Assessment of the Exchange Rate Convergence in Euro-Candidate Countries

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F09%3A%230000421" target="_blank" >RIV/47813059:19520/09:#0000421 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Assessment of the Exchange Rate Convergence in Euro-Candidate Countries

Original language description

This paper assesses the exchange rate convergence in selected euro-candidate countries using an alternative approach to official exchange rate stability convergence criterion. We apply various versions of correlation analysis on daily returns and impliedGARCH volatility of nominal exchange rates of the euro, Czech koruna, Hungarian forint, Polish zloty, Romanian leu, Slovak koruna and Croatian kuna vis-ŕ-vis US dollar. The results suggest that none of the eurocandidates? currencies achieved a sufficient degree of convergence. If anything, a majority of the currencies analyzed in the paper experienced a departure from convergence during the recent period.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

AH - Economics

OECD FORD branch

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Project

<a href="/en/project/GA402%2F08%2F0067" target="_blank" >GA402/08/0067: Financial Integration of the EU New Member States with Eurozone</a><br>

Continuities

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

Publication year

2009

Confidentiality

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

Name of the periodical

Amfiteatru Economic Journal

ISSN

1582-9146

e-ISSN

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Volume of the periodical

11

Issue of the periodical within the volume

25

Country of publishing house

RO - ROMANIA

Number of pages

22

Pages from-to

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UT code for WoS article

437LN

EID of the result in the Scopus database

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