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Determinants of Foreign Currency Borrowing in the New Member States of the EU

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Author Info
Marcel Tirpák
Christoph B. Rosenberg
Abstract

The paper investigates the determinants of foreign currency borrowing by the private sector in the new member states of the European Union. We find that striking differences in patterns of foreign currency borrowing between countries are explained by the loan-to-deposit ratios, openness, and the interest rate differential. Joining the EU appears to have played an important role, by providing direct access to foreign funding, offering hedging opportunities through greater openness, lending credibility to exchange rate regimes, and raising expectations of imminent euro adoption. The empirical evidence suggests that regulatory policies to slow foreign currency borrowing have had only limited success.

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Paper provided by International Monetary Fund in its series IMF Working Papers with number 08/173.

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Length: 24 pages
Date of creation: 18 Jul 2008
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Handle: RePEc:imf:imfwpa:08/173

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Keywords: Europe ; European Union ; External borrowing ; Private sector ; Foreign investment ; Exchange rate regimes ; Euro ;

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Cottarelli, Carlo & Dell'Ariccia, Giovanni & Vladkova-Hollar, Ivanna, 2005. "Early birds, late risers, and sleeping beauties: Bank credit growth to the private sector in Central and Eastern Europe and in the Balkans," Journal of Banking & Finance, Elsevier, vol. 29(1), pages 83-104, January. [Downloadable!] (restricted)
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  2. Barry Eichengreen & Ricardo Hausmann, 1999. "Exchange Rates and Financial Fragility," NBER Working Papers 7418, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Ize, Alain & Yeyati, Eduardo Levy, 2003. "Financial dollarization," Journal of International Economics, Elsevier, vol. 59(2), pages 323-347, March. [Downloadable!] (restricted)
  4. Dr. Peter Kenning & Hilke Plassmann, 2004. "NeuroEconomics," Experimental 0412005, EconWPA. [Downloadable!]
  5. Henrique S. Basso & Oscar Calvo-Gonzalez & Marius Jurgilas, 2007. "Financial dollarization - the role of banks and interest rates," Working Paper Series 748, European Central Bank. [Downloadable!]
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