Cross-Border Currency Exposures: New Evidence Based on an Enhanced and Updated Dataset

69 Pages Posted: 27 May 2020

See all articles by Agustín S. Bénétrix

Agustín S. Bénétrix

Trinity College (Dublin)

Deepali Gautam

International Monetary Fund (IMF)

Luciana Juvenal

International Monetary Fund (IMF)

Martin Schmitz

European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Date Written: May, 2020

Abstract

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: currency composition, foreign currency exposures, international investment position

JEL Classification: F20, F31, F41

Suggested Citation

Bénétrix, Agustín and Gautam, Deepali and Juvenal, Luciana and Schmitz, Martin, Cross-Border Currency Exposures: New Evidence Based on an Enhanced and Updated Dataset (May, 2020). ECB Working Paper No. 20202417, Available at SSRN: https://ssrn.com/abstract=3611655

Agustín Bénétrix (Contact Author)

Trinity College (Dublin) ( email )

2-3 College Green
Dublin, Leinster D2
Ireland

Deepali Gautam

International Monetary Fund (IMF) ( email )

700 19th Street, N.W.
Washington, DC 20431
United States

Luciana Juvenal

International Monetary Fund (IMF) ( email )

700 19th Street, N.W.
Washington, DC 20431
United States

Martin Schmitz

European Central Bank (ECB) ( email )

Sonnemannstrasse 22
Frankfurt am Main, 60314
Germany

Here is the Coronavirus
related research on SSRN

Paper statistics

Downloads
38
Abstract Views
179
PlumX Metrics