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Publications → Financial Markets → Monetary and Credit Policy

Credibility of Exchange Rate Policies in Selected EU New Members: Evidence from High Frequency Data

The paper examines the daily exchange rate dynamics in selected EU new member states (Czech Republic, Poland, Romania, and Slovakia) using GARCH and TARCH models between 1999 and 2004.

Link http://ies.fsv.cuni.cz/st…758_wp2006_28_horvath.pdf
Author Fidrmuc, Z., Horvth, R.
Date 2006
Institute Institute of Economic Studies
Tags exchange, EU, rate, policy
← Two (Further) Possible Explanations of the Secured Debt Puzzle:
↑ Monetary and Credit Policy
→ The Comparison of Credit Subsidies and Guarantees in Transition and Post-Transition Economies

See also

  1. Would Fast Sailing towards the Euro Be Smooth What Fundamental Real Exchange Rates Tells Us about Acceding Economies.
  2. Panel Estimations of PPP and Relative Price Models for CEECs: Lessons for Real Exchange Rate Modelling.
  3. Poland's Accession to EMU – Choosing the Exchange Rate Parity
  4. Choosing the regime of currency exchange in Kyrgyzstan; official dollarization
  5. Financial Sector Development in the Future EU Member States and Russia

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