Common Volatility Trends in the Central and Eastern European Currencies and the Euro
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More about this item
KeywordsEastern Europe; Exchange rates; Foreign exchange; exchange rate; volatility; GARCH; convergence; Central Europe; currency markets; correlations; equation; Financial Aspects of Economic Integration;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-11-25 (All new papers)
- NEP-EEC-2006-11-25 (European Economics)
- NEP-ETS-2006-11-25 (Econometric Time Series)
- NEP-MON-2006-11-25 (Monetary Economics)
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