 | International Capital Flows at the Security Level – Evidence from the ECB's Asset Purchase Programme Author/Editor: Katharina Bergant, Michael Fidora, Martin Schmitz. Release Date:February, 2020 We analyse euro area investors' portfolio rebalancing during the ECB's Asset Purchase Programme at the security level. Our empirical analysis shows that euro area investors (in particular investment more...
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| Cross-Border Currency Exposures Author/Editor: Agustin Benetrix, Deepali Gautam, Luciana Juvenal, Martin Schmitz. Release Date:December, 2019 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 more...
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