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...

全面介紹

書目詳細資料
主要作者: Ree, Jack
其他作者: Park, Hail, Yoon, Kyoungsoo
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2012.
叢編:IMF Working Papers; Working Paper ; No. 2012/268
在線閱讀:Full text available on IMF