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Reserve Options Mechanism and FX Volatility · Study

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PreprintReserve Options Mechanism and FX Volatility

Arif Oduncu2013

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Preprintgreen2013

Reserve Options Mechanism and FX Volatility

Arif Oduncu · Yasin Akçelik · Ergun Ermi̇şoğlu

19 citations·0/0 files stored·SSRN Electronic Journal

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Global Financial Crisis and Policies Monetary Policy and Economic Impact Banking stability, regulation, efficiency

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?2009The fundamental principles of financial regulation 1998Central bank intervention and exchange rate volatility 2001A Forecast Comparison of Volatility Models: Does Anything Beat a Garch(1,1)?2007The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna 2011Central Banking Post-Crisis: What Compass for Uncharted Waters?

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2013The Effect of CBRT's New Policy Mix on the Volatility of Credit Growth

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Details

Year2013

Typepreprint

Published2013-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations19

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.2139/ssrn.2230354

openalex_workW1565632538

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