Analýza volatility devizových kurzů vybraných ekonomik

Bednarik, Radek (2008): Analýza volatility devizových kurzů vybraných ekonomik.

Abstract

This paper is focused on the historical development of selected exchange rates' volatility, that is: AUD, CAD, DEM, DKK, EUR, FRF, GBP, JPY, SEK and CHF against USD. The paper aims to show that relatively large increment of exchange markets' volatility is nothing special in the historical context considering the lenght and the extent.

• Item Type: MPRA Paper
• English Title: The Analysis of Volatility of Selected Countries' Exchange Rates
• Language: Czech
• Keywords: exchange, rate, volatility, ARCH, GARCH
• Subjects: F - International Economics > F3 - International Finance > F31 - Foreign Exchange

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