Dislocations in the won-dollar swap markets during the crisis of 2007 - 2009
Naohiko Baba and Ilhyock Shim
| Year of publication: |
2014
|
|---|---|
| Authors: | Baba, Naohiko ; Shim, Ilhyock |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 19.2014, 4, p. 279-302
|
| Subject: | FX swap | cross-currency swap | regime switching | EGARCH model | foreign reserves | Währungsderivat | Currency derivative | Währungsreserven | Foreign exchange reserves | Swap | ARCH-Modell | ARCH model | US-Dollar | US dollar | Schätzung | Estimation | Wechselkurspolitik | Exchange rate policy | Südkorea | South Korea | Welt | World | Finanzkrise | Financial crisis | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010471898