Common volatility trends in the Central and Eastern European currencies and the Euro / prepared by Marcus Pramor and Natalia T. Tamirisa.

How much convergence has been achieved between Central and Eastern European (CEE) economies and the eurozone? We explore this question by comparing long-run volatility trends in CEE currencies and the euro. We find that these trends are closely correlated, pointing to convergence in the economic and...

Full description

Saved in:
Bibliographic Details
Main Authors: Pramor, Marcus (Author), Tamirisa, Natalia T. (Author)
Format: eBook
Language:English
Published: [Washington, D.C.] : International Monetary Fund, Research Dept., ©2006.
Series:IMF working paper ; WP/06/206.
Subjects:
Online Access:Click for online access

MARC

LEADER 00000cam a2200000 a 4500
001 ocn694141235
003 OCoLC
005 20240909213021.0
006 m o d
007 cr cn|||||||||
008 060622s2006 dcu ob i000 0 eng d
040 |a E7B  |b eng  |e pn  |c E7B  |d OCLCQ  |d CBT  |d OCLCQ  |d OCLCF  |d OCLCO  |d OCLCE  |d IDEBK  |d CEF  |d OCLCO  |d EBLCP  |d DEBSZ  |d OCLCO  |d OCLCQ  |d OCLCO  |d OCLCQ  |d CUS  |d OCLCO  |d AZK  |d MERUC  |d COCUF  |d MOR  |d PIFAG  |d ZCU  |d OCLCQ  |d U3W  |d STF  |d WRM  |d ICG  |d CUS  |d NRAMU  |d VT2  |d AU@  |d OCLCQ  |d DKC  |d OCLCQ  |d UWO  |d WYU  |d U3G  |d HS0  |d ADU  |d OCLCQ  |d UKCRE  |d BOL  |d VLY  |d OCLCQ  |d OCLCO  |d OCLCQ  |d OCLCO  |d OCLCL  |d REDDC  |d ESU  |d OCLCQ 
019 |a 647695743  |a 764537216  |a 805508374  |a 817801028  |a 961538551  |a 962606751  |a 966254758  |a 975243717  |a 988407281  |a 992035270  |a 1018053822  |a 1037920858  |a 1038634786  |a 1041914649  |a 1044568626  |a 1045535339  |a 1060910356  |a 1065718399  |a 1067185638  |a 1074340389  |a 1080164651  |a 1113114899  |a 1114473514  |a 1119040333  |a 1153458392  |a 1162596762  |a 1202554660  |a 1228621921  |a 1257338404  |a 1290070655 
020 |a 1283517450 
020 |a 9781283517454 
020 |a 9781451994018 
020 |a 145199401X 
020 |a 1462339700 
020 |a 9781462339709 
020 |a 1451984308 
020 |a 9781451984309 
020 |a 9786613829900 
020 |a 6613829900 
024 8 |a 10.5089/9781451994018.001 
035 |a (OCoLC)694141235  |z (OCoLC)647695743  |z (OCoLC)764537216  |z (OCoLC)805508374  |z (OCoLC)817801028  |z (OCoLC)961538551  |z (OCoLC)962606751  |z (OCoLC)966254758  |z (OCoLC)975243717  |z (OCoLC)988407281  |z (OCoLC)992035270  |z (OCoLC)1018053822  |z (OCoLC)1037920858  |z (OCoLC)1038634786  |z (OCoLC)1041914649  |z (OCoLC)1044568626  |z (OCoLC)1045535339  |z (OCoLC)1060910356  |z (OCoLC)1065718399  |z (OCoLC)1067185638  |z (OCoLC)1074340389  |z (OCoLC)1080164651  |z (OCoLC)1113114899  |z (OCoLC)1114473514  |z (OCoLC)1119040333  |z (OCoLC)1153458392  |z (OCoLC)1162596762  |z (OCoLC)1202554660  |z (OCoLC)1228621921  |z (OCoLC)1257338404  |z (OCoLC)1290070655 
037 |b 00013468 
042 |a dlr 
043 |a e------ 
050 4 |a HG3942  |b .P73 2006eb 
049 |a HCDD 
100 1 |a Pramor, Marcus,  |e author. 
245 1 0 |a Common volatility trends in the Central and Eastern European currencies and the Euro /  |c prepared by Marcus Pramor and Natalia T. Tamirisa. 
260 |a [Washington, D.C.] :  |b International Monetary Fund, Research Dept.,  |c ©2006. 
300 |a 1 online resource (23 pages) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
340 |g polychrome.  |2 rdacc  |0 http://rdaregistry.info/termList/RDAColourContent/1003 
347 |a data file 
490 1 |a IMF working paper,  |x 2227-8885 ;  |v WP/06/206 
504 |a Includes bibliographical references. 
588 0 |a Print version record. 
506 |3 Use copy  |f Restrictions unspecified  |2 star  |5 MiAaHDL 
520 |a How much convergence has been achieved between Central and Eastern European (CEE) economies and the eurozone? We explore this question by comparing long-run volatility trends in CEE currencies and the euro. We find that these trends are closely correlated, pointing to convergence in the economic and financial structures of these economies. Nonetheless, the degree of commonality remains weaker than what had been found for major European currencies before the introduction of the euro. Spillovers of volatility across regional markets appear to have diminished over time, with the exception of the Hungarian forint, which remains a source of volatility shocks to regional currencies. 
533 |a Electronic reproduction.  |b [Place of publication not identified] :  |c HathiTrust Digital Library,  |d 2010.  |5 MiAaHDL 
538 |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.  |u http://purl.oclc.org/DLF/benchrepro0212  |5 MiAaHDL 
583 1 |a digitized  |c 2010  |h HathiTrust Digital Library  |l committed to preserve  |2 pda  |5 MiAaHDL 
505 0 |a Contents -- I. INTRODUCTION -- II. METHODOLOGY AND DATA -- III. VOLATILITY DYNAMICS IN CENTRAL AND EASTERN EUROPEAN CURRENCY MARKETS -- IV. CONCLUSIONS -- References 
546 |a English. 
650 0 |a Foreign exchange rates  |z Europe  |x Econometric models. 
650 0 |a Monetary policy  |z Europe. 
650 7 |a Foreign exchange rates  |x Econometric models  |2 fast 
650 7 |a Monetary policy  |2 fast 
651 7 |a Europe  |2 fast  |1 https://id.oclc.org/worldcat/entity/E39PBJxCxPbbk4CPJDQJb4r6rq 
700 1 |a Tamirisa, Natalia T.,  |e author. 
776 0 8 |i Print version:  |a Pramor, Marcus.  |t Common volatility trends in the Central and Eastern European currencies and the Euro.  |d [Washington, D.C.] : International Monetary Fund, Research Dept., ©2006  |w (OCoLC)170823961 
830 0 |a IMF working paper ;  |v WP/06/206. 
856 4 0 |u https://ebookcentral.proquest.com/lib/holycrosscollege-ebooks/detail.action?docID=3014531  |y Click for online access 
903 |a EBC-AC 
994 |a 92  |b HCD