Exchange rate stability was defined as one of the prerequisites for monetary integration in Europe. In this paper, we … analyze recent developments in the volatility of exchange rates of the Central European countries (the Visegrad Group) and a … exchange rate volatility: squared returns parametric model and GARCH. Both methods provide identical results for the currencies …

Exchange rate stability was defined as one of the prerequisites for monetary integration in Europe. In this paper, we … analyze recent developments in the volatility of exchange rates of the Central European countries (the Visegrad Group) and a … exchange rate volatility: squared returns parametric model and GARCH. Both methods provide identical results for the currencies …

sample of four transition economies and finds that exchange rates tend to return faster to their Hodrick … central banks should not be overly concerned with short-run volatility of their national exchange rates, given the self …

In this paper, we challenge the traditional assumption of a linear relationship between exchange rate volatility and … economic growth in South Africa. By using data collected from 1970 to 2016 applied to a smooth transition regression (STR … volatility positively and significantly influences economic growth when growth in government spending is below 6 percent. Above …

In this paper, we challenge the traditional assumption of a linear relationship between exchange rate volatility and … economic growth in South Africa. By using data collected from 1970 to 2016 applied to a smooth transition regression (STR … volatility positively and significantly influences economic growth when growth in government spending is below 6 percent. Above …