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Macroeconomic Variables and Stock Market: Evidence from Turkey. Using Time Series Analysis
В наличии
| Местонахождение: Алматы | Состояние экземпляра: новый |
Бумажная
версия
версия
Автор: Ahmad Abu Alrub,Turgut Tursoy and Husam Rjoub
ISBN: 9783659641701
Год издания: 2014
Формат книги: 60×90/16 (145×215 мм)
Количество страниц: 120
Издательство: LAP LAMBERT Academic Publishing
Цена: 32599 тг
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Сферы деятельности:Код товара: 141599
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Аннотация: The aim of this study by applying time series analysis, is to provide an empirical analysis and elucidate the relationship between the whole Turkish stock price index and selected macroeconomic variables namely: index of industrial production (IIP) as a proxy of economic activity, Short-term interest rate (SINT), money supply (M2) and exchange rate (EXC). For a wiser time span from Jan 2002 to Dec 2013; which witnessed a new monetary policy during the restructuring period (2002-2007), and the world crisis.
Ключевые слова: macroeconomic variables, Turkish stock price, vector autoregression (VAR).
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