Author:
Diaz Daniel E.,García-Pulgarín Julián David,Porras Cristian,Ruíz Marco
Publisher
Springer International Publishing
Reference23 articles.
1. Alhumaidah, F. (2015). Asset-liability management for reserves under liquidity constraints: The case of Saudi Arabia. Procedia Economics and Finance, 29, 17–40.
2. Ben-Bassat, A., & Gottlieb, D. (1992). Optimal international reserves and sovereign risk. Journal of International Economics, 33(3–4), 345–362.
3. Berkelaar, A., Coche, J., & Nyholm, K. (2010). Central Bank reserves and sovereign wealth management. Basingstoke: Palgrave Macmillan.
4. Bhattacharya, H., Kreuser, J., & Sivakumar, S. (2010). A sovereign asset-liability framework with multiple risk factors for external reserves management—Reserve Bank of India. In J. Coche, K. Nyholm, & G. Petre (Eds.), Portfolio and risk Management for Central Banks and Sovereign Wealth Funds. New York: Palgrave Macmillan.
5. Black, F., & Litterman, R. (1991). Asset allocation: Combining investor views with market equilibrium. Journal of Fixed Income, 1(2), 7–18.