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...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Ree, Jack
Weitere Verfasser: Park, Hail, Yoon, Kyoungsoo
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2012.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2012/268
Online Zugang:Full text available on IMF