Credibility of Exchange Rate Policies in Selected EU New Members: Evidence from High Frequency Data
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- Stavarek, Daniel, 2007. "On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries," MPRA Paper 7298, University Library of Munich, Germany.
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More about this item
KeywordsExchange rates; target zones; ERM II; inflation targeting; GARCH;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-12-01 (All new papers)
- NEP-CBA-2006-12-01 (Central Banking)
- NEP-MON-2006-12-01 (Monetary Economics)
- NEP-TRA-2006-12-01 (Transition Economics)
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