Stavárek, Daniel - In: The AMFITEATRU ECONOMIC journal 11 (2009) 25, pp. 159-180
This paper assesses the exchange rate convergence in selected euro-candidate countries using an alternative approach to … official exchange rate stability convergence criterion. We apply various versions of correlation analysis on daily returns and … implied GARCH volatility of nominal exchange rates of the euro, Czech koruna, Hungarian forint, Polish zloty, Romanian leu …