Kazdal, Abdullah; Korkmaz, Halil İbrahim; Yılmaz, … - In: Borsa Istanbul Review 22 (2022) 4, pp. 769-779
In this study, we construct an index using high-frequency data related to financial markets and intermediation services in Turkey, called the High-Frequency Financial Conditions Index, employing alternative statistical techniques for the period from 2006 to 2020. We also analyze the informative...