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Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds

Author/Editor: Aaron Howard Clifford Brown, Michael G Papaioannou, Iva Petrova.

Release Date:January, 2010

This paper analyses the links between the investment strategies of a commodity-based SWF and the macroeconomic framework of the owner country. We examine some basic macrofinancial linkages of an more...



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