Optimal Reserve Composition in the Presence of Sudden Stops: The Euro and the Dollar as Safe Haven Currencies

CAPITAL FLOWS AND CAPITAL-MARKET CRISES: The Simple Economics of Sudden Stops

Guillermo A. Calvo · Journal of Applied Economics · 1998 · 1.4K citations · Full text

Business, Economics, Finance +17

The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice

Vijay K. Chopra, William T. Ziemba · The Journal of Portfolio Management · 1993 · 1.2K citations

Business, Economics, Finance +17

Dynamic Strategies for Asset Allocation

André F. Perold, William F. Sharpe · Financial Analysts Journal · 1988 · 493 citations

Business, Finance, Financial Management +17

On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects

Guillermo A. Calvo, Alejandro Izquierdo, Luis Fernando Mejía · SSRN Electronic Journal · 2004 · 441 citations · Full text

Social Sciences, Economics, Finance +17

Home bias in global bond and equity markets: The role of real exchange rate volatility

Michael Fidora, Marcel Fratzscher, Christian Thimann · Journal of International Money and Finance · 2007 · 341 citations

Business, Economics, Finance +17