Cointegration and Causality Relationship between BIST 100 and BIST Gold Indices(BİST 100 ve BİST Altın Endeksleri Arasındaki Eşbütünleşme ve Nedensellik İlişkisi)
The aim of this study is to determine the nature of the long term relationship between the BIST Gold Market Index (GOLD) and BIST 100 index (BIST). The daily closing values of both indices are obtained from the Borsa Istanbul’s official web site for the period of August 1 st 2012 to March 17th 2...
| Main Authors: | , |
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| Format: | Article |
| Language: | deu |
| Published: |
Celal Bayar University
2016-08-01
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| Series: | Yönetim ve Ekonomi |
| Subjects: | |
| Online Access: | http://www2.cbu.edu.tr/yonetimekonomi/dergi/pdf/C23S22016/565-574.pdf |