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

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  • Monjazeb, Mohammadreza

    (Faculty of Economics, Kharazmi University)

  • Amiri, Hossein

    (Faculty of Economics, Kharazmi University)

Abstract

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.

Suggested Citation

  • Monjazeb, Mohammadreza & Amiri, Hossein, 2022. "The effect of central bank interventions on exchange rate instability using the quantile method in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(52), pages 333-352, September.
    • Handle: RePEc:mbr:jmbres:v:15:y:2022:i:52:p:333-352
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