Determinants of Exchange-Rate Volatility: The Case of the New EU Members
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References listed on IDEAS
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- Bednarik, Radek, 2008.
"Analýza volatility devizových kurzů vybraných ekonomik
[The Analysis of Volatility of Selected Countries' Exchange Rates]," MPRA Paper 15046, University Library of Munich, Germany.
More about this item
Keywordsexchange rate volatility; TARCH; openness; news; regime; EMU integration;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
- F02 - International Economics - - General - - - International Economic Order and Integration
- F31 - International Economics - - International Finance - - - Foreign Exchange
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