Can Central Bank interventions affect the exchange rate volatility? Multivariate GARCH approach using contrained nonlinear programming
Tolga C̜as̜kurlu; Mustafa C̜. Pinar; Aslıhan Sali̇h; Ferhan Salman
| Year of publication: |
2008
|
|---|---|
| Authors: | C̜as̜kurlu, Tolga ; Pinar, Mustafa C̜. ; Altay-Salih, Aslihan ; Salman, Ferhan |
| Publisher: |
[Ankara] |
| Subject: | Geldpolitik | Monetary policy | Wechselkurspolitik | Exchange rate policy | Wechselkurs | Exchange rate | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Schätzung | Estimation | Türkei | Turkey |
| Extent: | Online-Ressource (16 S.) graph. Darst. |
|---|---|
| Series: | Working papers / Central Bank of the Republic of Turkey, Research and Monetary Policy Department. - Ankara, ZDB-ID 2389209-2. - Vol. 08/06 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003753477