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...

Descrizione completa

Dettagli Bibliografici
Autore principale: Ree, Jack
Altri autori: Park, Hail, Yoon, Kyoungsoo
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2012.
Serie:IMF Working Papers; Working Paper ; No. 2012/268
Accesso online:Full text available on IMF