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  • This paper assesses exchange rate development and volatility in six new EU member states during the period November 1996 - April 2006. The development is examined by the calculation of various rates of return and the exchange rate volatility is analyzed using moving average standard deviations of the annual-ized daily returns of the nominal bilateral exchange rates. The three ERM II participating currencies (SIT, CYP, SKK) entered into the mechanism at the optimal time of stable exchange rate development and low volatility. However, the admissible fluctuation band +/- 2.25 % seems to be too narrow for the remain-ing three currencies (CZK, HUF, PLN). Thus, these currencies should remain out of ERM II for some time.
  • This paper assesses exchange rate development and volatility in six new EU member states during the period November 1996 - April 2006. The development is examined by the calculation of various rates of return and the exchange rate volatility is analyzed using moving average standard deviations of the annual-ized daily returns of the nominal bilateral exchange rates. The three ERM II participating currencies (SIT, CYP, SKK) entered into the mechanism at the optimal time of stable exchange rate development and low volatility. However, the admissible fluctuation band +/- 2.25 % seems to be too narrow for the remain-ing three currencies (CZK, HUF, PLN). Thus, these currencies should remain out of ERM II for some time. (en)
  • Příspěvek analyzuje vývoj devizových kurzů a jejich volatilitu v šesti nových členských zemích EU v období listopad 1996 - duben 2006. Použity jsou různé typy výnosových měr a klouzavých průměrů směrodatných odchylek denních výnosů. Analýza ukazuje, že slovenská koruna vstoupila do ERM II v období velmi nízké volatility. (cs)
Title
  • Exchange Rate Development and Volatility in New EU Member States
  • Exchange Rate Development and Volatility in New EU Member States (en)
  • Vývoj a volatilita devizových kurzů v nových členských zemích EU (cs)
skos:prefLabel
  • Exchange Rate Development and Volatility in New EU Member States
  • Exchange Rate Development and Volatility in New EU Member States (en)
  • Vývoj a volatilita devizových kurzů v nových členských zemích EU (cs)
skos:notation
  • RIV/47813059:19520/06:00000025!RIV07-GA0-19520___
http://linked.open.../vavai/riv/strany
  • 521-538
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/05/2758)
http://linked.open...iv/cisloPeriodika
  • 6
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
  • 474965
http://linked.open...ai/riv/idVysledku
  • RIV/47813059:19520/06:00000025
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • exchange rates, rate of return, volatility, ERM II, exchange rate stability criterion, new EU members states (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • SK - Slovenská republika
http://linked.open...ontrolniKodProRIV
  • [121BABD4C9F4]
http://linked.open...i/riv/nazevZdroje
  • Ekonomický časopis
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
  • 54
http://linked.open...iv/tvurceVysledku
  • Stavárek, Daniel
issn
  • 0013-3035
number of pages
http://localhost/t...ganizacniJednotka
  • 19520
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