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Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming
Caskurlu, Tolga; Pinar, Mustafa C.; Salih, Aslihan; … - Türkiye Cumhuriyet Merkez Bankası - 2008
This study examines the impact of foreign currency market interventions of the Central Bank of Turkey (CBT) in a multivariate GARCH framework. CBT has switched to the floating exchange rate regime since 2001 crisis and announced that the interventions in the foreign exchange markets are aimed at...
Persistent link: https://www.econbiz.de/10005504817
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Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting
Salman, Ferhan; Salih, Aslihan - Türkiye Cumhuriyet Merkez Bankası - 1999
Persistent link: https://www.econbiz.de/10005667270
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Modeling the volatility in the Central Bank reserves
Salman, Ferhan; Altay-Salih, Aslihan - 1999
Persistent link: https://www.econbiz.de/10001399832
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Can Central Bank interventions affect the exchange rate volatility? Multivariate GARCH approach using contrained nonlinear programming
C̜as̜kurlu, Tolga; Pinar, Mustafa C̜.; Altay-Salih, … - 2008
Persistent link: https://www.econbiz.de/10003753477