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

Ferhan Salman (), Tolga Caskurlu, Mustafa Pinar and Aslihan Salih

No 23800121, EcoMod2008 from EcoMod

Date: 2008-07-01
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Working Paper: Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming (2008)
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