THE IMPACT OF THE DOMESTIC AND FOREIGN MACROECONOMIC NEWS ANNOUNCEMENTS ON THE TURKISH STOCK MARKET

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...

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Bibliographic Details
Main Authors: Ibrahim Yasar GOK, Sefa TOPUZ
Format: Article
Language:English
Published: “Victor Slăvescu” Centre for Financial and Monetary Research 2016-09-01
Series:Financial Studies
Subjects:
us macroeconomic news
turkish macroeconomic news
turkish stock market
volatility
stock market integration
garch
Online Access:http://fs.icfm.ro/vol20i3p95-107.pdf

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