Konu "stock market" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
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Time varying causality between stock market and exchange rate: evidence from Turkey, Japan and England
(Routledge Journals, Taylor & Francis Ltd, 2016)In this study, the relationship between exchange rates and stock market indices in Turkey, Japan and England was analysed by using the time varying causality test. First, by the Kapetanios unit root test that allows ... -
Time-varying impact of oil prices on sectoral stock returns: Evidence from Turkey
(Elsevier Ltd, 2020)This article analyzes the impact of oil price changes on the sectoral stock-market returns of Turkey. For this purpose, asset-pricing models augmented with oil price and exchange rate changes are estimated using daily ...