Cross-Border Currency Exposures: New Evidence Based on an Enhanced and Updated Dataset
69 Pages Posted: 27 May 2020
Date Written: May, 2020
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