000 02135nam a22004214a 4500
001 WPIEA2012268
003 IMF
005 20190408081927.0
006 m o d
007 cr cn|||||||||
008 020129s2012 dcu o i00 0 eng d
020 _a1475565178 :
_c18.00 USD
020 _z9781475565171
022 _a1018-5941
024 7 _a10.5089/9781475565171.001
_2doi
035 _a(IMF)WPIEA2012268
040 _aDcWaIMF
_beng
100 1 _aRee, Jack.
245 1 0 _aFX Funding Risks and Exchange Rate Volatility-Korea's Case
_h[electronic resource] /
_cJack Ree.
260 _aWashington, D.C. :
_bInternational Monetary Fund,
_c2012.
300 _a1 online resource (29 p.)
490 1 _aIMF Working Papers; Working Paper ;
_vNo. 12/268
520 3 _aThis 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 the crisis, including decreasing demand for currency hedges and the diversifying investor base for bonds, point to a possible weakening of the interaction mechanism; and we find evidences are strongly supportive of this.
588 _aDescription based on print version record.
650 7 _aBonds
_2imf
650 7 _aDollar Funding Market
_2imf
650 7 _aExchange Rate Volatility
_2imf
650 7 _aExchange Rate
_2imf
650 7 _aForeign Exchange Liquidity Mismatch
_2imf
650 7 _aHedging
_2imf
651 7 _aKorea, Republic of
_2imf
700 1 _aPark, Hail.
700 1 _aRee, Jack.
700 1 _aYoon, Kyoungsoo.
776 0 8 _iPrint Version:
_aRee, Jack.
_tFX Funding Risks and Exchange Rate Volatility-Korea's Case
_dWashington, D.C. : International Monetary Fund, 2012.
_z9781475565171
830 0 _aIMF Working Papers; Working Paper ;
_vNo. 12/268
856 4 0 _uhttp://elibrary.imf.org/view/IMF001/20082-9781475565171/20082-9781475565171/20082-9781475565171.xml
_zIMF e-Library
856 4 0 _uhttp://www.imfbookstore.org/IMFORG/9781475565171
_zIMF Book Store
999 _c165242
_d165242