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...

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Xehetasun bibliografikoak
Egile nagusia: Ree, Jack
Beste egile batzuk: Park, Hail, Yoon, Kyoungsoo
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2012.
Saila:IMF Working Papers; Working Paper ; No. 2012/268
Sarrera elektronikoa:Full text available on IMF