Determinants of Stock Market Indices: An Analysis of Emerging Markets of Brazil, Mexico, Russia, and Turkey

This paper investigates the dynamic relationship between the stock market index and a set of macroeconomic variables in four emerging countries. The dependent variable measures monthly stock exchange points of respective markets from January 2010 to March 2021. Independent variables consist of the 5...

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Bibliographic Details
Main Authors: Hülya Yılmaz, Bülent İlhan
Format: Article
Language:English
Published: University Library System, University of Pittsburgh 2022-08-01
Series:Emerging Markets Journal
Subjects:
Online Access:http://emaj.pitt.edu/ojs/index.php/emaj/article/view/257