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Reserve Options Mechanism and FX Volatility
16 references·1 citing·45 second hop
Reserve Options Mechanism and FX Volatility (2013)Reserve Options Mechanism and FX Volatili…Reserve Requirements for Price and Financial Stability - When are They Effective? (2012)Reserve Requirements for Pric…Central Banking Post-Crisis: What Compass for Uncharted Waters? (2011)Central Banking Post-Crisis: …The fundamental principles of financial regulation (2009)The fundamental principles of…The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna (2007)The effectiveness of foreign …The Effectiveness of Foreign Exchange Intervention in Emerging Market Countries: Evidence from the Czech Koruna (2007)The Effectiveness of Foreign …A forecast comparison of volatility models: does anything beat a GARCH(1,1)? 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References

  • 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?1,878 cited
  • 2009The fundamental principles of financial regulation1,116 cited
  • 1998Central bank intervention and exchange rate volatility441 cited
  • 2001A Forecast Comparison of Volatility Models: Does Anything Beat a Garch(1,1)?297 cited
  • 2007The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna162 cited
  • 2012Reserve Requirements for Price and Financial Stability - When are They Effective?127 cited
  • 2011Central Banking Post-Crisis: What Compass for Uncharted Waters?127 cited
  • 1999On the use of reserve requirements in dealing with capital flow problems120 cited
  • 2004The Empirics of Foreign Exchange Intervention in Emerging Market Countries: The Cases of Mexico and Turkey103 cited
  • 1996The role of futures trading activity in exchange rate volatility94 cited
  • 2004Is There Room for Foreign Exchange Interventions under an Inflation Targeting Framework? Evidence from Mexico and Turkey84 cited
  • 2007The Effectiveness of Foreign Exchange Intervention in Emerging Market Countries: Evidence from the Czech Koruna

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59 cited
  • 1998Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies?53 cited
  • 2003Exchange Rate Risk and Interest Rate: A Case Study for Turkey34 cited
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    • 2013The Effect of CBRT's New Policy Mix on the Volatility of Credit Growth8 cited