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Mean-Variance Efficiency of Reserve Portfolios
Kim, Daehwan - 2011
This paper analyzes the mean-variance efficiency of the reserve portfolios of central banks in an effort to shed light on the recent debate regarding the need for portfolio diversification. Using likelihood ratio test statistics, we examine the efficiency of the reserve portfolios of 18...
Persistent link: https://www.econbiz.de/10013117801
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What is driving global imbalances? : the global savings glut hypothesis reexamined
Ryou, Jai-won - In: Dae oe gyeong je yeon gu 13 (2009) 2, pp. 3-37
Persistent link: https://www.econbiz.de/10003928846
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Korea's outward foreign direct investment and the division of labor in the Asia-Pacific
Ryou, Jai-won - In: Economic development and cooperation in the Pacific …, (pp. 297-330). 1998
Persistent link: https://www.econbiz.de/10001305115
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Transaction costs and welfare effects of currency unions
Ryou, Jai-won - In: Seoul journal of economics 15 (2002) 4, pp. 529-553
Persistent link: https://www.econbiz.de/10001959456
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Korea's foreign direct investment in Southeast Asia
Ryou, Jai-won; Song, Pyǒng-nak - 1993
Persistent link: https://www.econbiz.de/10000857515
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Optimal foreign exchange market intervention for national and world economies
Ryou, Jai-won - 1989
Persistent link: https://www.econbiz.de/10000808923
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What makes international capital flows so volatile? : push vs. pull factors in the case of Korea
Gim, Tae jun; Ryou, Jai-won - In: Dae oe gyeong je yeon gu 14 (2010) 2, pp. 111-137
Persistent link: https://www.econbiz.de/10008808273
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Financial market reforms and corporate financing in Korea
Gim, Tae jun; Ryou, Jai-won; Takagi, Shinji - In: Applied financial economics 20 (2010) 19/21, pp. 1659-1666
Persistent link: https://www.econbiz.de/10009011549
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Global value chains of East Asia : trade in value added and vertical specialization
Kwon, Taehyun; Ryou, Jai-won - In: Asian economic journal : journal of the East Asian … 29 (2015) 2, pp. 121-143
Persistent link: https://www.econbiz.de/10011373675
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Mean-variance efficiency of reserve portfolios
Kim, Tae-hwan; Ryou, Jai-won - In: Seoul journal of economics 24 (2011) 4, pp. 593-612
Persistent link: https://www.econbiz.de/10009407822