Liquidity, risk, and return: specifying an objective function for the management of foreign reserves
نویسندگان
چکیده
منابع مشابه
Liquidity management of foreign exchange reserves in continuous time
a r t i c l e i n f o JEL classification: C1 C11 E5 F3 Keywords: Foreign exchange reserves Liquidity management Gamma process In order to cope with daily foreign currency exchange payments or trades and avoid liquidity crisis, central banks need to maintain the liquidity of foreign exchange reserves. In this paper, we develop a Foreign Exchange Reserves Liquidity Management (FERLM) model based ...
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ژورنال
عنوان ژورنال: Applied Stochastic Models in Business and Industry
سال: 2012
ISSN: 1524-1904
DOI: 10.1002/asmb.1921