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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Bibliographic Details
Main Author: Chae-Shick Chung
Format: Article
Language:English
Published: Korea Institute for International Economic Policy 1998-09-01
Series:East Asian Economic Review
Subjects:
Online Access:http://dx.doi.org/10.11644/KIEP.JEAI.1998.2.3.23