Papaioannou, M. G.

Portfolio performance of the SDR and reserve currencies : tests using the ARCH methodology / M. G.Papaioannou - Washington : International Monetary Fund (IMF) , 1993 - 26p. : ill. ; 30 cm. - IMF, working paper No.93/10 .

Includes bibliographical references.


Reserve currencies
Models

UN IMF WP-93-10