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Information Journal Paper

Title

DETERMINING THE COMPOSITION OF NET FOREIGN EXCHANGE RESERVES FOR RESOURCE BASED COUNTRIES

Pages

  155-180

Abstract

 The paper present a model for selecting an optimal foreign exchange Reserves portfolio for RESOURCE BASED COUNTRIES, using mean variance approach. The model described here focuses on the relationship between the composition of Reserves and impact of return and risk of the investment in each foreign currency. Results reveal that the CURRENCY COMPOSITION OF RESERVES has been influenced by Risk and return associated with holding Reserves assets denominated in different currencies. So that, share of each currency in composition of forein exchange Reserves have negative relationship with risk of each currency in Reserves asset.

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  • Cite

    APA: Copy

    FARZINVASH, A, & BERIA, S.. (2005). DETERMINING THE COMPOSITION OF NET FOREIGN EXCHANGE RESERVES FOR RESOURCE BASED COUNTRIES. TAHGHIGHAT-E-EGHTESADI, -(69), 155-180. SID. https://sid.ir/paper/11720/en

    Vancouver: Copy

    FARZINVASH A, BERIA S.. DETERMINING THE COMPOSITION OF NET FOREIGN EXCHANGE RESERVES FOR RESOURCE BASED COUNTRIES. TAHGHIGHAT-E-EGHTESADI[Internet]. 2005;-(69):155-180. Available from: https://sid.ir/paper/11720/en

    IEEE: Copy

    A FARZINVASH, and S. BERIA, “DETERMINING THE COMPOSITION OF NET FOREIGN EXCHANGE RESERVES FOR RESOURCE BASED COUNTRIES,” TAHGHIGHAT-E-EGHTESADI, vol. -, no. 69, pp. 155–180, 2005, [Online]. Available: https://sid.ir/paper/11720/en

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