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우리나라 외환시장의 차익거래 유인에 대한 분석

Margin and Funding Liquidity: An Empirical Analysis on the Covered Interest Parity in Korea

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Abstract

During the global financial turmoil in 2007-2008, deviation from the covered interest parity (CIP) between the Korean won and US dollar through the foreign exchange swap has escalated in its magnitude beyond 1,000bp in November 2008, and it still persists

Issue Date
2012-03-31
Publisher
한국개발연구원
Korea Development Institute
Language
en
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