Geopolitical Risk, Policy Uncertainty, and Financial Volatility in Türkiye: A Dynamic Connectedness Analysis Using the TVP-VAR
This research analyzes the dynamic interaction among Geopolitical Risk, Economic Policy Uncertainty, XU100 return, and USD/TRY using the TVP-VAR method. Within the scope of the study, volatility spillovers are examined using a dataset representing a broad period between 01.03.2006 and 01.12.2024. According to the resea...