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

UN SDGs

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

SDG 8 Decent Work and Economic Growth

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

Asymmetric GARCH
Emerging markets
Macroeconomic news
Surprises

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",