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

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