Volatility Regimes in Central and Eastern European Countries' Exchange Rates
Year of publication: |
2006-04
|
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Authors: | Frömmel, Michael |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover |
Subject: | CEEC | exchange rate volatility | regime switching GARCH | Markov switching model | transition economies |
Extent: | application/pdf |
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Series: | Hannover Economic Papers (HEP). - ISSN 0949-9962. |
Type of publication: | Book / Working Paper |
Notes: | 33 pages |
Classification: | E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System ; F31 - Foreign Exchange ; F36 - Financial Aspects of Economic Integration |
Source: |
-
Volatility Regimes in Central and Eastern European Countries? Exchange Rates
Frömmel, Michael, (2006)
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Volatility Regimes in Central and Eastern European Countries’ Exchange Rates
FRÖMMEL, M., (2007)
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Volatility Regimes in Central and Eastern European Countries’ Exchange Rates
Frömmel, Michael, (2010)
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Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach
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Monetary Policy Rules in Central and Eastern Europe
Frömmel, Michael, (2006)
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