Management of foreign reserves : an approach based on vine-copula, regime-switching dependence and Bayesian opinion pooling
This research is constructed to address the issue of structure management for colossal foreign exchange reserves holders, such as China and other emerging economies. Contrary to the discussion of optimal quantity on the reserve level, structure management considers the ideal applications of the nati...
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Durham University
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.630081 |