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Analýza volatility devizových kurzů vybraných ekonomik
[The Analysis of Volatility of Selected Countries' Exchange Rates]

Author

Listed:
  • Bednarik, Radek

Abstract

This paper is focused on the historical development of selected exchange rates' volatility, that is: AUD, CAD, DEM, DKK, EUR, FRF, GBP, JPY, SEK and CHF against USD. The paper aims to show that relatively large increment of exchange markets' volatility is nothing special in the historical context considering the lenght and the extent.

Suggested Citation

  • 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.
    • Handle: RePEc:pra:mprapa:15046
    as

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    References listed on IDEAS

    as
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    More about this item

    Keywords

    exchange; rate; volatility; ARCH; GARCH;
    All these keywords.

    JEL classification:

    • F31 - International Economics - - International Finance - - - Foreign Exchange

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