Havva KOÇ

Exchange Rate Volatility in the Covid-19 Period: An Analysis Using the Markov-Switching ARCH Model

Exchange Rate Volatility in the Covid-19 Period: An Analysis Using the Markov-Switching ARCH Model

EKOIST Journal of Econometrics and Statistics

2021-Sayı: 35

205-220

COVID-19, Monetary Policy, Exchange Rate, Volatility, MS-ARCH

24118