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Dislocations in the won-dollar swap markets during the crisis of 2007-09. (2011). SHIM, ILHYOCK ; Baba, Naohiko .
In: BIS Working Papers.
RePEc:bis:biswps:344.

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  1. What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia?. (2021). Rhee, Changyong ; Kang, Kenneth H ; Oeking, Anne ; Hong, Gee Hee.
    In: Open Economies Review.
    RePEc:kap:openec:v:32:y:2021:i:2:d:10.1007_s11079-020-09594-3.

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  2. What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia. (2019). Rhee, Changyong ; Kang, Kenneth H ; Oeking, Anne ; Hong, Gee Hee.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/169.

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  3. Currency Market Efficiency Revisited: Evidence from Korea. (2019). Kang, Min-Woo.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:3:p:52-:d:267714.

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  4. The role of the Federal Reserve as an international lender of last resort during the 2007–2008 financial crisis. (2015). Seghezza, Elena ; Morelli, Pierluigi ; Pittaluga, Giovanni .
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:12:y:2015:i:1:p:93-106.

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  5. Correlations across Asia-Pacific bond markets and the impact of capital flow management measures. (2015). SHIM, ILHYOCK ; Chantapacdepong, Pornpinun.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:34:y:2015:i:c:p:71-101.

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  6. Correlations across Asia-Pacific bond markets and the impact of capital flow measures. (2014). SHIM, ILHYOCK ; Chantapacdepong, Pornpinun.
    In: BIS Working Papers.
    RePEc:bis:biswps:472.

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  7. Central bank balance sheet expansion: Japans experience. (2012). Iwata, Kazumasa ; Takenaka, Shinji .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:66-07.

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  8. The Impact of the International Financial Crisis on Asia and the Pacific: Highlighting Monetary Policy Challenges from a Negative Asset Price Bubble Perspective. (2011). Filardo, Andrew.
    In: BIS Working Papers.
    RePEc:bis:biswps:356.

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References

References cited by this document

  1. ------ (2009b): From turmoil to crisis: dislocation in the FX swap market before and after the failure of Lehman Brothers, Journal of International Money and Finance, 28, 135074.
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  2. Baba, N, F Packer and T Nagano (2008): The spillover of money market turbulence to FX swap and cross-currency swap markets, BIS Quarterly Review, March, 7386.

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  10. Kim, K, B Kim and Y Suh (2009): Opening to capital flows and implications from Korea, Bank of Korea Institute for Monetary and Economic Research Working Paper, no 363.
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Cocites

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  1. What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia. (2019). Rhee, Changyong ; Kang, Kenneth H ; Oeking, Anne ; Hong, Gee Hee.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/169.

    Full description at Econpapers || Download paper

  2. The Monetary Model of CIP Deviations. (2018). Ibhagui, Oyakhilome.
    In: MPRA Paper.
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  3. (How) do credit market conditions affect firms post-hedging outcomes? Evidence from bank lending standards and firms currency exposure. (2018). Bergbrant, Mikael C ; Hunter, Delroy M.
    In: Journal of Corporate Finance.
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  5. Entropy Analysis of Financial Time Series. (2018). Schwill, Stephan.
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  8. Central bank swap lines and CIP deviations. (2017). Moessner, Richhild ; Galati, Gabriele ; Allen, William ; Nelson, William .
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  9. Deviations from Covered Interest Rate Parity. (2017). Verdelhan, Adrien ; Du, Wenxin ; Tepper, Alexander.
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  10. Does swap-covered interest parity hold in long-term capital markets after the financial crisis?. (2017). Hattori, Takahiro.
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  11. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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  12. Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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  13. Covered interest parity deviation and counterparty default risk: U.S. Dollar/Korean Won FX swap market. (2017). Kim, Don H ; Ho, Young ; Choi, Hanbok ; Jang, Woon Wook .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:44:y:2017:i:c:p:47-63.

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  14. Central bank swap lines and CIP deviations. (2017). Moessner, Richhild ; Galati, Gabriele ; Allen, William ; Nelson, William .
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