Financial exchange rates and international currency exposures
American Economic Review, ISSN: 0002-8282, Vol: 100, Issue: 1, Page: 518-540
2010
- 329Citations
- 412Usage
- 152Captures
- 1Mentions
Metric Options: CountsSelecting the 1-year or 3-year option will change the metrics count to percentiles, illustrating how an article or review compares to other articles or reviews within the selected time period in the same journal. Selecting the 1-year option compares the metrics against other articles/reviews that were also published in the same calendar year. Selecting the 3-year option compares the metrics against other articles/reviews that were also published in the same calendar year plus the two years prior.
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Example: if you select the 1-year option for an article published in 2019 and a metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019. If you select the 3-year option for the same article published in 2019 and the metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019, 2018 and 2017.
Citation Benchmarking is provided by Scopus and SciVal and is different from the metrics context provided by PlumX Metrics.
Metrics Details
- Citations329
- Policy Citations185
- 185
- Citation Indexes144
- 144
- CrossRef113
- Academic Citation Index (ACI) - airiti1
- Usage412
- Downloads376
- Abstract Views36
- Captures152
- Readers152
- 152
- Mentions1
- Blog Mentions1
- 1
Most Recent Blog
The Strong Dollar Debate, Yet Again
(Somewhat repetitive of a 2007 post…) Steven Englander of Standard Charter writes several weeks ago (not online): “From the Treasury’s perspective, the purpose of a strong dollar policy is less a strong dollar itself than to encourage foreigners to lend to the US on favourable terms even when the dollar is under pressure. The success of a strong dollar policy is reflected in the absence of USD ris
Article Description
In order to gain a better empirical understanding of the international financial implications of currency movements, we construct a database of international currency exposures for a large panel of countries over 1990-2004. We show that trade-weighted exchange rate indices are insufficient to understand the financial impact of currency movements and that our currency measures have high explanatory power for the valuation term in net foreign asset dynamics. Exchange rate valuation shocks are sizable, not quickly reversed, and may entail substantial wealth redistributions. Further, we show that many developing countries have substantially reduced their negative foreign currency positions over the last decade. (F31, F32, G15)
Bibliographic Details
http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=77952376672&origin=inward; http://dx.doi.org/10.1257/aer.100.1.518; https://pubs.aeaweb.org/doi/10.1257/aer.100.1.518; https://pubs.aeaweb.org/doi/pdf/10.1257/aer.100.1.518; https://digitalcommons.dartmouth.edu/facoa/2395; https://digitalcommons.dartmouth.edu/cgi/viewcontent.cgi?article=3402&context=facoa
American Economic Association
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