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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Bibliografische gegevens
Hoofdauteur: Brown, Aaron Howard Clifford
Andere auteurs: Papaioannou, Michael, Petrova, Iva
Formaat: Tijdschrift
Taal:English
Gepubliceerd in: Washington, D.C. : International Monetary Fund, 2010.
Reeks:IMF Working Papers; Working Paper ; No. 2010/009
Online toegang:Full text available on IMF