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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Detalles Bibliográficos
Autor Principal: Ree, Jack
Outros autores: Park, Hail, Yoon, Kyoungsoo
Formato: Revista
Idioma:English
Publicado: Washington, D.C. : International Monetary Fund, 2012.
Series:IMF Working Papers; Working Paper ; No. 2012/268
Acceso en liña:Full text available on IMF