Financial dollarization
This paper presents a portfolio model of financial intermediation in which currency choice is determined by hedging decisions on both sides of a bank’s balance sheet. Minimum variance portfolio (MVP) allocations are found to provide a natural benchmark to estimate the scope for dollarization of bank...
Guardado en:
| Autores principales: | Ize, Alain, Levy Yeyati, Eduardo |
|---|---|
| Formato: | Objeto de conferencia |
| Lenguaje: | Español |
| Publicado: |
2000
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| Materias: | |
| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/33932 http://www.depeco.econo.unlp.edu.ar/jemi/2000/trabajo3.pdf |
| Aporte de: |
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