CAUSALITY BETWEEN STOCK MARKET AND MACROECONOMIC VARIABLES IN TURKEY: NEW EVIDENCE FROM WAVELET COHERENCE ANALYSIS1

Bu çalışmada makroekonomik deǧişkenlere ait (Bist100, 2 yıllık devlet tahvil faizi, 5 yıllık CDS, döviz sepeti, gram altın) eşbütünleşme ve nedensellik ilişkisi araştırılmıştır. 2011-01-14 ve 2019-04-30 arası günlük kapanış fiyatları kullanılarak önemli ampirik bulgular elde edilmiştir. Öncelikle, t...

Full description

Saved in:
Bibliographic details
Main Author: Remzi Gök
Format: Journal Article
Language: English
Place of publication: Kayseri Erciyes University, Faculty of Economics and Administrative Sciences 01.05.2020
published in: Erciyes Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi no. 56; pp. 229 - 254
Data of publication: 20200501
ISSN: 1301-3688
2630-6409
EISSN: 2630-6409
Discipline: Business
Subjects:
Online Access: Fulltext
Database: ProQuest Central (Corporate)
ABI/INFORM Collection
ABI/INFORM Global (PDF only)
ProQuest Central (purchase pre-March 2016)
ABI/INFORM Global (Alumni Edition)
ProQuest Central (Alumni) (purchase pre-March 2016)
ABI/INFORM Collection (Alumni Edition)
ProQuest Central (Alumni Edition)
ProQuest Central
Business Premium Collection
ProQuest Central Korea
Turkey Database
Business Premium Collection (Alumni)
ABI/INFORM Global (Corporate)
ProQuest Business Collection (Alumni Edition)
ProQuest Business Collection
ABI/INFORM Professional Advanced
ABI/INFORM Global
ProQuest One Business
ProQuest One Business (Alumni)
ProQuest One Academic Eastern Edition
ProQuest One Academic
ProQuest One Academic UKI Edition
ProQuest Central China
ABI/INFORM Collection China
ProQuest Central Basic
Database information Databases - DBIS