On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries
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Keywordsasymmetry; European Union; exchange rate volatility; TARCH models;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-03-01 (All new papers)
- NEP-CBA-2008-03-01 (Central Banking)
- NEP-CWA-2008-03-01 (Central & Western Asia)
- NEP-IFN-2008-03-01 (International Finance)
- NEP-OPM-2008-03-01 (Open Economy Macroeconomics)
- NEP-TRA-2008-03-01 (Transition Economics)
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