학술대회자료
국가 간 금융시장의 통합화 현상과 환율 변동성 간의 관계에 대한 연구
- 한국산업경영학회
- 한국산업경영학회 발표논문집
- 2017년도 춘계학술대회 발표논문집
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2017.04249 - 255 (7 pages)
- 28
커버이미지 없음
This paper investigate the dynamic relationship between international financial integration(IFI) and foreign exchange rate by using quarterly data in Korea.. The results show that volatility of foreign exchange rate Granger-cause international financial integration except won-yen exchange rate. From the results of impulse-response function on the basis of VAR, IFI increase the volatility of exchange rate, although the volatility was reduced over time. Thus, these results show that the uncertainty in foreign exchange market have the important effects on IFI in Korea.
Ⅰ. 서 론
Ⅱ. 선행 연구
Ⅲ. 연구방법
Ⅳ. 연구결과
Ⅴ. 결론 및 시사점
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