Cross-Border Currency Exposures

By Agustin Benetrix, Deepali Gautam, Luciana Juvenal, Martin Schmitz

December 27, 2019

Preview Citation

Format: Chicago

Agustin Benetrix, Deepali Gautam, Luciana Juvenal, and Martin Schmitz. Cross-Border Currency Exposures, (USA: International Monetary Fund, 2019) accessed November 8, 2024

Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.

Summary

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.

Subject: Currencies, Exchange rates, External position, Foreign currency exposure, Foreign exchange, International investment position, Money

Keywords: Currencies, Currency composition, Debt liability, Domestic currency, Exchange rate, Exchange rates, Financial crisis, Foreign currency, Foreign currency exposure, Foreign currency exposures, Global, International investment position, Pound sterling, Reserve asset, Valuation effect, WP

Publication Details

Pages:

67
Volume:

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DOI:

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Issue:

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Series:

Working Paper No. 2019/299
Stock No:

WPIEA2019299
ISBN:

9781513522869
ISSN:

1018-5941

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