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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Ree, Jack
Muut tekijät: Park, Hail, Yoon, Kyoungsoo
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2012.
Sarja:IMF Working Papers; Working Paper ; No. 2012/268
Linkit:Full text available on IMF