Exchange Rate Volatility and the Asymmetric Fluctuation Band on the Way to the Eurozone

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F10%3A%230000550" target="_blank" >RIV/47813059:19520/10:#0000550 - 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

Exchange Rate Volatility and the Asymmetric Fluctuation Band on the Way to the Eurozone

Original language description

In this paper, the TARCH model extended by the concept of implicit target exchange rate is applied on daily data from seven NMS and candidate countries. The results suggest that symptoms of asymmetry were found in volatility of almost all exchange rateswhile some pose a potential threat to fulfillment of the criterion.

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

2010

Confidentiality

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

Name of the periodical

Applied Economics Letters

ISSN

1350-4851

e-ISSN

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Volume of the periodical

17

Issue of the periodical within the volume

1

Country of publishing house

GB - UNITED KINGDOM

Number of pages

6

Pages from-to

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UT code for WoS article

525FB

EID of the result in the Scopus database

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