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The paper makes analysis of the optimal currency composition of international reserves based on Markowitz mean-variance model using Monte Carlo simulation for solution. We calculate US dollar and Euro as the two major reserve currencies for 2007 through 2009, which is also the financial crisis stage. The model suggests to decrease US dollar in late 2007 and to increase US dollar in mid 2008. Our findings...
There are obvious macro-financial risks in Brazil resulting in Brazilian financial crisis and financial instability and fluctuations. This paper uses contingent claim balance sheet approach to analyze Brazil's financial risks from sub-sectors. To analyze the macro-financial risks in Brazil this paper focus on the series of credit risk indices educed from contingent claim balance sheets in Brazilian...
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