MODELING EXCHANGE RATE VOLATILITY IN CEEC COUNTRIES: IMPACT OF GLOBAL FINANCIAL AND EUROPEAN SOVEREIGN DEBT CRISIS

Modeling exchange rate volatility in CEEC countries: Impact of global financial and European sovereign debt crisis

The aim of this study is to envisage the impact of global financial (GFC) and European sovereign debt crisis (ESDC) on foreign exchange markets of emerg- ing countries in Coats Central and Eastern Europe CEEC countries (Czech Republic, Hungary, Romania, poland and Serbia).The daily returns of exchange rates on Czech Republic koruna (CZK), Hungarian

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