The relationships among the returns of investment instruments: a vector autoregressive approach for Turkey
This paper that uses monthly data from 2003:M01 to 2016:M07 investigates the relationships among monthly real rates of return of stocks, USD, one-month deposits, and gold in Turkey by employing vector autoregressive (VAR) analysis. The findings of the paper indicate that while stocks seem to be a go...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
General Association of Economists from Romania
2016-12-01
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| Series: | Theoretical and Applied Economics |
| Subjects: | |
| Online Access: |
http://store.ectap.ro/articole/1238.pdf
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