro and the Dollar as Safe Haven Currencies (2008)Optimal Reserve Composition i…A General Equilibrium Approach To Monetary Theory (1969)Expectations and Exchange Rate Dynamics (1976)The Exchange Rate And The Balance of Payments In The Short Run and in The Long Run: A Monetary Approach (1977)On the effects of sterilized intervention (1984)Chapter 33 Empirical research on nominal exchange rates (1995)Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Exchange Rates and the Current Account. (1980)The Economic Determinants of the Home Country Bias in Investors' Portfolios: A Survey (1992)Chapter 6 International portfolio choice and asset pricing: An integrative survey (1995)When Bonds Matter: Home Bias in Goods and Assets (2011)The Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Time Series Analysis: Forecasting and Control (1977)Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test (1984)An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks (2001)What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? (2019)Essays in the Theory of Risk-Bearing. (1972)An equilibrium model of the international capital market (1974)Foreign exchange market efficiency tests: Implications of recent empirical findings (1986)An Equilibrium Model of Exchange Rate Determination and Asset Pricing with Nontraded Goods and Imperfect Information (1987)Stylized Facts of Nominal Exchange Rate Returns (1994)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Tests of international CAPM with time‐varying covariances (1989)The Currency Composition of Foreign Exchange Reserves (1989)Global Portfolio Rebalancing and Exchange Rates (2022)The capital asset pricing model: Some empirical tests (1972)Risk, Return, and Equilibrium: Empirical Tests (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)International parity conditions and exchange risk (1978)Mean Reversion in G-10 Nominal Exchange Rates (2006)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)An Investigation of Risk and Return in Forward Foreign Exchange (1983)Exchange rate variability and asset trade (1989)Money, Bonds, and Foreign Exchange (2016)Chapter 15 The specification and influence of asset markets (1985)The Internationalization of Currencies: An Appraisal of the Japanese Yen (1992)The Internationalization of Equity Markets (1993)Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)Beating the Foreign Exchange Market (1986)What Determines Government Spending Multipliers? (2012)Does devaluation improve the current account? (1984)Emerging Currency Blocks (1995)THE IMF: A BIRD'S EYE VIEW OF ITS ROLE AND OPERATIONS (2007)
this work references cited by second hop

References

  • 1980Exchange Rate Economics: Where Do We Stand?452 cited
  • 1977Exchange rates in the short run217 cited
  • 2020Essays in international finance165 cited
  • 1978The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates152 cited
  • 1978Exchange Rates and the International Adjustment Process122 cited
  • 1979The diversifiability of exchange risk121 cited
  • 1982A Test of Perfect Substitutability in the Foreign Exchange Market88 cited
  • 1977A pure foreign exchange asset pricing model81 cited
  • 1977International Investment and Interest Rate Linkages under Flexible Exchange Rates66 cited
  • 1981Consumption Preferences, Asset Demands, and Distribution Effects in International Financial Markets63 cited
  • 1981Poor-country borrowing in private financial markets and the repudiation issue57 cited
  • 1979The Portfolio-Balance Model of Exchange Rates55 cited
  • 1978Reserve-currency preferences of central banks53 cited
  • 1980Exchange risk and the macroeconomics of exchange rate determination46 cited
  • 1978The political economy of monetary reform40 cited

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  • 2008Optimal Reserve Composition in the Presence of Sudden Stops: The Euro and the Dollar as Safe Haven Currencies21 cited