Forecasting the Turkish lira Exchange Rates Through Univariate Techniques: Can the Simple Models Outperform the Sophisticated Ones?
The Central Bank of Turkey’s policy to decrease the nominal interest rate has caused episodes of severe fluctuations in Turkish lira exchange rates during 2022. According to these conditions, the daily return of the USD/TRY have attracted the risk-taker investors’ attention. Therefore, the uncertain...
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Main Authors: | , |
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Format: | Article |
Language: | Russian |
Published: |
Government of the Russian Federation, Financial University
2024-04-01
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Series: | Финансы: теория и практика |
Subjects: | |
Online Access: | https://financetp.fa.ru/jour/article/view/2827 |
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