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 2013-03-01
Series:International Journal of Economics and Financial Issues
Subjects:
macroeconomic variables
var model
impulse response analysis
variance decomposition
turkey
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/31956/351890?publisher=http-www-cag-edu-tr-ilhan-ozturk

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https://dergipark.org.tr/tr/pub/ijefi/issue/31956/351890?publisher=http-www-cag-edu-tr-ilhan-ozturk

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