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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 -

Original Title: Analýza volatility devizových kurzů vybraných ekonomik-

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-





Author: Bednarik, Radek

Source: https://mpra.ub.uni-muenchen.de/15046/







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