The CFS international capital flow database: A user's guide

Arbeitspapier

This paper documents the methodology underlying the construction of a global database of gross foreign asset and liability positions for 153 countries over the period 1970 to 2004 and illustrates some key data characteristics. The data cover both inflows and outflows of capital and thus allow for an assessment of the degree of international financial integration. In addition to net foreign asset stocks, we also provide details on the composition of the main asset and liability categories, namely the foreign direct investment, equity investment and debt components. Finally, we report on valuation changes as one of the main sources of discrepancy between transaction-based capital flow data and stock values of investment positions. The dataset is available for download at www.ifk-cfs.de/fileadmin/downloads/data/cfs-icfd.zip.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: CFS Working Paper ; No. 2007/24

Classification and Topics

• Classification: Wirtschaft ; International Investment; Long-term Capital Movements ; International Lending and Debt Problems ; Current Account Adjustment; Short-term Capital Movements
• Subject: Net Foreign Assets ; Valuation Adjustment ; International Financial Integration ; Auslandsvermögen ; Auslandsverschuldung ; Direktinvestition ; Portfolio-Investition ; Internationale Kapitalmobilität ; Statistische Datenbank ; Welt

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Offermanns, Christian J. ; Pramor, Marcus
• Event: Veröffentlichung
• (who): Goethe University Frankfurt, Center for Financial Studies (CFS)
• (where): Frankfurt a. M.
• (when): 2007

Further information

• Handle: http://hdl.handle.net/10419/25525
• URN: urn:nbn:de:hebis:30-48557
• Last update: 10.03.2025, 11:42 AM CET