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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...

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Hlavní autoři: Derviş Kirikkaleli, Mustafa Tevfik Kartal, Tomiwa Sunday Adebayo
Médium: Artigo
Jazyk:Inglês
Vydáno: Bank Indonesia 2022-06-01
Edice:Buletin Ekonomi Moneter dan Perbankan
Témata:
country risk
fx rates
wavelet coherence
turkey
On-line přístup:https://www.bmeb-bi.org/index.php/BEMP/article/view/1838
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