The time-varying correlation between popular narratives and TRY/USD FX rate: Evidence from a DCC-GARCH model

Understanding the effects of people's interactions on social media on economic fluctuations is essential for analyzing economic dynamics and making predictions. ‘Time-varying’ and ‘time-scale dependent’ volatilities between tweets sent from Turkey containing the terms "economic crisis"...

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Veröffentlicht in:	Journal of applied finance and banking 2023-07, Vol.13 (4)
Hauptverfasser:	Kazım Berk Küçüklerli, Ulusoy, Veysel
Format:	Artikel
Sprache:	eng
Schlagworte:	Inflation Social networks Stochastic models
Online-Zugang:	Volltext
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