Hidden Bibliographic Details
Other authors / contributors: | Tamirisa, Natalia T., author.
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ISBN: | 1283517450 9781283517454 9781451994018 145199401X 1462339700 9781462339709 1451984308 9781451984309 9786613829900 6613829900
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Digital file characteristics: | data file
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Notes: | Includes bibliographical references. Restrictions unspecified Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010. Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 English. digitized 2010 HathiTrust Digital Library committed to preserve Print version record.
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Summary: | How 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.
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Other form: | Print version: Pramor, Marcus. Common volatility trends in the Central and Eastern European currencies and the Euro. [Washington, D.C.] : International Monetary Fund, Research Dept., ©2006
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Standard no.: | 10.5089/9781451994018.001
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