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Exchange Rate Development and Volatility in New EU Member States

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F06%3A00000025" target="_blank" >RIV/47813059:19520/06:00000025 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Exchange Rate Development and Volatility in New EU Member States

  • Original language description

    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 analyzedusing 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.

  • Czech name

    Vývoj a volatilita devizových kurzů v nových členských zemích EU

  • Czech description

    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.

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA402%2F05%2F2758" target="_blank" >GA402/05/2758: Integration of the financial sector of the new EU member countries into the EMU</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2006

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Ekonomický časopis

  • ISSN

    0013-3035

  • e-ISSN

  • Volume of the periodical

    54

  • Issue of the periodical within the volume

    6

  • Country of publishing house

    SK - SLOVAKIA

  • Number of pages

    18

  • Pages from-to

    521-538

  • UT code for WoS article

  • EID of the result in the Scopus database