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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Detalhes bibliográficos
Autor principal: Brown, Aaron Howard Clifford
Outros Autores: Papaioannou, Michael, Petrova, Iva
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2010.
coleção:IMF Working Papers; Working Paper ; No. 2010/009
Acesso em linha:Full text available on IMF