The Determinants of won/dollar Exchange Rate Volatility and Policy Recommendations
This thesis analyzed the feature and different points of the changing of the exchange rate of Korea won against US dollar, then discussed the direction of the completion of Korea exchange rate system. The prediction result of the model GARCH which vividly shows the phenomenon of the auto-regression...
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Format: | Article |
Language: | English |
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Korea Institute for International Economic Policy
1998-09-01
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Series: | East Asian Economic Review |
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Online Access: | http://dx.doi.org/10.11644/KIEP.JEAI.1998.2.3.23 |