These events made Alexander very popular in Bulgaria, but Russia was increasingly dissatisfied at his liberal tendencies. In August 1886 they fomented a coup, in the course of which Alexander was forced to abdicate and was exiled to Russia. Stambolov, however, acted quickly and the participants in the coup were forced to flee the country. Stambolov tried to reinstate Alexander, but strong Russian opposition forced the prince to abdicate again. In July 1887 the Bulgarians elected Ferdinand of Saxe-Coburg-Gotha as their new Prince. Ferdinand was the "Austrian candidate" and the Russians refused to recognise him. Ferdinand initially worked with Stambolov, but by 1894 their relationship worsened. Stambolov resigned and was assassinated in July 1895. Ferdinand then decided to restore relations with Russia, which meant returning to a conservative policy.
One consequence of Ottoman rule was the mixture of peoples in the Balkans. Not only was there a large Turkish minority in Bulgaria (plus a smaller Greek one along the Black Sea coast), there were many Bulgarians still living under Ottoman rule in Macedonia and Thrace. To complicate matters, there were also large Greek populations in both these areas, and a smaller Serbian population in Macedonia. Thus began a five-sided struggle for control of these areas which lasted until World War I. In 1903 there was an insurrection in Ottoman Macedonia and war seemed likely. In 1908 Bulgaria's rivalry with Greece and Serbia over Macedonia led Ferdinand to declare Bulgaria a fully independent kingdom, with himself as Tsar.