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      Measuring the Degree of Currency Misalignment Using Offshore Forward Exchange Rates: The Case of the Korean Financial Crisis

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      https://www.riss.kr/link?id=G3605596

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      다국어 초록 (Multilingual Abstract)

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      This paper proposes a new method of measuring the degree of currency misalignment through the use of offshore forward exchange rates. Using default risk adjusted no-arbitrage conditions for forward exchange contracts, we calculate the spot exchange rates and the domestic interest rates that are implied from the observed forward exchange rates. The difference between the implied and the observed spot exchange rates is our measure of currency misalignment. Our methodology is based on the presumption that, during a currency crisis, offshore forward exchange rates reflect market fundamentals more closely than onshore spot and forward exchange rates. The latter are usually tightly regulated and heavily affected by government intervention during a non-normal event such as a financial crisis. We apply the method to the 1997 Korean currency crisis.
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      This paper proposes a new method of measuring the degree of currency misalignment through the use of offshore forward exchange rates. Using default risk adjusted no-arbitrage conditions for forward exchange contracts, we calculate the spot exchange ra...

      This paper proposes a new method of measuring the degree of currency misalignment through the use of offshore forward exchange rates. Using default risk adjusted no-arbitrage conditions for forward exchange contracts, we calculate the spot exchange rates and the domestic interest rates that are implied from the observed forward exchange rates. The difference between the implied and the observed spot exchange rates is our measure of currency misalignment. Our methodology is based on the presumption that, during a currency crisis, offshore forward exchange rates reflect market fundamentals more closely than onshore spot and forward exchange rates. The latter are usually tightly regulated and heavily affected by government intervention during a non-normal event such as a financial crisis. We apply the method to the 1997 Korean currency crisis.

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      다국어 초록 (Multilingual Abstract)

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      I.Introduction
      II.Methodology
      II.1 Method I
      II.2 Method II
      II.3 Method III
      II.4 Method IV
      III. Empirical Results
      III.1 Default Probability
      III.2 Observed and Implied Spot Exchange Rates
      III.3 Observed and Implied Domestic Interest Rates
      IV. Conclusion
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      I.Introduction II.Methodology II.1 Method I II.2 Method II II.3 Method III II.4 Method IV III. Empirical Results III.1 Default Probability III.2 Observed and Implied Spot Exchange Rates III.3 Observed and Implied Do...

      I.Introduction
      II.Methodology
      II.1 Method I
      II.2 Method II
      II.3 Method III
      II.4 Method IV
      III. Empirical Results
      III.1 Default Probability
      III.2 Observed and Implied Spot Exchange Rates
      III.3 Observed and Implied Domestic Interest Rates
      IV. Conclusion

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