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Description
  • We employ a two-stage empirical strategy to analyze the impact of macroeconomic news and central bank communication on the exchange rates of three Central and Eastern European (CEE)currencies against the euro. First we estimate the nominal equilibrium exchange rate based on a monetary model. Second, we employ a high-frequency GARCH model to estimate the effects of the news and communication along with the estimated exchange rate misalignment on the exchange rate as well as its volatility.
  • We employ a two-stage empirical strategy to analyze the impact of macroeconomic news and central bank communication on the exchange rates of three Central and Eastern European (CEE)currencies against the euro. First we estimate the nominal equilibrium exchange rate based on a monetary model. Second, we employ a high-frequency GARCH model to estimate the effects of the news and communication along with the estimated exchange rate misalignment on the exchange rate as well as its volatility. (en)
Title
  • The impact of macro news and central bank communication on emerging European forex markets
  • The impact of macro news and central bank communication on emerging European forex markets (en)
skos:prefLabel
  • The impact of macro news and central bank communication on emerging European forex markets
  • The impact of macro news and central bank communication on emerging European forex markets (en)
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  • RIV/00216208:11640/14:00428151!RIV15-MSM-11640___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • I, P(GAP403/11/0020)
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
  • 20668
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11640/14:00428151
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • exchange rate; macroeconomic news; central bank communication (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • NL - Nizozemsko
http://linked.open...ontrolniKodProRIV
  • [FDCCDEF5DB0D]
http://linked.open...i/riv/nazevZdroje
  • Economic Systems
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
  • 38
http://linked.open...iv/tvurceVysledku
  • Kočenda, Evžen
  • Égert, B.
http://linked.open...ain/vavai/riv/wos
  • 000334088400006
issn
  • 0939-3625
number of pages
http://bibframe.org/vocab/doi
  • 10.1016/j.ecosys.2013.01.004
http://localhost/t...ganizacniJednotka
  • 11640
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