Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/6631
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dc.contributor.authorTamgaç Tezcan, Ünay-
dc.date.accessioned2021-09-11T15:43:01Z-
dc.date.available2021-09-11T15:43:01Z-
dc.date.issued2021en_US
dc.identifier.issn0275-5319-
dc.identifier.issn1878-3384-
dc.identifier.urihttps://doi.org/10.1016/j.ribaf.2021.101393-
dc.identifier.urihttps://hdl.handle.net/20.500.11851/6631-
dc.description.abstractWe analyze the impact of domestic and US-based news announcements of a large set of economic and policy-related fundamentals on the US dollar versus the Turkish lira exchange rate from 2013 to 2016. Since exchange rate behavior is closely related to political trust, we also incorporate the effect of domestic and global political uncertainty, using country indices based on Google search results. Contrary to previous findings, our results reveal that surprises related to the domestic economy have a greater effect on the exchange rate compared to surprises related to the US economy. Most important are the surprises related to domestic inflation and monetary policy, as well as foreign employment, while political uncertainty plays a minor role. There is also an asymmetry in the market response. Bad news about the US economy has more impact than good news, and good news about the domestic economy has more impact than bad news.en_US
dc.language.isoenen_US
dc.publisherElsevieren_US
dc.relation.ispartofResearch In International Business And Financeen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectEmerging economiesen_US
dc.subjectExchange ratesen_US
dc.subjectGoogle searchesen_US
dc.subjectMacroeconomic newsen_US
dc.subjectQuantitative taperingen_US
dc.subjectTurkeyen_US
dc.titleEmerging market exchange rates during quantitative tapering: The effect of US and domestic newsen_US
dc.typeArticleen_US
dc.departmentFaculties, Faculty of Economics and Administrative Sciences, Department of Economicsen_US
dc.departmentFakülteler, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümütr_TR
dc.identifier.volume57en_US
dc.authorid0000-0001-8374-7019-
dc.identifier.wosWOS:000661329000003en_US
dc.identifier.scopus2-s2.0-85101389429en_US
dc.institutionauthorTamgaç Tezcan, Ünay-
dc.identifier.doi10.1016/j.ribaf.2021.101393-
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ1-
item.cerifentitytypePublications-
item.languageiso639-1en-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.openairetypeArticle-
item.fulltextNo Fulltext-
item.grantfulltextnone-
crisitem.author.dept04.01. Department of Economics-
Appears in Collections:İktisat Bölümü / Department of Economics
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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