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

Agustín S. Bénétrix, Deepali Gautam, Luciana Juvenal, Martin Schmitz
{"title":"Cross-Border Currency Exposures: New Evidence Based on an Enhanced and Updated Dataset","authors":"Agustín S. Bénétrix, Deepali Gautam, Luciana Juvenal, Martin Schmitz","doi":"10.2139/ssrn.3611655","DOIUrl":null,"url":null,"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.","PeriodicalId":381709,"journal":{"name":"ERN: International Finance (Topic)","volume":"6 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"26","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: International Finance (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3611655","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 26

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.
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
跨境货币风险敞口:基于增强和更新数据集的新证据
本文提供了一个关于1990-2017年期间50个国家国际投资头寸货币构成的数据集。它通过纳入统计当局报告的实际数据和改进估计方法,改进了基于估计的现有数据。本文阐述了这些数据的当前和新的用途,特别关注跨境头寸的货币风险敞口的演变。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 去求助
来源期刊
自引率
0.00%
发文量
0
期刊最新文献
Price Discovery via Limit Order in FX Market International Tax Competition and Foreign Direct Investment in the Asia-Pacific Region: A Panel Data Analysis On the International Spillover Effects of Country-Specific Financial Sector Bailouts and Sovereign Risk Shocks Internal Change Points and External Transmissions Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1