THE DETERMINANTS OF STOCK MARKET INDEX: VAR APPROACH TO TURKISH STOCK MARKET

THE DETERMINANTS OF STOCK MARKET INDEX: VAR APPROACH TO TURKISH STOCK MARKET

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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 independe...

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Bibliographic Details
Main Authors: Eşref Savaş Başçı, Süleyman Serdar Karaca
Format: Article
Language:English
Published: EconJournals 2013-01-01
Series:International Journal of Economics and Financial Issues
Subjects:
Macroeconomic Variables
VAR Model
Impulse Response Analysis
Variance Decomposition
Turkey
Online Access:http://www.econjournals.com/index.php/ijefi/article/view/351/pdf

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http://www.econjournals.com/index.php/ijefi/article/view/351/pdf

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