EconPapers    
Economics at your fingertips  
 

Cross-country exposures to the Swiss franc

Agustín Bénétrix () and Philip Lane

No 6, ESRB Working Paper Series from European Systemic Risk Board

Abstract: "This paper first documents the foreign currency exposures of Switzerland in the 2002-2012 period. We find that the large scale of the Swiss international balance sheet means that movements in the Swiss Franc generate large cross-border valuation effects. Second, we examine the Swiss Franc holdings of the rest of the world and highlight differences in exposures between advanced and emerging economies." JEL Classification: F31, O24

Keywords: cross-border valuation; foreign currency exposures; swiss frank; emerging economies (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ifn and nep-opm
Date: 2016-03
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link)
https://www.esrb.europa.eu/pub/pdf/wp/esrbwp6.en.pdf (application/pdf)

Related works:
Working Paper: Cross-Country Exposures to the Swiss Franc Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:srk:srkwps:201606

Access Statistics for this paper

More papers in ESRB Working Paper Series from European Systemic Risk Board 60640 Frankfurt am Main, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Official Publications ().

 
Page updated 2019-10-04
Handle: RePEc:srk:srkwps:201606