Analýza volatility devizových kurzů vybraných ekonomik
[The Analysis of Volatility of Selected Countries' Exchange Rates]
AbstractThis paper is focused on the historical development of selected exchange rates' volatility, that is: AUD, CAD, DEM, DKK, EUR, FRF, GBP, JPY, SEK and CHF against USD. The paper aims to show that relatively large increment of exchange markets' volatility is nothing special in the historical context considering the lenght and the extent.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 15046.
Date of creation: 20 Dec 2008
Date of revision:
exchange; rate; volatility; ARCH; GARCH;
Find related papers by JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
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