Central bank communication and exchange rate volatility : a GARCH analysis
Year of publication: |
2010
|
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Authors: | Fišer, Radovan ; Horváth, Roman |
Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, ISSN 1752-0843, ZDB-ID 2425758-8. - Vol. 3.2010, 1, p. 25-31
|
Subject: | Geldpolitik | Monetary policy | Zentralbank | Central bank | Kommunikation | Communication | Wechselkurs | Exchange rate | Volatilität | Volatility | Zinsstruktur | Yield curve | ARCH-Modell | ARCH model | Tschechien | Czech Republic | 2005-2007 |
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