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Daily Volatility in the Turkish Foreign Exchange Market

Author

Listed:
  • Cem Aysoy
  • Ercan Balaban
  • Cigdem Kogar
  • Cevriye Ozcan

Abstract

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Suggested Citation

  • Cem Aysoy & Ercan Balaban & Cigdem Kogar & Cevriye Ozcan, 1996. "Daily Volatility in the Turkish Foreign Exchange Market," Discussion Papers 9625, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    • Handle: RePEc:tcb:dpaper:9625
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    File URL: https://www.tcmb.gov.tr/wps/wcm/connect/3d9dc4b9-41dc-45b0-84d9-c60c086147d1/dpaper20.pdf?MOD=AJPERES&CACHEID=ROOTWORKSPACE-3d9dc4b9-41dc-45b0-84d9-c60c086147d1-m3fw6Bc
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    Cited by:

    1. Cem PAYASLIOGLU, 2001. "A Tail Index Tour across Foreign Exchange Regimes in Turkey," Middle East and North Africa 330400049, EcoMod.
    2. Kasman, Adnan & Ayhan, Duygu, 2008. "Foreign exchange reserves and exchange rates in Turkey: Structural breaks, unit roots and cointegration," Economic Modelling, Elsevier, vol. 25(1), pages 83-92, January.

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