. "The effect of financial crisis on asymmetry of the exchange rate volatility in Central Europe"@en . "1"^^ . . . . . "P(GA402/08/0067)" . "Stav\u00E1rek, Daniel" . . "[3FC53BEFA710]" . "The effect of financial crisis on asymmetry of the exchange rate volatility in Central Europe" . "6"^^ . . "255986" . . . "\u010Cesk\u00E9 Bud\u011Bjovice" . . "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 . "\u010Cesk\u00E9 Bud\u011Bjovice" . . . "978-80-7394-218-2" . "RIV/47813059:19520/10:#0000556!RIV11-GA0-19520___" . "The effect of financial crisis on asymmetry of the exchange rate volatility in Central Europe"@en . "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." . . . . "BTS47" . . "19520" . "The effect of financial crisis on asymmetry of the exchange rate volatility in Central Europe" . . . "2010-01-01+01:00"^^ . "RIV/47813059:19520/10:#0000556" . "University of South Bohemia, Faculty of Economics" . "Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010" . "exchange rate, volatility, asymmetry, financial crisis, TGARCH"@en . "1"^^ .