LINEAR AND NONLINEAR GRANGER CAUSALITY RELATIONSHIP BETWEEN STOCK INDICES AND FINANCIAL VARIABLES

Bu çalışmada borsa endeksleri ve makro deǧişkenlere ait 2010-09-20 ve 2019-08-02 arası günlük kapanış fiyatları kullanılarak bu deǧişkenler arasındaki olası doǧrusal ve doǧrusal dışı nedensellik ilişkisi incelenmiştir. Test sonuçlarına göre tüm deǧişkenlerin doǧrusal dışılık özelliklerini taşıdıklar...

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Bibliographic details
Volume: 58
Main Author: Remzi Gök
Format: Journal Article
Language: English
Place of publication: Istanbul Finans Politik & Ekonomik Yorumlar 01.03.2021
published in: Finans Politik & Ekonomik Yorumlar Vol. 58; no. 655; pp. 9 - 38
Data of publication: 20210301
ISSN: 1307-7112
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Database: ProQuest Central (Corporate)
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