The Determinants of Stock Market Index: VAR Approach to Turkish Stock Market
In this paper, we examined the relationship between ISE 100 Index and a set of four macroeconomic variables using Vector Autoregressive (VAR) model. Variables we used in our model are Exchange, Gold, Import, Export and ISE 100 Index. ISE 100 Index is a dependent variable and the others are independ...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2012-12-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://econjournals.com/index.php/ijefi/article/view/351 |