-regional volatility spillovers among the Central European foreign exchange markets. With the exception of the Czech currency, we find no … spillover index, and show that volatility spillovers tend to increase in periods characterized by market uncertainty. …This paper studies the dynamics of volatility transmission between Central European currencies and euro/dollar foreign …

-regional volatility spillovers among the Central European foreign exchange markets. With the exception of the Czech currency, we find no … spillover index, and show that volatility spillovers tend to increase in periods characterized by market uncertainty. …This paper studies the dynamics of volatility transmission between Central European currencies and euro/dollar foreign …

significant intra-regional volatility spillovers among the CE foreign exchange markets. With the exception of the Czech and, prior … construct a dynamic version of the Diebold Yilmaz volatility spillover index and show that volatility spillovers tend to …This paper studies the dynamics of volatility transmission between Central European (CE) currencies and the EUR …

general shape of the implied volatility function of the corresponding currency pair. Overall, we conclude that there is a …

This study investigates the impact of domestic and foreign currency-valued exchange rate volatility on the export and … least-squares dummy variable technique with fixed-effects estimation to measure the volatility impact on both demand … functions. The study evaluates a series of exchange rates from 1970:01 to 2009:12 to compare the long-run impact of volatility …