Cross-Border Currency Exposures. New Evidence Based on an Enhanced and Updated Dataset
44 Pages Posted: 1 Apr 2020
Date Written: December 2019
This paper provides a dataset on the currency composition of the international investment position for a group of 50 countries for the period 1990-2017. It improves available data based on estimates by incorporating actual data reported by statistical authorities and refining estimation methods. The paper illustrates current and new uses of these data, with particular focus on the evolution of currency exposures of cross-border positions.
Keywords: Foreign currency exposure, External sector, Exchange rate policy, Financial crises, Economic integration, WP, domestic currency, post-crisis, investment position, emerge economy, actual data
JEL Classification: F20, F31, F41, E01, E52, O24, G21, F1
Suggested Citation: Suggested Citation