Foreign currency borrowing, balance sheet shocks, and real outcomes

B-Tier
Journal: Journal of International Money and Finance
Year: 2023
Volume: 139
Issue: C

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper uses a unique dataset and improved identification to uncover several new aspects of foreign currency (FX) balance sheet shocks. First, shocked firms see a contraction in their FX loan borrowing, but large firms are able to replace the lost borrowing with local currency loans. Second, the cost of borrowing in FX increases for these firms, contributing to the shift away from FX credit. Third, larger banks are less sensitive in their FX lending to such shocks to their individual borrowers. Fourth, there are no real effects for large firms, but small firms see lower credit and profits, and decrease investment and employment of hourly workers.

Technical Details

RePEc Handle
repec:eee:jimfin:v:139:y:2023:i:c:s0261560623001705
Journal Field
International
Author Count
1
Added to Database
2026-01-25