Contents

우리나라 외환시장의 차익거래 유인에 대한 분석

정대희

DC Field Value Language
dc.contributor.author정대희-
dc.date.accessioned2016-07-27T06:43:58Z-
dc.date.available2012-05-02-
dc.date.available2016-07-27T06:43:58Z-
dc.date.issued2012-03-31-
dc.identifier.other2156-
dc.identifier.urihttps://archives.kdischool.ac.kr/handle/11125/19288-
dc.description.abstractDuring 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-
dc.description.tableOfContentsⅠ. Introduction  Ⅱ. Theoretical Framework  Ⅲ. Econometric Methodology  IV. Empirical Analysis  V. Conclusion-
dc.languageen-
dc.publisher한국개발연구원-
dc.publisherKorea Development Institute-
dc.relation.isPartOf12369-
dc.rightsCC BY-NC-ND 2.0 KR-
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.0/kr/-
dc.title우리나라 외환시장의 차익거래 유인에 대한 분석-
dc.title.alternativeMargin and Funding Liquidity: An Empirical Analysis on the Covered Interest Parity in Korea-
dc.typeArticle-
dc.relation.startpage31-
dc.relation.lastpage52-
dc.relation.volume34-
dc.relation.no1-
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