FX Funding Risks and Exchange Rate Volatility-Korea's Case /

This paper examines how exchange rate volatility and Korean banks' foreign exchange liquidity mismatches interacted with each other during the Global Financial Crisis, and whether the vulnerability stemming from this interaction has been reduced since then. Structural and cyclical changes after...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Ree, Jack
מחברים אחרים: Park, Hail, Yoon, Kyoungsoo
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2012.
סדרה:IMF Working Papers; Working Paper ; No. 2012/268
גישה מקוונת:Full text available on IMF