Accumulation of foreign currency reserves and risk-taking

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

We assess whether the accumulation of foreign currency reserves in the Asia-Pacific region may have unintended consequences in the form of increased private sector risk-taking. To do so we carry out a country-specific daily data event study analysis of the relationship between official announcements of reserves stocks and various proxy measures of risk-taking. Overall, our results suggest that reserves accumulation exerts no systematic influence on risk-taking.

Technical Details

RePEc Handle
repec:eee:jimfin:v:102:y:2020:i:c:s0261560619305455
Journal Field
International
Author Count
2
Added to Database
2026-01-25