Cross-country exposures to the Swiss franc
Agustín Bénétrix () and
No 6, ESRB Working Paper Series from European Systemic Risk Board
"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)
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Working Paper: Cross-Country Exposures to the Swiss Franc
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Persistent link: https://EconPapers.repec.org/RePEc:srk:srkwps:201606
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