Does U.S. macroeconomic news make emerging financial markets riskier?

Esin Cakan; Nadia Doytch; Kamal P. Upadhyaya

doi:10.1016/j.bir.2014.10.002

Does U.S. macroeconomic news make emerging financial markets riskier?

Esin Cakan, Nadia Doytch, Kamal P. Upadhyaya

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	37-43
Number of pages	7
Journal	Borsa Istanbul Review
Volume	15
Issue number	1
DOIs	https://doi.org/10.1016/j.bir.2014.10.002
State	Published - Mar 1 2015
Externally published	Yes

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

Asymmetric GARCH
Emerging markets
Macroeconomic news
Surprises

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

Access to Document

10.1016/j.bir.2014.10.002

Cite this

@article{4f93d713ab2142ab86eca6e750d14728,

title = "Does U.S. macroeconomic news make emerging financial markets riskier?",

keywords = "Asymmetric GARCH, Emerging markets, Macroeconomic news, Surprises",

author = "Esin Cakan and Nadia Doytch and Upadhyaya, {Kamal P.}",

year = "2015",

month = mar,

day = "1",

doi = "10.1016/j.bir.2014.10.002",

language = "English",

volume = "15",

pages = "37--43",

journal = "Borsa Istanbul Review",

issn = "2214-8450",