Potential Role SDR Diversified Currency Portfolios Central Bank.
This paper compares the SDR in terms of its risk-return characteristics relative to those of its five components and, on this basis, finds that the SDR has performed favorably over the period under review. In addition, several efficient portfolios including the SDR and its components are computed. T...
Համատեղ հեղինակ: | |
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Ձևաչափ: | Ամսագիր |
Լեզու: | English |
Հրապարակվել է: |
Washington, D.C. :
International Monetary Fund,
1988.
|
Շարք: | IMF Working Papers; Working Paper ;
No. 1988/081 |
Առցանց հասանելիություն: | Full text available on IMF |