THE IMPACT OF THE DOMESTIC AND FOREIGN MACROECONOMIC NEWS ANNOUNCEMENTS ON THE TURKISH STOCK MARKET
This study investigates the impacts of the US and domestic macroeconomic news announcements on the Turkish stock market volatility. We analyze the GARCH volatilities behaviour of Borsa Istanbul (BIST) 100 stock index around announcement and nonannouncement days. We test 13 US and 8 Turkish mac...
| Hauptverfasser: | , |
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| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
“Victor Slăvescu” Centre for Financial and Monetary Research
2016-09-01
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| Schriftenreihe: | Financial Studies |
| Schlagworte: | |
| Online Zugang: | http://fs.icfm.ro/vol20i3p95-107.pdf |