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Exchange rate volatility and regime change: A Visegrad comparison · Study

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ArticleExchange rate volatility and regime change: A Visegrad comparison

Evžen Kočenda A2006

Article2006

Exchange rate volatility and regime change: A Visegrad comparison

Evžen Kočenda A · Juraj Valachy

98 citations·0/0 files stored·Journal of Comparative Economics

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Global Financial Crisis and Policies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2001The Distribution of Realized Exchange Rate Volatility 1986Generalized autoregressive conditional heteroscedasticity 2000Open-Economy Inflation Targeting 1998Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies

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2021Geopolitical risks and historical exchange rate volatility of the BRICS 2010Technological Imitation and Innovation in New European Union Markets 2007Volatility of exchange rates in selected new EU members: Evidence from daily data 2007Determinants of Exchange-Rate Volatility: The Case of the New EU Members 2017Multinationals and the impact of corruption on financial derivatives use and firm value: Evidence from East Asia

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Year2006

Typearticle

Published2006-09-08

VenueJournal of Comparative Economics

ISSN-L0147-5967

Languageen

Citations98

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/j.jce.2006.07.003

openalex_workW2007249730

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2010What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries

2008Are devaluations contractionary in emerging economies of Eastern Europe?

2009Macroeconomic sources of foreign exchange risk in new EU members