The most common and most likely answer to this crossword clue is the 6 letter word SKOPJE
I've seen this crossword clue in The Guardian
S
K
O
P
J
E
More clues leading to the result SKOPJE
- English magistrate approves returning capital
- . Record endorsements involving Judge back in Balkan capital
- Capital generated from second football stand at outskirts of Jacksonville
- Funny jokes about parking in capital
- Bad jokes about parking in the capital
- Capital quiet, after endless cheers on Japanese borders
- Alsatian I found on sun terrace somewhere in the Balkans
- Silly jokes about parking in capital city
- Daft jokes about parking in capital
- Silly Jack drops account with counterfeit peso for capital
Buddy explains!

The straight part
We know that "Capital" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case capital = skopje.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.