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  • This paper assesses the exchange rate convergence in selected euro-candidate countries using an alternative approach to official exchange rate stability convergence criterion. We apply various versions of correlation analysis on daily returns and implied GARCH volatility of nominal exchange rates of the euro, Czech koruna, Hungarian forint, Polish zloty, Romanian leu, Slovak koruna and Croatian kuna vis-ŕ-vis US dollar. The results suggest that none of the eurocandidates’ currencies achieved a sufficient degree of convergence. If anything, a majority of the currencies analyzed in the paper experienced a departure from convergence during the recent period.
  • This paper assesses the exchange rate convergence in selected euro-candidate countries using an alternative approach to official exchange rate stability convergence criterion. We apply various versions of correlation analysis on daily returns and implied GARCH volatility of nominal exchange rates of the euro, Czech koruna, Hungarian forint, Polish zloty, Romanian leu, Slovak koruna and Croatian kuna vis-ŕ-vis US dollar. The results suggest that none of the eurocandidates’ currencies achieved a sufficient degree of convergence. If anything, a majority of the currencies analyzed in the paper experienced a departure from convergence during the recent period. (en)
Title
  • Assessment of the Exchange Rate Convergence in Euro-Candidate Countries
  • Assessment of the Exchange Rate Convergence in Euro-Candidate Countries (en)
skos:prefLabel
  • Assessment of the Exchange Rate Convergence in Euro-Candidate Countries
  • Assessment of the Exchange Rate Convergence in Euro-Candidate Countries (en)
skos:notation
  • RIV/47813059:19520/09:#0000421!RIV10-GA0-19520___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/08/0067)
http://linked.open...iv/cisloPeriodika
  • 25
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 304215
http://linked.open...ai/riv/idVysledku
  • RIV/47813059:19520/09:#0000421
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • exchange rate, convergence, correlation, GARCH, euro-candidates (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • RO - Rumunsko
http://linked.open...ontrolniKodProRIV
  • [06398B2C1A2E]
http://linked.open...i/riv/nazevZdroje
  • Amfiteatru Economic Journal
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 11
http://linked.open...iv/tvurceVysledku
  • Stavárek, Daniel
http://linked.open...ain/vavai/riv/wos
  • 437LN
issn
  • 1582-9146
number of pages
http://localhost/t...ganizacniJednotka
  • 19520
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