Dislocations in the Currency Swap and Interest Rate Swap Markets: The Case of Korea

Author:

Park Hail1

Affiliation:

1. Hail Park is a Senior Economist; Economic Research Institute; Bank of Korea; Jung-Gu Seoul Republic of Korea

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference16 articles.

1. Amatatsu , Y. Baba , N. 2007

2. Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08;Baba;Journal of Banking and Finance,2009

3. The spillover of money market turbulence to FX swap and currency swap markets;Baba;BIS Quarterly Review, March,2008

4. Baba , N. Shim , I. 2011

5. Mitigating systemic spillovers from currency hedging;Chung;National Institute Economic Review,2012

Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Deviations from covered interest parity in the emerging markets after the global financial crisis;Journal of International Financial Markets, Institutions and Money;2023-06

2. Covered interest parity deviation and counterparty default risk: U.S. Dollar/Korean Won FX swap market;Pacific-Basin Finance Journal;2017-09

3. Derivative markets in emerging economies: A survey;International Review of Economics & Finance;2016-03

4. FX funding risks and exchange rate volatility;Emerging Markets Review;2015-12

5. Derivative Markets in Emerging Economies: A Survey;SSRN Electronic Journal;2015

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