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

Bénétrix, Agustín S.; Gautam, Deepali; Juvenal, Luciana; Schmitz, Martin

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

ECB Working Paper No. 20202417

69 Pages Posted: 27 May 2020

See all articles by Agustín S. Bénétrix

Martin Schmitz

European Central Bank (ECB)

There 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: 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