Analysis of Changes in the Relationship between the KRW/USD Exchange rate and JPY/USD Exchange Rate Before and After the Economic Crisis

The purpose of this paper is to investigate the relationship between KRW/USD and JPY/USD exchange rates dividing the sample period into thress sub-periods: pre-crisis, and post-crisis. During the pre-crisis period, JPY/USD affects KRW/USD asymmetrically: the latter moved very closely with the former...

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Bibliographic Details
Main Authors: Chae-Shick Chung, Youngmin Jang
Format: Article
Language:English
Published: Korea Institute for International Economic Policy 2000-03-01
Series:East Asian Economic Review
Subjects:
Won
Yen
Online Access:http://dx.doi.org/10.11644/KIEP.JEAI.2000.4.1.60