Foreign currency borrowing and knowledge about exchange rate risk

B-Tier
Journal: Journal of Economic Behavior and Organization
Year: 2015
Volume: 112
Issue: C
Pages: 1-16

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

Foreign currency loans by unhedged borrowers are widespread in many regions of the world. Against this background, we study whether the demand for foreign currency loans is driven by a lack of knowledge about the exchange rate risk emanating from such loans. We employ individual-level survey data from eight Central and Eastern European countries that provides information on agents’ knowledge about exchange rate risk. Results show, first, that a majority of respondents is aware that depreciations increase loan installments. Second, we find that knowledge about the exchange rate risk exerts a strong impact on the choice of the loan currency.

Technical Details

RePEc Handle
repec:eee:jeborg:v:112:y:2015:i:c:p:1-16
Journal Field
Theory
Author Count
2
Added to Database
2026-01-24