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Volatility of Exchange Rates in Selected New EU Members: Evidence from Daily Data
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- Lai, Ching-chong & Fang, Chung-rou, 2012. "Is the honeymoon effect valid in the presence of both exchange rate and output expectations? A graphical analysis," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 140-146.
- Wilhelm Kohler & Christian Arndt & Anselm Mattes & Michael Knogler & Fidelis Lankes & Jarko Fidmuc, 2007. "Die neuen Mitglieder: Motor oder Bremse der europäischen Integration?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 60(14), pages 03-20, July.
- Katarína Danišková & Jarko Fidrmuc, 2011.
"Inflation Convergence and the New Keynesian Phillips Curve in the Czech Republic,"
Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 5(2), pages 099-115, August.
- Katarína Danišková & Jarko Fidrmuc, 2011. "Inflation Convergence and the New Keynesian, Phillips Curve in the Czech Republic," Working Papers 292, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Munazza Jabeen & Saud Ahmad Khan, 2014. "Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in Pakistan," International Econometric Review (IER), Econometric Research Association, vol. 6(2), pages 58-76, September.
- Bubák, Vít & Kocenda, Evzen & Zikes, Filip, 2011.
"Volatility transmission in emerging European foreign exchange markets,"
Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2829-2841, November.
- Vít Bubák & Evžen Kocenda & Filip Zikes, 2010. "Volatility Transmission in Emerging European Foreign Exchange Markets," CESifo Working Paper Series 3063, CESifo.
- Evzen Kocenda & Vit Bubak & Filip Zikes, 2011. "Volatility Transmission in Emerging European Foreign Exchange Markets," William Davidson Institute Working Papers Series wp1020, William Davidson Institute at the University of Michigan.
- António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2010. "Exchange Rate and Interest Rate Distribution and Volatility under the Portuguese Target Zone," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 261-282, September.
- Thomas Windberger & Jesús Crespo-Cuaresma & Janette Walde, 2012. "Dirty floating and monetary independence in Central and Eastern Europe - The role of structural breaks," Working Papers 2012-21, Faculty of Economics and Statistics, Universität Innsbruck.
- POPOVICI, Oana Cristina, 2015. "A Volatility Analysis Of The Euro Currency And The Bond Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(1), pages 67-79.
- Daniel Stavárek, 2009. "Assessment of the exchange rate convergence in Euro-candidate countries," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 11(25), pages 159-180, February.
- Daniel Stavarek, 2011. "European exchange rates volatility and its asymmetrical components during the financial crisis," MENDELU Working Papers in Business and Economics 2011-17, Mendel University in Brno, Faculty of Business and Economics.
- Michael Frömmel, 2010.
"Volatility Regimes in Central and Eastern European Countries’ Exchange Rates,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(1), pages 2-21, February.
- Frömmel, Michael, 2006. "Volatility Regimes in Central and Eastern European Countries' Exchange Rates," Hannover Economic Papers (HEP) dp-333, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- M. Frömmel, 2007. "Volatility Regimes in Central and Eastern European Countries’ Exchange Rates," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/487, Ghent University, Faculty of Economics and Business Administration.
- Mikael Bask & Jarko Fidrmuc, 2009.
"Fundamentals and Technical Trading: Behavior of Exchange Rates in the CEECs,"
Open Economies Review, Springer, vol. 20(5), pages 589-605, November.
- Bask, Mikael & Fidrmuc, Jarko, 2006. "Fundamentals and technical trading: behaviour of exchange rates in the CEECs," Bank of Finland Research Discussion Papers 10/2006, Bank of Finland.
- Adam, Tomáš & Benecká, Soňa & Matějů, Jakub, 2018. "Financial stress and its non-linear impact on CEE exchange rates," Journal of Financial Stability, Elsevier, vol. 36(C), pages 346-360.
- Evžen Koèenda & Tigran Poghosyan, 2010. "Exchange Rate Risk in Central European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(1), pages 22-39, February.
- repec:cnb:ocpubv:rb07/2 is not listed on IDEAS
- repec:agr:journl:v:2(602):y:2015:i:2(602):p:189-198 is not listed on IDEAS
- Stefan Lyocsa & Peter Molnar & Igor Fedorko, 2016. "Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(5), pages 453-475, October.
- Gorman, Michael & Orlowski, Lucjan T. & Roessler, Matthew H., 2020. "Dynamic interactions between Central European currencies and the euro," Economic Systems, Elsevier, vol. 44(3).
- K. Rajmund MIRDALA, 2012.
"Sources Of Exchange Rate Volatility In The European Transition Economies. Effects Of Economic Crisis Revealed,"
Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(3(21)/ Fa), pages 270-282.
- Mirdala, Rajmund, 2012. "Sources of exchange rate volatility in the european transition economies (effects of economic crisis revealed)," MPRA Paper 42060, University Library of Munich, Germany.
- Frömmel, Michael & Garabedian, Garo & Schobert, Franziska, 2011.
"Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter?,"
Journal of Macroeconomics, Elsevier, vol. 33(4), pages 807-818.
- M. Frömmel & G. Garabedian & F. Schobert, 2009. "Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/611, Ghent University, Faculty of Economics and Business Administration.
- Mirdala, Rajmund, 2013.
"Real Output and Prices Adjustments under Different Exchange Rate Regimes,"
MPRA Paper
46879, University Library of Munich, Germany.
- Rajmund Mirdala, 2013. "Real Output and Prices Adjustments Under Different Exchange Rate Regimes," William Davidson Institute Working Papers Series wp1064, William Davidson Institute at the University of Michigan.
- António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2013.
"Exchange Rate Target Zones: A Survey Of The Literature,"
Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 247-268, April.
- António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2010. "Exchange Rate Target Zones: A Survey of the Literature," GEMF Working Papers 2010-14, GEMF, Faculty of Economics, University of Coimbra.
- Jean Andrei & Marian Zaharia & Mihaela Cristina Dragoi, 2018. "Impact of the Main Currencies Exchange Rates on the Romanian Economic Policy Transformation," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 14(2), pages 7-19.
- repec:erh:journl:v:6:y:2014:i:2:p:59-77 is not listed on IDEAS
- Égert, Balázs & Kočenda, Evžen, 2014.
"The impact of macro news and central bank communication on emerging European forex markets,"
Economic Systems, Elsevier, vol. 38(1), pages 73-88.
- Balázs Egert & Evžen Kočenda, 2012. "The impact of macro news and central bank communication on emerging European forex markets," Working Papers hal-04141076, HAL.
- Balázs Égert & Evžen Kočenda, 2014. "The impact of macro news and central bank communication on emerging European forex markets," Post-Print hal-01385932, HAL.
- Balázs Égert & Evžen Kočenda, 2012. "The impact of macro news and central bank communication on emerging European forex markets," EconomiX Working Papers 2012-20, University of Paris Nanterre, EconomiX.
- Balazs Egert & Evžen Kocenda, 2013. "The Impact of Macro News and Central Bank Communication on Emerging European Forex Markets," CESifo Working Paper Series 4288, CESifo.
- Ngo Thai Hung, 2021. "Volatility Behaviour of the Foreign Exchange Rate and Transmission Among Central and Eastern European Countries: Evidence from the EGARCH Model," Global Business Review, International Management Institute, vol. 22(1), pages 36-56, February.
- Palwishah, Rana & Kashif, Muhammad & Rehman, Mobeen Ur & Al-Faryan, Mamdouh Abdulaziz Saleh, 2024. "Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 91(C).
- repec:cnb:ocpubv:rb06/2 is not listed on IDEAS
- Skorepa, Michal & Komarek, Lubos, 2015.
"Sources of asymmetric shocks: The exchange rate or other culprits?,"
Economic Systems, Elsevier, vol. 39(4), pages 654-674.
- Lubos Komarek & Michal Skorepa, 2013. "Sources of Asymmetric Shocks: The Exchange Rate or Other Culprits?," Working Papers 2013/12, Czech National Bank.
- Willie Lahari, 2011. "Exchange Rate Volatility and Choice of Anchor Currency - Prospects for a Melanesian Currency Union," Working Papers 1111, University of Otago, Department of Economics, revised Oct 2011.
- Jan Vejmělek, 2016. "Some stylised facts about the exchange rate behaviour of Central European currencies," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2016(2), pages 3-17.
- Maryam Hosseinzadeh & Saeed Daei-Karimzadeh, 2017. "Investigate the Effect of Exchange Rate Volatility on the Demand for Life Insurance in Iran," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 166-174.
- Vít Bubák & Filip Žikeš, 2009. "Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(4), pages 334-359, Oktober.
- Rachna Mahalwala, 2022. "Analysing exchange rate volatility in India using GARCH family models," SN Business & Economics, Springer, vol. 2(9), pages 1-16, September.
- Kocenda, Evzen & Poghosyan, Tigran, 2009.
"Macroeconomic sources of foreign exchange risk in new EU members,"
Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2164-2173, November.
- Tigran Poghosyan & Evzen Kocenda, 2007. "Macroeconomic Sources of Foreign Exchange Risk in New EU Members," William Davidson Institute Working Papers Series wp898, William Davidson Institute at the University of Michigan.
- Bogdan Andrei DUMITRESCU & Silvia Maria ROȘCA, 2015. "The exchange rate volatility in the Central and Eastern European Countries," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(603), S), pages 189-198, Summer.
- Grossmann, Axel & Orlov, Alexei G., 2012. "Exchange rate misalignments in frequency domain," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 185-199.