Working Papers

 

1) Effects of Oral Interventions on the Covariance of Exchange Rate.

2) Global Optimization of GARCH Models.

3) Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming (with Aslihan Altay-Salih,  Mustafa Pinar and Ferhan Salman)