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来源类型Working Paper
规范类型报告
DOI10.3386/w20820
来源IDWorking Paper 20820
International Currency Exposures, Valuation Effects, and the Global Financial Crisis
Agustín S. Bénétrix; Philip R. Lane; Jay C. Shambaugh
发表日期2015-01-12
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 Economics ; International Finance
URLhttps://www.nber.org/papers/w20820
来源智库National Bureau of Economic Research (United States)
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资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/578495
推荐引用方式
GB/T 7714
Agustín S. Bénétrix,Philip R. Lane,Jay C. Shambaugh. International Currency Exposures, Valuation Effects, and the Global Financial Crisis. 2015.
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