QR-kod

TIME AND FREQUENCY DEPENDENCY OF FOREIGN EXCHANGE RATES AND COUNTRY RISK: EVIDENCE FROM TURKEY

This study examines the time and frequency dependency nexus between foreign exchange (FX) rates and country risk in Turkey. We considered Turkey because it is a negative outlier country in terms of the progress of these indicators. Using quarterly data from 1990/Q1 to 2018/Q4 and the Wavelet Coheren...

Full beskrivning

Sparad:
Huvudupphov: Derviş Kirikkaleli, Mustafa Tevfik Kartal, Tomiwa Sunday Adebayo
Materialtyp: Artigo
Språk:Inglês
Utgiven: Bank Indonesia 2022-06-01
Serie:Buletin Ekonomi Moneter dan Perbankan
Ämnen:
country risk
fx rates
wavelet coherence
turkey
Länkar:https://www.bmeb-bi.org/index.php/BEMP/article/view/1838
Taggar: Lägg till en tagg
Inga taggar, Lägg till första taggen!

Liknande verk