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Description
  • V příspěvku je zkoumána volatilita devizového kurzu ve vybraných nových členských zemích EU (Česko, Maďarsko, Polsko, Slovensko) a kandidátských zemích (Chorvatsko, Rumunsko, Turecko) pomocí TARCH modelů v období květen 2004 - prosinec 2006. Nejvýraznější známky asymetrie byly nalezeny u slovenské a turecké měny, kde její zhodnocení a apreciační odchylka od cílového kurzu významně příspívají k růstu kurzové volatility. (cs)
  • In this paper, we examine the exchange rate volatility in selected new EU Member States (Czech Republic, Hungary, Poland, Slovakia) and candidate countries (Croatia, Romania, Turkey) using TARCH model and daily data from the period May 2004 - December 2006. The most distinct effects are evident in Slovakia and Turkey where the appreciation of the national currency and the appreciation-side deviation from the target exchange rate contribute significantly to the increase in the exchange rate volatility.
  • In this paper, we examine the exchange rate volatility in selected new EU Member States (Czech Republic, Hungary, Poland, Slovakia) and candidate countries (Croatia, Romania, Turkey) using TARCH model and daily data from the period May 2004 - December 2006. The most distinct effects are evident in Slovakia and Turkey where the appreciation of the national currency and the appreciation-side deviation from the target exchange rate contribute significantly to the increase in the exchange rate volatility. (en)
Title
  • On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries.
  • On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries. (en)
  • Asymetrie volatility devizového kurzu v nových členských státech EU (cs)
skos:prefLabel
  • On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries.
  • On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries. (en)
  • Asymetrie volatility devizového kurzu v nových členských státech EU (cs)
skos:notation
  • RIV/47813059:19520/07:#0000020!RIV08-GA0-19520___
http://linked.open.../vavai/riv/strany
  • 74-82
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/05/2758)
http://linked.open...iv/cisloPeriodika
  • 2
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
  • 439185
http://linked.open...ai/riv/idVysledku
  • RIV/47813059:19520/07:#0000020
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • asymmetry, European Union, exchange rate volatility, TARCH models (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • TR - Turecká republika
http://linked.open...ontrolniKodProRIV
  • [0A9264D98E7C]
http://linked.open...i/riv/nazevZdroje
  • International Journal of Economic Perspectives
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
  • 1
http://linked.open...iv/tvurceVysledku
  • Stavárek, Daniel
issn
  • 1307-1637
number of pages
http://localhost/t...ganizacniJednotka
  • 19520
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