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...

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Autores principales: Ize, Alain, Levy Yeyati, Eduardo
Formato: Objeto de conferencia
Lenguaje:Español
Publicado: 2000
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Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/33932
http://www.depeco.econo.unlp.edu.ar/jemi/2000/trabajo3.pdf
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