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dc.contributor.authorOzcelebi, Oguzhan
dc.contributor.authorİzgi, Mehmet Tevfik
dc.date.accessioned2023-02-21T10:22:14Z
dc.date.available2023-02-21T10:22:14Z
dc.date.issued2023
dc.identifier.citationOzcelebi O., İzgi M. T., "Assessing the Impacts of Economic Policy Uncertainty of the US on the Exchange Rates and Stock Returns of Korea, Mexico, Poland and Russia", EASTERN EUROPEAN ECONOMICS, cilt.61, sa.1, ss.1-22, 2023
dc.identifier.issn0012-8775
dc.identifier.otherav_42a72da8-3da9-4532-83aa-28eae8e98539
dc.identifier.othervv_1032021
dc.identifier.urihttp://hdl.handle.net/20.500.12627/188350
dc.identifier.urihttps://doi.org/10.1080/00128775.2022.2107937
dc.description.abstractThis study examines the effects of the economic policy uncertainty (EPU) index of the US on the exchange rates and stock returns of Korea, Mexico, Poland, and Russia. A time-varying causality test showed that the impacts of EPU of the US on the exchange and stock market of emerging countries could be affected by regime changes. A quantile regression model suggested that the effect of the increase/decrease in the EPU of the US may affect financial variables, while it was indicated that effects of the EPU of the US on the exchange rates and stock returns are asymmetrical.
dc.language.isoeng
dc.subjectSosyal Bilimler ve Beşeri Bilimler
dc.subjectİktisat
dc.subjectGenel Ekonomi, Ekonometri ve Finans
dc.subjectEkonomi ve Ekonometri
dc.subjectEkonomi, Ekonometri ve Finans (çeşitli)
dc.subjectSosyal ve Beşeri Bilimler
dc.subjectSosyal Bilimler (SOC)
dc.subjectEkonomi ve İş
dc.subjectEKONOMİ
dc.titleAssessing the Impacts of Economic Policy Uncertainty of the US on the Exchange Rates and Stock Returns of Korea, Mexico, Poland and Russia
dc.typeMakale
dc.relation.journalEASTERN EUROPEAN ECONOMICS
dc.contributor.departmentİstanbul Üniversitesi , İktisat Fakültesi , İktisat Bölümü
dc.identifier.volume61
dc.identifier.issue1
dc.identifier.startpage1
dc.identifier.endpage22
dc.contributor.firstauthorID4087356


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