{"id":"https://openalex.org/W2109558264","doi":"https://doi.org/10.1080/0003684042000206979","title":"Interest rate and exchange rate exposures of banking institutions in pre-crisis Korea","display_name":"Interest rate and exchange rate exposures of banking institutions in pre-crisis Korea","publication_year":2004,"publication_date":"2004-07-20","ids":{"openalex":"https://openalex.org/W2109558264","doi":"https://doi.org/10.1080/0003684042000206979","mag":"2109558264"},"language":"en","primary_location":{"id":"doi:10.1080/0003684042000206979","doi":"https://doi.org/10.1080/0003684042000206979","is_oa":false,"landing_page_url":"https://doi.org/10.1080/0003684042000206979","pdf_url":null,"source":{"id":"https://openalex.org/S201533460","display_name":"Applied Economics","issn_l":"0003-6846","issn":["0003-6846","1466-4283"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-40","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Economics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5016356761","display_name":"Joon\u2010Ho Hahm","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Joon-Ho Hahm","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5016356761"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.3164,"has_fulltext":false,"cited_by_count":64,"citation_normalized_percentile":{"value":0.91039681,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"36","issue":"13","first_page":"1409","last_page":"1419"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9854000210762024,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9854000210762024,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12276","display_name":"Risk Management in Financial Firms","score":0.005900000222027302,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies","score":0.005100000184029341,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/interest-rate-risk","display_name":"interest rate risk","score":0.8949999809265137},{"id":"https://openalex.org/keywords/foreign-exchange-exposure","display_name":"foreign exchange exposure","score":0.996999979019165},{"id":"https://openalex.org/keywords/banks","display_name":"banks","score":0.7570000290870667},{"id":"https://openalex.org/keywords/korean-financial-crisis","display_name":"Korean financial crisis","score":0.5649999976158142},{"id":"https://openalex.org/keywords/commercial-banks","display_name":"commercial banks","score":0.7760000228881836},{"id":"https://openalex.org/keywords/bank-profitability","display_name":"bank profitability","score":0.9739999771118164},{"id":"https://openalex.org/keywords/financial-liberalization","display_name":"financial liberalization","score":0.6949999928474426},{"id":"https://openalex.org/keywords/financial-supervision","display_name":"financial supervision","score":0.9459999799728394},{"id":"https://openalex.org/keywords/risk-management","display_name":"risk management","score":0.8180000185966492},{"id":"https://openalex.org/keywords/capital-adequacy","display_name":"capital adequacy","score":0.8669999837875366}],"concepts":[{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.669324517250061},{"id":"https://openalex.org/C95383336","wikidata":"https://www.wikidata.org/wiki/Q4198710","display_name":"Depreciation (economics)","level":5,"score":0.6619327068328857},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.596670925617218},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.5837311148643494},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.5493570566177368},{"id":"https://openalex.org/C129361004","wikidata":"https://www.wikidata.org/wiki/Q2470236","display_name":"Profitability index","level":2,"score":0.5400562882423401},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5307122468948364},{"id":"https://openalex.org/C29944286","wikidata":"https://www.wikidata.org/wiki/Q205273","display_name":"Interest rate risk","level":3,"score":0.5024230480194092},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.4641384482383728},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4508872926235199},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2718604505062103},{"id":"https://openalex.org/C44750222","wikidata":"https://www.wikidata.org/wiki/Q1897397","display_name":"Financial capital","level":3,"score":0.14066952466964722},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.10848945379257202},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.09576386213302612},{"id":"https://openalex.org/C58202505","wikidata":"https://www.wikidata.org/wiki/Q5035700","display_name":"Capital formation","level":4,"score":0.09542393684387207},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1080/0003684042000206979","doi":"https://doi.org/10.1080/0003684042000206979","is_oa":false,"landing_page_url":"https://doi.org/10.1080/0003684042000206979","pdf_url":null,"source":{"id":"https://openalex.org/S201533460","display_name":"Applied Economics","issn_l":"0003-6846","issn":["0003-6846","1466-4283"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-40","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Economics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:taf:applec:v:36:y:2004:i:13:p:1409-1419","doi":null,"is_oa":false,"landing_page_url":"http://www.tandfonline.com/doi/abs/10.1080/0003684042000206979","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.48510000109672546}],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321314","display_name":"Yonsei University","ror":"https://ror.org/01wjejq96"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W587496438","https://openalex.org/W1976436851","https://openalex.org/W1980215668","https://openalex.org/W1980946966","https://openalex.org/W1984558887","https://openalex.org/W1992427594","https://openalex.org/W1997722388","https://openalex.org/W2006713535","https://openalex.org/W2016595941","https://openalex.org/W2017095822","https://openalex.org/W2023916452","https://openalex.org/W2067515042","https://openalex.org/W2070345223","https://openalex.org/W2073740083","https://openalex.org/W2078550495","https://openalex.org/W2084775037","https://openalex.org/W2113039064","https://openalex.org/W2132809519","https://openalex.org/W2150734468","https://openalex.org/W2154401967","https://openalex.org/W3122626230","https://openalex.org/W3123399999","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W7096116137","https://openalex.org/W2273203356","https://openalex.org/W1557750714","https://openalex.org/W2957726483","https://openalex.org/W186594717","https://openalex.org/W4255553021","https://openalex.org/W7100526775","https://openalex.org/W2001935692","https://openalex.org/W7096485199","https://openalex.org/W1490970668"],"abstract_inverted_index":{"This":[0],"study":[1],"empirically":[2],"investigates":[3],"interest":[4,45,89],"rate":[5,8,46,49],"and":[6,35,47,51,87,117],"exchange":[7,48],"exposures":[9],"of":[10,19,25,56,65,77,83,94,113],"banking":[11,37,78,99],"institutions":[12],"in":[13],"pre-crisis":[14,66],"Korea.":[15],"Using":[16],"the":[17,26,53,63,74,80,84,92,98,104,111],"sensitivity":[18],"stock":[20],"returns":[21],"as":[22,121],"a":[23,122],"measure":[24],"exposure,":[27],"it":[28],"is":[29],"shown":[30],"that":[31,52],"Korean":[32,85,108],"commercial":[33,57],"banks":[34,58],"merchant":[36],"corporations":[38],"had":[39],"been":[40],"significantly":[41,60],"exposed":[42],"to":[43],"both":[44],"risks,":[50],"subsequent":[54],"profitability":[55],"was":[59],"associated":[61],"with":[62,73],"degree":[64],"exposure.":[67],"The":[68,107],"evidence":[69],"suggests":[70],"that,":[71],"along":[72],"negative":[75],"exposure":[76],"institutions,":[79],"sharp":[81],"depreciation":[82],"won":[86],"high":[88],"rates":[90],"at":[91],"end":[93],"1997":[95],"further":[96],"deteriorated":[97],"sector's":[100],"capital":[101],"adequacy":[102],"worsening":[103],"financial":[105,115,126],"crisis.":[106],"case":[109],"highlights":[110],"importance":[112],"upgrading":[114],"supervision":[116],"risk":[118],"management":[119],"practices":[120],"precondition":[123],"for":[124],"successful":[125],"liberalization.":[127]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":7},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":6},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":2}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2016-06-24T00:00:00"}