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Beating the random walk in Central and Eastern Europe by survey forecasts

Naszodi, Anna - 2011

This paper investigates the forecasting ability of survey data on exchange rate expectations with multiple forecast horizons. The survey forecasts are on the exchange rates of five Central and Eastern European currencies: Czech Koruna, Hungarian Forint, Polish Zloty, Romanian Leu and Slovakian...

Persistent link: https://www.econbiz.de/10009157616

Monetary convergence and risk premiums in the EU candidate countries

Orłowski, Lucjan T. - 2002

. Recent trends in these risk premiums in Hungary, the Czech Republic and Poland are tested by using the GARCH (1 …

Persistent link: https://www.econbiz.de/10010519049

Monetary convergence of the EU candidates to the Euro : a theoretical framework and policy implications

Orłowski, Lucjan T. - 2001 - This version: September 2001

in this study. The empirical testing is conducted for Poland, the Czech Republic and Hungary. The analysis recommends …

Persistent link: https://www.econbiz.de/10010519057

Exchange rate pass-through and real exchange rate in EU candidate countries

Darvas, Zsolt M. - 2001

This paper studies a particular aspect of the choice of exchange rate regime by EU candidate countries in the run-up to membership of European Economic and Monetary Union (EMU). The fact that these countries have adopted various exchange rate systems reflects a divergence of opinion on the...

Persistent link: https://www.econbiz.de/10011419367

The international integration of money markets in the central and east European accession countries : deviations from covered interest parity, capital controls and inefficiencies i...

Herrmann, Sabine; Jochem, Axel - 2003

Based on the concept of covered interest parity it is shown that the money markets in Poland, the Czech Republic …, Hungary, and the Slovak Republic meanwhile display a high degree of international integration with the euro area. Integration …Basierend auf dem Konzept der gedeckten Zinsparität wird gezeigt, dass die Geldmärkte in Polen, der Tschechischen …