Monjazeb, Mohammadreza

[ 1 ] - The effect of central bank interventions on exchange rate instability using the quantile method in Iran

The purpose of this study is to investigate the effect of central bank interventions in the foreign exchange market on exchange rate instability in Iran. Multiple regression method has been used to estimate the research model. The GARCH model (1, 1) has also been used to estimate exchange rate volatility. The Stavarek index was used to calculate the central bank intervention index. The closer t...