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Looking at aggregate currency mismatches and beyond

In: Uses of central balance sheet data offices' information

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  • Emese Kuruc
  • Bruno Tissot
  • Philip Turner

Abstract

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Suggested Citation

  • Emese Kuruc & Bruno Tissot & Philip Turner, 2017. "Looking at aggregate currency mismatches and beyond," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Uses of central balance sheet data offices' information, volume 45, Bank for International Settlements.
    • Handle: RePEc:bis:bisifc:45-18
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    File URL: http://www.bis.org/ifc/publ/ifcb45p_rh.pdf
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    References listed on IDEAS

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    1. Bénétrix, Agustin S. & Lane, Philip R. & Shambaugh, Jay C., 2015. "International currency exposures, valuation effects and the global financial crisis," Journal of International Economics, Elsevier, vol. 96(S1), pages 98-109.
    2. Robert Neil McCauley & Patrick McGuire & Vladyslav Sushko, 2015. "Dollar credit to emerging market economies," BIS Quarterly Review, Bank for International Settlements, December.
    3. Carlos Montoro & Liliana Rojas-Suarez, 2012. "Credit at times of stress: Latin American lessons from the global financial crisis," BIS Working Papers 370, Bank for International Settlements.
    4. Aaron Mehrotra & Ken Miyajima & Agustin Villar, 2012. "Developments of domestic government bond markets in EMEs and their implications," BIS Papers chapters, in: Bank for International Settlements (ed.), Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 31-50, Bank for International Settlements.
    5. Valentina Bruno & Hyun Song Shin, 2017. "Global Dollar Credit and Carry Trades: A Firm-Level Analysis," The Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 703-749.
    6. Hyun Song Shin, 2017. "Breaking free of the triple coincidence in international finance," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
    7. Philip R. Lane & Jay C. Shambaugh, 2010. "Financial Exchange Rates and International Currency Exposures," American Economic Review, American Economic Association, vol. 100(1), pages 518-540, March.
    8. Alexandra Heath, 2007. "What explains the US net income balance?," BIS Working Papers 223, Bank for International Settlements.
    9. Anthony Rush & Dena Sadeghian & Michelle Wright, 2013. "Foreign Currency Exposure and Hedging in Australia," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 49-58, December.
    10. Jonathan Kearns & Nikhil Patel, 2016. "Does the financial channel of exchange rates offset the trade channel?," BIS Quarterly Review, Bank for International Settlements, December.
    11. Michael Chui & Emese Kuruc & Philip Turner, 2016. "A new dimension to currency mismatches in the emerging markets - non-financial companies," BIS Working Papers 550, Bank for International Settlements.
    12. Madhusudan Mohanty & Philip Turner, 2010. "Banks and financial intermediation in emerging Asia: reforms and new risks," BIS Working Papers 313, Bank for International Settlements.
    13. Patrick McGuire & Goetz von Peter, 2009. "The US dollar shortage in global banking," BIS Quarterly Review, Bank for International Settlements, March.
    14. Morris Goldstein & Philip Turner, 2004. "Controlling Currency Mismatches in Emerging Markets," Peterson Institute Press: All Books, Peterson Institute for International Economics, number 373, April.
    15. Christian Upper & Marcos Valli, 2016. "Emerging derivatives markets?," BIS Quarterly Review, Bank for International Settlements, December.
    16. Serge Jeanneau & Camilo E Tovar, 2006. "Domestic bond markets in Latin America: achievements and challenges," BIS Quarterly Review, Bank for International Settlements, June.
    17. Claudio Borio & Frank Packer, 2004. "Assessing new perspectives on country risk," BIS Quarterly Review, Bank for International Settlements, December.
    18. Branimir Gruic & Philip Wooldridge, 2015. "BIS debt securities statistics: a comparison of nationality data with external debt statistics," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
    19. Cihan Yalcin & Timur Hulagu, 2016. "Micro evidence on foreign exchange liabilities and the exchange rate risk in non-financial firms in Turkey: a descriptive analysis," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.
    20. Claudio Borio, 2013. "The Great Financial Crisis: Setting priorities for new statistics," Journal of Banking Regulation, Palgrave Macmillan, vol. 14(3-4), pages 306-317, July.
    21. Carlos Montoro & Liliana Rojas-Suarez, 2012. "Credit in times of stress: lessons from Latin America," BIS Quarterly Review, Bank for International Settlements, September.
    22. Mr. Robert M Heath & Evrim Bese Goksu, 2016. "G-20 Data Gaps Initiative II: Meeting the Policy Challenge," IMF Working Papers 2016/043, International Monetary Fund.
    23. Michael B Devereux & James Yetman, 2014. "Responding to exchange rates in a globalised world," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 97-117, Bank for International Settlements.
    24. Michael Chui & Ingo Fender & Vladyslav Sushko, 2014. "Risks related to EME corporate balance sheets: the role of leverage and currency mismatch," BIS Quarterly Review, Bank for International Settlements, September.
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    Cited by:

    1. Bernoth, Kerstin & Herwartz, Helmut, 2021. "Exchange rates, foreign currency exposure and sovereign risk," Journal of International Money and Finance, Elsevier, vol. 117(C).

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