Cross-Border Currency Exposures : New Evidence Based on an Enhanced and Updated Dataset

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 S.
Other Persons:	Gautam, Deepali (contributor) ; Juvenal, Luciana (contributor) ; Schmitz, Martin (contributor)
Publisher:	[2020]: [S.l.] : SSRN
Subject:	Währungsrisiko \| Exchange rate risk \| Welt \| World \| EU-Staaten \| EU countries

Extent:	1 Online-Ressource (69 p)
Series:	ECB Working Paper ; No. 20202417
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May, 2020 erstellt
Other identifiers:	10.2139/ssrn.3611655 [DOI]
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/10012832883