Theory and Empirics of Asymmetry

Project Information

TEA

Grant agreement ID: 726400

DOI

10.3030/726400

Project closed

EC signature date 28 February 2017

Start date 1 March 2017

End date 31 August 2022

Funded under

• EXCELLENT SCIENCE - European Research Council (ERC)

Total cost

€ 1 276 640,00

EU contribution

€ 1 276 640,00

Coordinated by

BILKENT UNIVERSITESI VAKIF
Türkiye

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Publications

Peer reviewed articles (4)

Monetary policy surprises and exchange rate behavior

Author(s): Refet S. Gürkaynak, A. Hakan Kara, Burçin Kısacıkoğlu, Sang Seok Lee
Published in: Journal of International Economics, Issue 130, 2021, Page(s) 103443, ISSN 0022-1996
Publisher: Elsevier BV
DOI: 10.1016/j.jinteco.2021.103443

Measuring euro area monetary policy

Author(s): Carlo Altavilla, Luca Brugnolini, Refet S. Gürkaynak, Roberto Motto, Giuseppe Ragusa
Published in: Journal of Monetary Economics, Issue 108, 2019, Page(s) 162-179, ISSN 0304-3932
Publisher: Elsevier BV
DOI: 10.1016/j.jmoneco.2019.08.016

Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises

Author(s): Refet S. Gürkaynak, Burçin Kısacıkoğlu, Jonathan H. Wright
Published in: American Economic Review, Issue 110/12, 2020, Page(s) 3871-3912, ISSN 0002-8282
Publisher: American Economic Association
DOI: 10.1257/aer.20181470

Stock Market’s Assessment of Monetary Policy Transmission: The Cash Flow Effect

Author(s): Refet Gürkaynak, Hatice Gokçe Karasoy-Can, Sang Seok Lee
Published in: Journal of Finance, 2022, ISSN 0022-1082
Publisher: Blackwell Publishing Inc.
DOI: 10.1111/jofi.13163