1.

Record Nr.

UNINA9910961917803321

Autore

Rosenberg Christoph

Titolo

Determinants of Foreign Currency Borrowing in the New Member States of the EU / / Christoph Rosenberg, Marcel Tirpák

Pubbl/distr/stampa

Washington, D.C. : , : International Monetary Fund, , 2008

ISBN

9786612841248

9781462370931

1462370934

9781452712758

1452712751

9781282841246

1282841246

9781451870312

1451870310

Edizione

[1st ed.]

Descrizione fisica

1 online resource (26 p.)

Collana

IMF Working Papers

IMF working paper ; ; WP/08/173

Altri autori (Persone)

TirpákMarcel

Disciplina

332.15

Soggetti

Loans, Foreign - Europe, Central - Econometric models

Loans, Foreign - Europe, Eastern - Econometric models

Currencies

Currency

Debts, External

Dollarization

Exchange rates

Exports and Imports

External debt

Foreign Exchange

Foreign exchange

Government and the Monetary System

International economics

International Lending and Debt Problems

Monetary economics

Monetary policy

Monetary Systems

Money and Monetary Policy

Money

Payment Systems

Regimes



Standards

Czech Republic

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

Contents; I. Introduction; II. Stylized Facts; III. Reasons for Foreign Currency Borrowing-Some Hypotheses; IV. Empirical Estimation; A. Model Structure and Data; B. Estimation Results; V. Conclusions; VI. References; APPENDIX I. Data Sources and Transformations; APPENDIX II. Model Specification and Robustness Tests

Sommario/riassunto

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.