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...

Полное описание

Библиографические подробности
Главный автор: Ree, Jack
Другие авторы: Park, Hail, Yoon, Kyoungsoo
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2012.
Серии:IMF Working Papers; Working Paper ; No. 2012/268
Online-ссылка:Full text available on IMF