Data for: Country-Specific Wording and Search-Based Indices of Financial Uncertainty
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资源简介:
Volatility of USD to TRY exchange rate: 3 month implied volatility of USD to TRY Exchange rate. The data is obtained from Thomson Reuters.
Volatility of Goverment Bond Yield: Montly standard deviation of the daily change in 2-year goverment bond yield. The 2-year goverment bond yield is obtained from Thomson Reuters.
Volatility of Borsta Istanbul 100 Index: Monhly standard devation of daily logarithmic change in Borsa Istanbul 100 Index (BIST100). Daily Borsa Istanbul 100 Index is obtained from Central Bank of Turkey.
The percent change in USD to TRY exchange rate and BIST100 index is montly logarithmic change.
Change in goverment bond yield is the difference between interest rate in current month and previous month.
美元兑土耳其里拉汇率波动性:美元兑土耳其里拉汇率三个月期隐含波动率。数据来源于汤姆森路透社。
政府债券收益率波动性:两年期政府债券收益率日变动量的月标准差。两年期政府债券收益率数据来源于汤姆森路透社。
伊斯坦布尔博尔萨100指数波动性:伊斯坦布尔博尔萨100指数(BIST100)日对数变动的月标准偏差。每日伊斯坦布尔博尔萨100指数数据来源于土耳其中央银行。
美元兑土耳其里拉汇率及BIST100指数的百分比变动为月对数变动。
政府债券收益率变动为当月利率与上月利率之差。
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