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Cross-Border Currency Exposures
Author:
Agustin Benetrixnull

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Deepali Gautamnull

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Luciana Juvenalnull

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Martin Schmitznull

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Series:
IMF Working Papers
Volume/Issue:
Volume 2019: Issue 299
Language:
English
Publication Date:
27 Dec 2019
DOI:
https://doi.org/10.5089/9781513522869.001
ISBN:
9781513522869
ISSN:
1018-5941
Pages:
67
Keywords:
WP; foreign currency; exchange rate; reserve asset; financial crisis; Currency composition; foreign currency exposures; debt liability; domestic currency; valuation effect; pound sterling; Currencies; Foreign currency exposure; Exchange rates; International investment position; Global
Legal-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.
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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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Cover IMF Working Papers
IMF Working Papers
ISSN:
1018-5941
Publisher:
International Monetary Fund
Volume 2019: Issue 299