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

Agustín Bénétrix, Deepali Gautam, Luciana Juvenal, Martin Schmitz

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.

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Year of publication:	[2020]
Authors:	Bénétrix, Agustín ; Gautam, Deepali ; Juvenal, Luciana ; Schmitz, Martin
Publisher:	Frankfurt am Main, Germany : European Central Bank
Subject:	Currency composition \| international investment position \| foreign currency exposures \| Währungsrisiko \| Exchange rate risk \| Auslandsinvestition \| Foreign investment \| Welt \| World \| Währungsmanagement \| Foreign exchange management \| Portfolio-Investition \| Foreign portfolio investment \| Multinationales Unternehmen \| Transnational corporation

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Extent:	1 Online-Ressource (circa 69 Seiten) Illustrationen
Series:	Working paper series / European Central Bank. - Frankfurt, M. : European Central Bank, ISSN 1725-2806, ZDB-ID 2123559-4. - Vol. no 2417 (May 2020)
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper
Language:	English
ISBN:	978-92-899-4060-3
Other identifiers:	10.2866/86776 [DOI] hdl:10419/229031 [Handle]
Classification:	F20 - International Factor Movements and International Business. General ; F31 - Foreign Exchange ; F41 - Open Economy Macroeconomics
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012224121