Showing 1 - 10 of 72
Persistent link: https://www.econbiz.de/10002909594
Persistent link: https://www.econbiz.de/10002141577
Persistent link: https://www.econbiz.de/10002909575
In this paper historical performance of eleven approaches for estimation of one-day 95% value-at-risk is evaluated …-covariance method for VaR estimation were investigated. Performance of all approaches was evaluated using seven performance criteria …
Persistent link: https://www.econbiz.de/10005036597
by the Czech Statistical Office. An iterated extended Kalman filter is employed as an estimation method. The results …
Persistent link: https://www.econbiz.de/10008495652
Úspìch cílování inflace spoèívá v systematické reakci mìnové politiky na významnìjší poruchy. K zajištìní systémového chování musí být monetární politika explicitnì založena na støednìdobém makroekonomickém rámci s dopøedu hledícím transmisním mechanizmem....
Persistent link: https://www.econbiz.de/10008495819
Slovak Republic entered the ERM II in the end of 2005 whereby it came nearer to its strategic objective - joining the euro area. In this paper we try to answer two questions. Section 1 examines the features and risks of the EMU. Is EMU an optimum currency area and what is the OCA scorecard of...
Persistent link: https://www.econbiz.de/10008754964
V čase, keď sa globálna ekonomika ocitá v problémoch s klesajúcim ekonomickým rastom a rastúcou infláciou, pokračuje ďalšie rozširovanie členskej základne eurozóny. Globálna nerovnováha sa prejavuje aj na európskom finančnom trhu. Euro sa zhodnocuje oproti americkému...
Persistent link: https://www.econbiz.de/10008683373
Persistent link: https://www.econbiz.de/10000851565
Persistent link: https://www.econbiz.de/10003468149