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Volatility transmission in emerging European foreign exchange markets

Bubák, Vít; Kočenda, Evžen; Zikes, Filip - 2010

This paper studies the dynamics of volatility transmission between Central European currencies and euro/dollar foreign … significant spillovers running from euro/dollar to the Central European foreign exchange markets. To measure the overall magnitude …

Persistent link: https://www.econbiz.de/10003969723

Dirty floating and monetary independence in Central and Eastern Europe : the role of structural breaks

Windberger, Thomas; Crespo Cuaresma, Jesús; Walde, … - 2012

Persistent link: https://www.econbiz.de/10009724359

The Asian and the Russian financial crises: propagation effects and policy responses in Central Europe's transition economies

Orłowski, Lucjan T. - 1999

Persistent link: https://www.econbiz.de/10001410856

Dirty floating and monetary independence in Central and Eastern Europe : the role of structural breaks

Windberger, Thomas; Crespo Cuaresma, Jesús; Walde, … - 2012

Obtaining reliable estimates of the volatility of interest rates and exchange rates is a necessary condition to evaluate issues related to monetary independence and fear of floating. In this paper we use methods which explicitly account for structural breaks in the volatility dynamics in order...

Persistent link: https://www.econbiz.de/10009742605

China's evolving managed float : an exploration of the roles of the fix and broad dollar movements in explaining daily exchange rate changes

Clark, John - 2017

We investigate the drivers of daily changes in the exchange value of the Chinese currency (CNY) since early 2016, when a new regime was introduced for setting the fix - the midpoint of the CNY's daily trading range against the U.S. dollar. Daily changes in the fix, which is announced just prior...

Persistent link: https://www.econbiz.de/10011754330