Cross-Border Currency Exposures. New evidence based on an enhanced and updated dataset

Agustín Bénétrix, Deepali Gautam (), Luciana Juvenal () and Martin Schmitz
Additional contact information
Deepali Gautam: International Monetary Fund
Luciana Juvenal: International Monetary Fund

Economic Papers from Trinity College Dublin, Economics Department

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 (search for similar items in EconPapers)
JEL-codes: F20 F31 F41 (search for similar items in EconPapers)
Pages: 66 pages
Date: 2020-01
New Economics Papers: this item is included in nep-ifn and nep-opm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (10)

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https://www.tcd.ie/Economics/TEP/2020/TEP0120.pdf

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:tcd:tcduee:tep0120

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