Currency composition of foreign exchange reserves

B-Tier
Journal: Journal of International Money and Finance
Year: 2020
Volume: 102
Issue: C

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper analyses the factors that govern the choice of the currency composition of official foreign exchange reserves. First, we introduce a new panel dataset on the key currencies in foreign exchange reserves of about 60 economies in the 1999–2017 period. Second, we show that the currency composition of reserves relates strongly to the co-movement of the domestic currency with key currencies and the currency invoicing of trade. These factors represent attributes of the dollar or the euro rather than of the United States or the euro area. They exert about equal effects on the currency composition of foreign exchange reserves. We demonstrate that these findings are robust to a host of other possible factors.

Technical Details

RePEc Handle
repec:eee:jimfin:v:102:y:2020:i:c:s0261560619305832
Journal Field
International
Author Count
2
Added to Database
2026-01-26