跨境货币风险敞口:基于增强和更新数据集的新证据

ERN: International Finance (Topic) Pub Date : 2019-12-01 DOI:10.2139/ssrn.3611655

Agustín S. Bénétrix, Deepali Gautam, Luciana Juvenal, Martin Schmitz

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引用次数: 26

摘要

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。

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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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ERN: International Finance (Topic)

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