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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Detalles Bibliográficos
Autor Principal: Brown, Aaron Howard Clifford
Outros autores: Papaioannou, Michael, Petrova, Iva
Formato: Revista
Idioma:English
Publicado: Washington, D.C. : International Monetary Fund, 2010.
Series:IMF Working Papers; Working Paper ; No. 2010/009
Acceso en liña:Full text available on IMF