Cross-Border Currency Exposures

Agustín Bénétrix, Deepali Gautam, Luciana Juvenal and Martin Schmitz

No 2019/299, IMF Working Papers from International Monetary Fund

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: WP; foreign currency; exchange rate; reserve asset; financial crisis; Currency composition; foreign currency exposures; debt liability; domestic currency; valuation effect; pound sterling; Currencies; Foreign currency exposure; Exchange rates; International investment position; Global (search for similar items in EconPapers)
Pages: 67
Date: 2019-12-27
New Economics Papers: this item is included in nep-ifn and nep-opm
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Citations: View citations in EconPapers (15)

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