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The Anatomy of Large Valuation Episodes

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  • Agustín Bénétrix

Abstract

We examine episodes in which there is a large shift in a country’s net foreign asset position due to the re-valuation of its foreign assets and/or liabilities. We highlight the differences in large valuation episodes between countries characterized by large gross stocks of foreign assets and liabilities and countries exhibiting large net positions. Finally, we analyze macroeconomic dynamics in the neighborhood of large valuation episodes.

Suggested Citation

  • Agustín Bénétrix, 2007. "The Anatomy of Large Valuation Episodes," The Institute for International Integration Studies Discussion Paper Series iiisdp227, IIIS.
    • Handle: RePEc:iis:dispap:iiisdp227
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    Cited by:

    1. Soyoung Kim & Kyunghee Min, 2023. "Long‐term determinants of valuation effects," Review of International Economics, Wiley Blackwell, vol. 31(3), pages 985-1031, August.
    2. Bénétrix, Agustin S. & Lane, Philip R. & Shambaugh, Jay C., 2015. "International currency exposures, valuation effects and the global financial crisis," Journal of International Economics, Elsevier, vol. 96(S1), pages 98-109.

    More about this item

    JEL classification:

    • F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
    • F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements

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