The Determinants of Stock Market Index: VAR Approach to Turkish Stock Market
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...
প্রধান লেখক: | , |
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বিন্যাস: | প্রবন্ধ |
ভাষা: | English |
প্রকাশিত: |
EconJournals
2013-03-01
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মালা: | International Journal of Economics and Financial Issues |
বিষয়গুলি: | |
অনলাইন ব্যবহার করুন: | https://dergipark.org.tr/tr/pub/ijefi/issue/31956/351890?publisher=http-www-cag-edu-tr-ilhan-ozturk |