Evaluating the Asymmetric Effects of Production, Interest Rate and Exchange Rate on the Turkish Stock Prices

Basit Öğe Kaydı
dc.WoS.categoriesEconomicsen_US
dc.authorid0000-0003-4906-1878en_US
dc.contributor.authorKaya, Hüseyin
dc.contributor.authorSoybilgen, Barış
dc.date.accessioned2021-01-18T06:55:30Z
dc.date.available2021-01-18T06:55:30Z
dc.date.issued2019-04-02
dc.description.abstractThe relationship between stock prices and macro variables has been studied exhaustively in the literature. However, most of the studies assume that this relationship is linear. In this paper, we evaluate the asymmetric effects of production, the interest rate and the exchange rate on Turkish stock prices using non-linear autoregressive distributed lags models. We find that there are both long-run and short-run asymmetric relationships between macro variables and Turkish stock prices. Our results indicate that non-linear models can yield more plausible results compare to linear models.en_US
dc.fullTextLevelFull Texten_US
dc.identifier.doi10.21121/eab.556344en_US
dc.identifier.issn1303-099X
dc.identifier.trdizinid388226en_US
dc.identifier.urihttps://hdl.handle.net/11411/3118
dc.identifier.urihttps://doi.org/10.21121/eab.556344
dc.identifier.urihttps://search.trdizin.gov.tr/yayin/detay/388226en_US
dc.identifier.wosWOS:000466578000010en_US
dc.identifier.wosqualityN/Aen_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakTR-Dizinen_US
dc.issue2en_US
dc.language.isoenen_US
dc.nationalInternationalen_US
dc.numberofauthors2en_US
dc.pages293-300en_US
dc.publisherEGE UNIVen_US
dc.relation.ispartofEGE ACADEMIC REVIEWen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectStock Pricesen_US
dc.subjectmacro variablesen_US
dc.subjectinterest rateen_US
dc.subjectasymmetryen_US
dc.subjectexchange rateen_US
dc.titleEvaluating the Asymmetric Effects of Production, Interest Rate and Exchange Rate on the Turkish Stock Pricesen_US
dc.typeArticleen_US
dc.volume19en_US

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