Dynamic interactions between Central European currencies and the euro
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DOI: 10.1016/j.ecosys.2020.100781
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More about this item
Keywords
Cross-elasticity of exchange rates; Central European currencies; Bai-Perron multiple breakpoint regression; Markov switching tests;All these keywords.
JEL classification:
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- F15 - International Economics - - Trade - - - Economic Integration
- F31 - International Economics - - International Finance - - - Foreign Exchange
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