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Foreign Exchange Market Volatility in Eu Accession Countries in the Run-Up to Euro Adoption

Foreign Exchange Market Volatility in Eu Accession Countries in the Run-Up to Euro Adoption »

Source: Foreign Exchange Market Volatility in Eu Accession Countries in the Run-Up to Euro Adoption : Weathering Uncharted Waters

Volume/Issue: 2004/16

Series: IMF Working Papers

Author(s): Istvan Szekely , and Ádám Kóbor

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2004

ISBN: 9781451843439

Keywords: Markov regime-switching model, EU accession countries, probability, exchange rate, correlations, foreign exchange, probabilities, Econometric and Statistical Methods: General, General Financial Markets: General (includes Measurement and Data), Slovakia,

The paper analyzes foreign exchange market volatility in four Central European EU accession countries in 2001-2003. By using a Markov regime-switching model, it identifies two regimes representing high- and low-vol...

European Union Enlargement and Equity Markets in Accession Countries

European Union Enlargement and Equity Markets in Accession Countries »

Source: European Union Enlargement and Equity Markets in Accession Countries

Volume/Issue: 2005/182

Series: IMF Working Papers

Author(s): Richard Podpiera , and Tomás Dvorák

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2005

ISBN: 9781451862010

Keywords: asset pricing, international financial integration, EU enlargement, accession countries, stock prices, world market, market integration, stock price, Financial Aspects of Economic Integration,

The announcement of the European Union enlargement coincided with a dramatic rise in stock prices in accession countries. This paper investigates the hypothesis that the rise in stock prices was a result of the rep...

Foreign Exchange Market Volatility in Eu Accession Countries in the Run-Up to Euro Adoption
			: Weathering Uncharted Waters

Foreign Exchange Market Volatility in Eu Accession Countries in the Run-Up to Euro Adoption : Weathering Uncharted Waters »

Volume/Issue: 2004/16

Series: IMF Working Papers

Author(s): Istvan Szekely , and Ádám Kóbor

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2004

DOI: http://dx.doi.org/10.5089/9781451843439.001

ISBN: 9781451843439

Keywords: Markov regime-switching model, EU accession countries, probability, exchange rate, correlations, foreign exchange, probabilities, Econometric and Statistical Methods: General, General Financial Markets: General (includes Measurement and Data), Slovakia,

The paper analyzes foreign exchange market volatility in four Central European EU accession countries in 2001-2003. By using a Markov regime-switching model, it identifies two regimes representing high- and low-vol...

European Union Enlargement and Equity Markets in Accession Countries

European Union Enlargement and Equity Markets in Accession Countries »

Volume/Issue: 2005/182

Series: IMF Working Papers

Author(s): Richard Podpiera , and Tomás Dvorák

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2005

DOI: http://dx.doi.org/10.5089/9781451862010.001

ISBN: 9781451862010

Keywords: asset pricing, international financial integration, EU enlargement, accession countries, stock prices, world market, market integration, stock price, Financial Aspects of Economic Integration,

The announcement of the European Union enlargement coincided with a dramatic rise in stock prices in accession countries. This paper investigates the hypothesis that the rise in stock prices was a result of the rep...