Download This PaperCross-Border Currency Exposures: New Evidence Based on an Enhanced and Updated Dataset
69 Pages Posted: 27 May 2020
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Cross-Border Currency Exposures: New Evidence Based on an Enhanced and Updated Dataset
ECB Working Paper No. 20202417
Number of pages: 69
Posted: 27 May 2020
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Cross-Border Currency Exposures. New Evidence Based on an Enhanced and Updated Dataset
IMF Working Paper No. 19/299
Number of pages: 44
Posted: 01 Apr 2020
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84
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 or http://dx.doi.org/10.2139/ssrn.3611655
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