Data for: Country-Specific Wording and Search-Based Indices of Financial Uncertainty

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率：美元兑土耳其里拉（USD/TRY）汇率的3个月隐含波动率，数据源自汤森路透（Thomson Reuters）。 政府债券收益率波动率：2年期政府债券收益率日度变动的月度标准差，该2年期政府债券收益率数据源自汤森路透（Thomson Reuters）。 伊斯坦布尔证交所100指数（Borsa Istanbul 100 Index, BIST100）波动率：伊斯坦布尔证交所100指数日对数收益率的月度标准差，其日度数据源自土耳其中央银行（Central Bank of Turkey）。 美元兑土耳其里拉汇率与伊斯坦布尔证交所100指数的百分比变动均为月度对数变动。 政府债券收益率变动为当月利率与上月利率的差值。