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...

Повний опис

Бібліографічні деталі
Автор: Ree, Jack
Інші автори: Park, Hail, Yoon, Kyoungsoo
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2012.
Серія:IMF Working Papers; Working Paper ; No. 2012/268
Онлайн доступ:Full text available on IMF