Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting

Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming

Caskurlu, Tolga, (2008)

Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming

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Modeling the volatility in the Central Bank reserves

Salman, Ferhan, (1999)