LEADER 02753nam  2200601Ia 450 
001 9910822023503321
005 20200520144314.0
010   $a1-4623-3970-0
010   $a1-4519-8430-8
010   $a1-283-51745-0
010   $a1-4519-9401-X
010   $a9786613829900
035   $a(CKB)3360000000443916
035   $a(EBL)3014531
035   $a(SSID)ssj0000940092
035   $a(PQKBManifestationID)11600621
035   $a(PQKBTitleCode)TC0000940092
035   $a(PQKBWorkID)10946572
035   $a(PQKB)11767677
035   $a(OCoLC)694141235
035   $a(IMF)WPIEE2006206
035   $a(MiAaPQ)EBC3014531
035   $a(EXLCZ)993360000000443916
100   $a20060622d2006      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 /$fprepared by Marcus Pramor and Natalia T. Tamirisa
205   $a1st ed.
210   $a[Washington, D.C.] $cInternational Monetary Fund, Research Dept.$dc2006
215   $a1 online resource (31 p.)
225 1 $aIMF working paper ;$vWP/06/206
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 paper ;$vWP/06/206.
606   $aForeign exchange rates$xEconometric models$zEurope
606   $aMonetary policy$zEurope
615  0$aForeign exchange rates$xEconometric models
615  0$aMonetary policy
700   $aPramor$b Marcus$01689925
701   $aTamirisa$b Natalia T$01098414
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910822023503321
996   $aCommon Volatility Trends in the Central and Eastern European Currencies and the Euro$94065316
997   $aUNINA