This HTML5 document contains 39 embedded RDF statements represented using HTML+Microdata notation.

The embedded RDF content will be recognized by any processor of HTML5 Microdata.

Namespace Prefixes

PrefixIRI
dctermshttp://purl.org/dc/terms/
n21http://localhost/temp/predkladatel/
n7http://purl.org/net/nknouf/ns/bibtex#
n20http://linked.opendata.cz/resource/domain/vavai/projekt/
n13http://linked.opendata.cz/resource/domain/vavai/riv/tvurce/
n18http://linked.opendata.cz/resource/domain/vavai/subjekt/
n17http://linked.opendata.cz/ontology/domain/vavai/
n19https://schema.org/
shttp://schema.org/
skoshttp://www.w3.org/2004/02/skos/core#
n3http://linked.opendata.cz/ontology/domain/vavai/riv/
n2http://linked.opendata.cz/resource/domain/vavai/vysledek/
rdfhttp://www.w3.org/1999/02/22-rdf-syntax-ns#
n12http://linked.opendata.cz/resource/domain/vavai/vysledek/RIV%2F47813059%3A19520%2F12%3A%230002122%21RIV13-GA0-19520___/
n11http://linked.opendata.cz/ontology/domain/vavai/riv/klicoveSlovo/
n4http://linked.opendata.cz/ontology/domain/vavai/riv/duvernostUdaju/
xsdhhttp://www.w3.org/2001/XMLSchema#
n14http://linked.opendata.cz/ontology/domain/vavai/riv/jazykVysledku/
n10http://linked.opendata.cz/ontology/domain/vavai/riv/aktivita/
n16http://linked.opendata.cz/ontology/domain/vavai/riv/druhVysledku/
n8http://linked.opendata.cz/ontology/domain/vavai/riv/obor/
n9http://reference.data.gov.uk/id/gregorian-year/

Statements

Subject Item
n2:RIV%2F47813059%3A19520%2F12%3A%230002122%21RIV13-GA0-19520___
rdf:type
skos:Concept n17:Vysledek
dcterms:description
We analyze four currencies of new EU member states, two currencies of non euro area old EU members, US dollar and Swiss franc against the euro during the period financial crisis. We apply a modified TARCH model on data grouped into four phases of the financial crises. The results suggest that the exchange rates usually shared a similar trend in volatility. The presence of asymmetric attributes of the exchange rate volatility was relatively common. Similar symptoms of asymmetry were registered mainly in the new EU member states and Sweden. Appreciation movements seem to have significantly different effects on volatility than the depreciation movements of equal size particularly during the crisis initialization and culmination. By contrast, a significant impact of divergence from the target exchange rate on the volatility was revealed during the crisis stabilization. We analyze four currencies of new EU member states, two currencies of non euro area old EU members, US dollar and Swiss franc against the euro during the period financial crisis. We apply a modified TARCH model on data grouped into four phases of the financial crises. The results suggest that the exchange rates usually shared a similar trend in volatility. The presence of asymmetric attributes of the exchange rate volatility was relatively common. Similar symptoms of asymmetry were registered mainly in the new EU member states and Sweden. Appreciation movements seem to have significantly different effects on volatility than the depreciation movements of equal size particularly during the crisis initialization and culmination. By contrast, a significant impact of divergence from the target exchange rate on the volatility was revealed during the crisis stabilization.
dcterms:title
European exchange rates volatility and its asymmetrical components during the financial crisis European exchange rates volatility and its asymmetrical components during the financial crisis
skos:prefLabel
European exchange rates volatility and its asymmetrical components during the financial crisis European exchange rates volatility and its asymmetrical components during the financial crisis
skos:notation
RIV/47813059:19520/12:#0002122!RIV13-GA0-19520___
n17:predkladatel
n18:orjk%3A19520
n3:aktivita
n10:P
n3:aktivity
P(GA402/08/0067)
n3:dodaniDat
n9:2013
n3:domaciTvurceVysledku
n13:9301623
n3:druhVysledku
n16:C
n3:duvernostUdaju
n4:S
n3:entitaPredkladatele
n12:predkladatel
n3:idSjednocenehoVysledku
134956
n3:idVysledku
RIV/47813059:19520/12:#0002122
n3:jazykVysledku
n14:eng
n3:klicovaSlova
exchange rate volatility, asymmetry, TARCH model, financial crisis
n3:klicoveSlovo
n11:asymmetry n11:TARCH%20model n11:financial%20crisis n11:exchange%20rate%20volatility
n3:kontrolniKodProRIV
[4CF0D1883BB8]
n3:mistoVydani
Abingdon
n3:nazevZdroje
Financial Integration in the European Union
n3:obor
n8:AH
n3:pocetDomacichTvurcuVysledku
1
n3:pocetStranKnihy
264
n3:pocetTvurcuVysledku
1
n3:projekt
n20:GA402%2F08%2F0067
n3:rokUplatneniVysledku
n9:2012
n3:tvurceVysledku
Stavárek, Daniel
s:numberOfPages
29
n7:hasPublisher
Routledge
n19:isbn
978-0-415-69076-8
n21:organizacniJednotka
19520