About: The effect of financial crisis on asymmetry of the exchange rate volatility in Central Europe

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The paper estimates exchange rate volatility and assess its asymmetric components in three Central European countries during various phases of the recent financial crisis. Applying extended TGARCH model and daily exchange rates data we reveal that the exchange rate volatility varied substantially among the currencies and over the crisis with a double peak during the crisis culmination. We found some symptoms of asymmetry in all exchange rates and realized that mainly appreciation-side deviations from the target exchange rate increase the exchange rate volatility. The paper estimates exchange rate volatility and assess its asymmetric components in three Central European countries during various phases of the recent financial crisis. Applying extended TGARCH model and daily exchange rates data we reveal that the exchange rate volatility varied substantially among the currencies and over the crisis with a double peak during the crisis culmination. We found some symptoms of asymmetry in all exchange rates and realized that mainly appreciation-side deviations from the target exchange rate increase the exchange rate volatility. (en)
Title	The effect of financial crisis on asymmetry of the exchange rate volatility in Central Europe The effect of financial crisis on asymmetry of the exchange rate volatility in Central Europe (en)
skos:prefLabel	The effect of financial crisis on asymmetry of the exchange rate volatility in Central Europe The effect of financial crisis on asymmetry of the exchange rate volatility in Central Europe (en)
skos:notation	RIV/47813059:19520/10:#0000556!RIV11-GA0-19520___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GA402/08/0067)
http://linked.open...vai/riv/dodaniDat	2011
http://linked.open...aciTvurceVysledku	Stavárek, Daniel
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
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	255986
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/10:#0000556
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	exchange rate, volatility, asymmetry, financial crisis, TGARCH (en)
http://linked.open.../riv/klicoveSlovo	TGARCH asymmetry financial crisis volatility exchange rate
http://linked.open...ontrolniKodProRIV	[3FC53BEFA710]
http://linked.open...v/mistoKonaniAkce	České Budějovice
http://linked.open...i/riv/mistoVydani	České Budějovice
http://linked.open...i/riv/nazevZdroje	Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010
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	Financial Integration of the EU New Member States with Eurozone
http://linked.open...UplatneniVysledku	2010
http://linked.open...iv/tvurceVysledku	Stavárek, Daniel
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open...ain/vavai/riv/wos	BTS47
http://linked.open.../riv/zahajeniAkce	2010-01-01 (xsd:date)
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	University of South Bohemia, Faculty of Economics
https://schema.org/isbn	978-80-7394-218-2
http://localhost/t...ganizacniJednotka	19520
is http://linked.open...avai/riv/vysledek of	The effect of financial crisis on asymmetry of the exchange rate volatility in Central Europe The effect of financial crisis on asymmetry of the exchange rate volatility in Central Europe The effect of financial crisis on asymmetry of the exchange rate volatility in Central Europe

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