Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10009499896
Persistent link: https://www.econbiz.de/10010358980
In this paper, we provide evidence on the nature and the relative importance of domestic and foreign shocks in Slovak economy based on block-restriction vector autoregression model in 1999-2007. We document well-functioning monetary transmission mechanism in Slovakia. Subject to various...
Persistent link: https://www.econbiz.de/10012722441
We examine the effects of the Czech National Bank communication, macroeconomic news and interest rate differential on exchange rate volatility using generalized autoregressive conditional heteroscedasticity model. Our results suggest that central bank communication has a calming effect on...
Persistent link: https://www.econbiz.de/10014202650
Persistent link: https://www.econbiz.de/10012596156
Persistent link: https://www.econbiz.de/10011959775