Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds /

This paper analyses the links between the investment strategies of a commodity-based SWF and the macroeconomic framework of the owner country. We examine some basic macrofinancial linkages of an SWF's strategic asset allocation (SAA) strategies with regard to the government budget, monetary pol...

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Bibliographic Details
Main Author: Brown, Aaron Howard Clifford
Other Authors: Papaioannou, Michael, Petrova, Iva
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2010.
Series:IMF Working Papers; Working Paper ; No. 2010/009
Online Access:Full text available on IMF