Publikace na Fakulta sociálních věd, Matematicko-fyzikální fakulta, Centrum pro ekonomický výzkum a doktorské studium |
2007
Abstrakt
The article analyzes key factors contributing to euro exchange rate volatility in the new EU members - the openness of an economy, the "news" factor, and the exchange rate regime. The TARCH model is employed to model the volatility of exchange rates.