Döviz kuru belirlenmesi: Türkiye ve küresel makroekonomik haberlerin etkisi
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Abstract (EN)
This study investigates the effect of the domestic and foreign sourced macro-economic news on the the increase of the TL - Dolar exchange rate observed after 2013. The study was carried out, using OLS and GARCH methods for the period between January 1, 2013 and December 31, 2016. The results reveal that surprises related to domestic macro-economic data is more effective than foreign macro-economic surprises and the most important variables that explain the movements in the exchange rate are domestic inflation and monetary policy surprises as well as foreign employment surprises. Keywords: Exchange rate, GARCH, macroeconomic news
Author
Muhammed Mücahit Denk
Institution
How to Cite
Muhammed Mücahit Denk (Master Thesis). Döviz kuru belirlenmesi: Türkiye ve küresel makroekonomik haberlerin etkisi, 2017, TOBB Economics and Technology University.
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