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100   $a20020129d2006      uf             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aCommon Volatility Trends in the Central and Eastern European Currencies and the Euro /$fMarcus Pramor, Natalia Tamirisa
210  1$aWashington, D.C. :$cInternational Monetary Fund,$d2006.
215   $a1 online resource (31 p.)
225 1 $aIMF Working Papers
300   $a"September 2006."
311   $a1-4518-6466-3 
320   $aIncludes bibliographical references.
327   $a""Contents""; ""I. INTRODUCTION""; ""II. METHODOLOGY AND DATA""; ""III. VOLATILITY DYNAMICS IN CENTRAL AND EASTERN EUROPEAN CURRENCY MARKETS""; ""IV. CONCLUSIONS""; ""References""
330 3 $aHow much convergence has been achieved between Central and Eastern European (CEE) economies and the eurozone? We explore this question by comparing long-run volatility trends in CEE currencies and the euro. We find that these trends are closely correlated, pointing to convergence in the economic and financial structures of these economies. Nonetheless, the degree of commonality remains weaker than what had been found for major European currencies before the introduction of the euro. Spillovers of volatility across regional markets appear to have diminished over time, with the exception of the Hungarian forint, which remains a source of volatility shocks to regional currencies.
410  0$aIMF Working Papers; Working Paper ;$vNo. 2006/206
606   $aForeign exchange rates$xEconometric models$zEurope
606   $aMonetary policy$zEurope
606   $aExports and Imports$2imf
606   $aFinance: General$2imf
606   $aForeign Exchange$2imf
606   $aMacroeconomics$2imf
606   $aMoney and Monetary Policy$2imf
606   $aFinancial Aspects of Economic Integration$2imf
606   $aMonetary Systems$2imf
606   $aStandards$2imf
606   $aRegimes$2imf
606   $aGovernment and the Monetary System$2imf
606   $aPayment Systems$2imf
606   $aInternational Financial Markets$2imf
606   $aExternalities$2imf
606   $aMonetary economics$2imf
606   $aCurrency$2imf
606   $aForeign exchange$2imf
606   $aFinance$2imf
606   $aInternational economics$2imf
606   $aCurrencies$2imf
606   $aExchange rates$2imf
606   $aCurrency markets$2imf
606   $aSpillovers$2imf
606   $aMonetary unions$2imf
606   $aMoney$2imf
606   $aFinancial markets$2imf
606   $aFinancial sector policy and analysis$2imf
606   $aEconomic integration$2imf
606   $aForeign exchange market$2imf
606   $aInternational finance$2imf
607   $aCzech Republic$2imf
615  0$aForeign exchange rates$xEconometric models
615  0$aMonetary policy
615  7$aExports and Imports
615  7$aFinance: General
615  7$aForeign Exchange
615  7$aMacroeconomics
615  7$aMoney and Monetary Policy
615  7$aFinancial Aspects of Economic Integration
615  7$aMonetary Systems
615  7$aStandards
615  7$aRegimes
615  7$aGovernment and the Monetary System
615  7$aPayment Systems
615  7$aInternational Financial Markets
615  7$aExternalities
615  7$aMonetary economics
615  7$aCurrency
615  7$aForeign exchange
615  7$aFinance
615  7$aInternational economics
615  7$aCurrencies
615  7$aExchange rates
615  7$aCurrency markets
615  7$aSpillovers
615  7$aMonetary unions
615  7$aMoney
615  7$aFinancial markets
615  7$aFinancial sector policy and analysis
615  7$aEconomic integration
615  7$aForeign exchange market
615  7$aInternational finance
700   $aPramor$b Marcus$01574006
701   $aTamirisa$b Natalia$01098414
801  0$bDcWaIMF
906   $aBOOK
912   $a9910788402503321
996   $aCommon Volatility Trends in the Central and Eastern European Currencies and the Euro$93849996
997   $aUNINA