KRW/USD Exchange Rate Volatility and Efficient Risk Management
This thesis analyzes the relationship between the exchange rate of Korean Won and US dollar and the amount of foreign exchange, and studies the direction of the amendment of the risk control of foreign exchange. The GARCH (Generalized Auto Regressive Conditional Heteroscedasticity) model which visua...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Korea Institute for International Economic Policy
1999-03-01
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| Series: | East Asian Economic Review |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.11644/KIEP.JEAI.1999.3.1.38 |