Due to the high importance of the American economy, in the past, announcements of US macroeconomic data were shown to … strength of the reaction of WIG20 to announcements of unexpected values of 13 indicators describing the American economy. On …

volatility of Borsa Istanbul 100 Index (BIST-100). Sample data cover the period from January 2008 to December 2017. The main … nonlinear volatility models (symmetric and asymmetric Generalized AutoRegressive Conditional Heteroskedasticity [GARCH …]-type models) were used to model and estimate BIST-100 volatility in response to political news. The findings of the paper …