Cross-border currency exposures: new evidence based on an enhanced and updated dataset

Agustín Bénétrix, Luciana Juvenal, Martin Schmitz and Deepali Gautam

No 2417, Working Paper Series from European Central Bank

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. JEL Classification: F20, F31, F41

Keywords: currency composition; foreign currency exposures; international investment position (search for similar items in EconPapers)
Date: 2020-05
New Economics Papers: this item is included in nep-ifn
Note: 1865580
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Citations: View citations in EconPapers (12)

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Related works:
Working Paper: Cross-Border Currency Exposures. New evidence based on an enhanced and updated dataset (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbwps:20202417

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