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  • In this paper, the TARCH model extended by the concept of implicit target exchange rate is applied on daily data from seven NMS and candidate countries. The results suggest that symptoms of asymmetry were found in volatility of almost all exchange rates while some pose a potential threat to fulfillment of the criterion.
  • In this paper, the TARCH model extended by the concept of implicit target exchange rate is applied on daily data from seven NMS and candidate countries. The results suggest that symptoms of asymmetry were found in volatility of almost all exchange rates while some pose a potential threat to fulfillment of the criterion. (en)
Title
  • Exchange Rate Volatility and the Asymmetric Fluctuation Band on the Way to the Eurozone
  • Exchange Rate Volatility and the Asymmetric Fluctuation Band on the Way to the Eurozone (en)
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  • Exchange Rate Volatility and the Asymmetric Fluctuation Band on the Way to the Eurozone
  • Exchange Rate Volatility and the Asymmetric Fluctuation Band on the Way to the Eurozone (en)
skos:notation
  • RIV/47813059:19520/10:#0000550!RIV11-GA0-19520___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/08/0067)
http://linked.open...iv/cisloPeriodika
  • 1
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
  • 258155
http://linked.open...ai/riv/idVysledku
  • RIV/47813059:19520/10:#0000550
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • exchange rate, volatility, asymmetry, fluctuation band, TARCH (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV
  • [666DA7D4ACB6]
http://linked.open...i/riv/nazevZdroje
  • Applied Economics Letters
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
  • 17
http://linked.open...iv/tvurceVysledku
  • Stavárek, Daniel
http://linked.open...ain/vavai/riv/wos
  • 525FB
issn
  • 1350-4851
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http://localhost/t...ganizacniJednotka
  • 19520
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