volatility. US Dolar and Euro Returns of Turkish Lira between 04.01.1999 and 24.09.2008 are modelled in the study. Econometric … properties, and increasing effects of Central Bank's interventions over currency volatility. According to model's findings …

English Abstract: Volatility index, firstly introduced by Chicago Board Options Exchange in 1993 and named as VIX … markets in future, it has become an important and followed indicator around the world. Volatility indexes, basically based on … concept of implied volatility, have been started to create to use in the financial markets since mid-1970s. After introducing …