International currency exposure

Intro -- Contents -- Series Foreword -- Introduction -- Note -- 1 Toward a Behavioral Theory of the Exchange Rate -- 1.1 Introduction -- 1.2 A Behavioral Model -- 1.3 Stochastic Simulation of the Model -- 1.4 Sensitivity Analysis -- 1.5 Numerical Analysis of Deterministic Dynamics -- 1.6 Sensitivity Analysis of the Deterministic Model -- 1.7 Why Crashes Occur -- 1.8 Conclusions -- Appendix: Numerical Values of the Parameters Used in the Base Simulation -- Notes -- References -- 2 Cross-Country Exposures to the Swiss Franc -- 2.1 Introduction -- 2.2 International Currency Exposures -- 2.3 Swiss Currency Exposures and Valuation Effects -- 2.4 Cross-Country Exposures to the Swiss Franc: Stylized Facts -- 2.5 Conclusions -- Appendix: Country List -- Data and Sources -- Notes -- References -- 3 On the Roles of Different Foreign Currencies in European Bank Lending -- 3.1 Introduction -- 3.2 Related Literature -- 3.3 Data and Stylized Facts -- 3.4 Econometric Analysis of Foreign Currency Lending -- 3.5 Conclusions -- Appendix: Data sources and definitions -- Notes -- References -- 4 Understanding Exchange Rate Exposure through Net Foreign Exchange Position Channel -- 4.1 Introduction -- 4.2 Literature Review -- 4.3 Data and Methodology -- 4.4 Results -- 4.5 Robustness -- 4.6 Conclusions -- Notes -- References -- 5 Strategic Currency Choice in International Trade -- 5.1 Introduction -- 5.2 Conceptual Framework and the Literature -- 5.3 Data -- 5.4 Methodology -- 5.5 Results -- 5.6 Conclusions -- Notes -- References -- 6 Probability of a Currency Crash and Postcrash Output Performance: Do Exchange Rate Regimes Matter? -- 6.1 Introduction -- 6.2 Methods of Identifying Currency Crashes and Measuring Output Performance -- 6.3 Causes and Effects of Currency Crises: A Synthesis of Theories in the Literature -- 6.4 Quantitative Analysis -- 6.5 Conclusions.