| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP10325 |
| DP10325 International Currency Exposures, Valuation Effects and the Global Financial Crisis | |
| Philip Lane; Jay Shambaugh | |
| 发表日期 | 2015-01-11 |
| 出版年 | 2015 |
| 语种 | 英语 |
| 摘要 | We examine the evolution of international currency exposures, with a particular focus on the 2002-12 period. During the run up to the global financial crisis, there was a widespread shift towards positive net foreign currency positions, such that relatively few countries exhibited the archetypal emerging-market ?short foreign currency? position on the eve of the global financial crisis. During the crisis, the upheaval in currency markets generated substantial currency-generated valuation effects - much of which were not reversed. There is some evidence that the distribution of valuation effects was stabilizing in the sense of showing a negative covariation pattern with pre-crisis net foreign asset positions. |
| 主题 | International Macroeconomics |
| 关键词 | Global financial crisis International currency exposures Valuation effects |
| URL | https://cepr.org/publications/dp10325 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/539157 |
| 推荐引用方式 GB/T 7714 | Philip Lane,Jay Shambaugh. DP10325 International Currency Exposures, Valuation Effects and the Global Financial Crisis. 2015. |
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