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Czech Koruna and Polish Zloty

Czech Koruna and Polish Zloty »

Source: Czech Koruna and Polish Zloty : Spot and Currency Option Volatility Patterns

Volume/Issue: 2001/120

Series: IMF Working Papers

Author(s): Armando Méndez Morales

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

ISBN: 9781451854275

Keywords: exchange rate, volatility, exchange rate volatility, bonds, bond, Financial Aspects of Economic Integration,

Exchange rate flexibility has facilitated an impressively fast insertion of the Czech koruna and the Polish zloty into the global currency market. However, exchange rate volatility patterns differ: Lower volatility...

Common Volatility Trends in the Central and Eastern European Currencies and the Euro

Common Volatility Trends in the Central and Eastern European Currencies and the Euro »

Source: Common Volatility Trends in the Central and Eastern European Currencies and the Euro

Volume/Issue: 2006/206

Series: IMF Working Papers

Author(s): Marcus Pramor , and Natalia Tamirisa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2006

ISBN: 9781451864663

Keywords: exchange rate, volatility, GARCH, convergence, Central Europe, currency markets, correlations, equation, Financial Aspects of Economic Integration,

How much convergence has been achieved between Central and Eastern European (CEE) economies and the eurozone? We explore this question by comparing long-run volatility trends in CEE currencies and the euro. We find...

Czech Koruna and Polish Zloty
			: Spot and Currency Option Volatility Patterns

Czech Koruna and Polish Zloty : Spot and Currency Option Volatility Patterns »

Volume/Issue: 2001/120

Series: IMF Working Papers

Author(s): Armando Méndez Morales

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

DOI: http://dx.doi.org/10.5089/9781451854275.001

ISBN: 9781451854275

Keywords: exchange rate, volatility, exchange rate volatility, bonds, bond, Financial Aspects of Economic Integration,

Exchange rate flexibility has facilitated an impressively fast insertion of the Czech koruna and the Polish zloty into the global currency market. However, exchange rate volatility patterns differ: Lower volatility...

Common Volatility Trends in the Central and Eastern European Currencies and the Euro

Common Volatility Trends in the Central and Eastern European Currencies and the Euro »

Volume/Issue: 2006/206

Series: IMF Working Papers

Author(s): Marcus Pramor , and Natalia Tamirisa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2006

DOI: http://dx.doi.org/10.5089/9781451864663.001

ISBN: 9781451864663

Keywords: exchange rate, volatility, GARCH, convergence, Central Europe, currency markets, correlations, equation, Financial Aspects of Economic Integration,

How much convergence has been achieved between Central and Eastern European (CEE) economies and the eurozone? We explore this question by comparing long-run volatility trends in CEE currencies and the euro. We find...