Accumulation of Foreign Currency Reserves and Risk-taking

Publisher: Hitotsubashi Institute for Advanced Study, Hitotsubashi University

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Summary, etc.：: We assess whether the accumulation of foreign currency reserves in the Asia-Pacific region may have unintended consequences in the form of increased p...

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Material Type: 文書・図像類
Title: Accumulation of Foreign Currency Reserves and Risk-taking
Author/Editor: Fatum, Rasmus
Yetman, James
Author Heading: Fatum, Rasmus
Yetman, James
Publication, Distribution, etc.: Hitotsubashi Institute for Advanced Study, Hitotsubashi University
Publication Date: 2019-09
Publication Date (W3CDTF): 2019-09
Contributor: Hitotsubashi Institute for Advanced Study, Hitotsubashi University
Text Language Code: eng
Subject Heading: Foreign exchange reserves
risk-taking
implied volatility
credit default swaps
Target Audience: 一般
Note (General): 3 September 2019
Format (IMT): application/pdf
Source: fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/30532/070_hiasDP-E-89.pdf
Access Restrictions: インターネット公開
Periodical Title: Discussion paper series ; No. HIAS-E-89
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources