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The purpose of this study is to determine the relationship between monetary policy and the exchange market pressure index in Turkey for the 2002-2018 period with monthly data. To obtain the foreign exchange market pressure index, this study uses the model developed by L. Girton and D.E. Roper...

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Intraday effect of news on emerging European forex markets : an event study analysis

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We analyze the impact of Eurozone/Germany and U.S. macroeconomic news announcements and the communication of the monetary policy settings of the ECB and the Fed on the forex markets of new EU members. We employ an Event Study Methodology to analyze intra-day data from 2011-2015. Our...

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