About: On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries.

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
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	P
http://linked.open...avai/riv/aktivity	P(GA402/05/2758)
http://linked.open...iv/cisloPeriodika	2
http://linked.open...vai/riv/dodaniDat	2008
http://linked.open...aciTvurceVysledku	Stavárek, Daniel
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Slezská univerzita v Opavě / Obchodně podnikatelská fakulta v Karviné
http://linked.open...dnocenehoVysledku	439185
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/07:#0000020
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	asymmetry, European Union, exchange rate volatility, TARCH models (en)
http://linked.open.../riv/klicoveSlovo	asymmetry European Union exchange rate volatility TARCH models
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	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Integration of the financial sector of the new EU member countries into the EMU
http://linked.open...UplatneniVysledku	2007
http://linked.open...v/svazekPeriodika	1
http://linked.open...iv/tvurceVysledku	Stavárek, Daniel
issn	1307-1637
number of pages	9 (xsd:int)
http://localhost/t...ganizacniJednotka	19520
is http://linked.open...avai/riv/vysledek of	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. On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries.

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