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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
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Macroeconomic volatility under alternative exchange rate regimes in Turkey
Kasman, Saadet; Ayhan, Duygu - In: Central Bank review / The Central Bank of the Republic … 6 (2006) 2, pp. 37-58
Persistent link: https://www.econbiz.de/10003507050
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Deviations from daily uncovered interest rate parity and the role of intervention
Baillie, Richard; Osterberg, William P. - In: Journal of international financial markets, … 10 (2000) 3/4, pp. 363-379
Persistent link: https://www.econbiz.de/10001532763
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Is there room for foreign exchange interventions under an inflation targeting framework? : Evidence from Mexico and Turkey
Domaç, Ilker - 2004
Persistent link: https://www.econbiz.de/10010523046
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Foreign exchange interventions in Croatia and Turkey : should we give a damn?
Égert, Balázs (contributor); Lang, Maroje (contributor) - 2005
Persistent link: https://www.econbiz.de/10002993755
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Is there room for foreign exchange interventions under an inflation targeting framework? : Evidence from Mexico and Turkey
Domaç, İlker; Mendoza, Alfonso - 2004
Persistent link: https://www.econbiz.de/10002094759
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Is There Room for Foreign Exchange Interventions Under an Inflation Targeting Framework? Evidence from Mexico and Turkey
Domac, Ilker - 2016
any impact on the volatility of the exchange rate in Mexico and Turkey since the adoption of the floating regime. To this …
Persistent link: https://www.econbiz.de/10012749510
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Is There Room for Foreign Exchange Interventions Under an Inflation Targeting Framework? Evidence from Mexico and Turkey
Doma??, Ilker; Mendoza, Alfonso - 2013
impact on the volatility of the exchange rate in Mexico and Turkey since the adoption of the floating regime. To this end …
Persistent link: https://www.econbiz.de/10012559725
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Modelling volatility during the current financial crisis : an empirical analysis of the US and the UK stock markets
Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International journal of trade and global markets 5 (2012) 3/4, pp. 171-194
Persistent link: https://www.econbiz.de/10009722142
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Nonparametric regression on latent covariates with an application to semiparametric GARCH-in-Mean models
Conrad, Christian; Mammen, Enno - 2008
We consider time series models in which the conditional mean of the response variable given the past depends on latent covariates. We assume that the covariates can be estimated consistently and use an iterative nonparametric kernel smoothing procedure for estimating the conditional mean...
Persistent link: https://www.econbiz.de/10003747376