Author/Authors
erdem, meziyet sema bolu abant izzet baysal üniversitesi - iibf - işletme bölümü, Turkey
Title Of Article
THE CAUSALITY RELATIONSHIP BETWEEN STOCK MARKET INDEX AND EXCHANGE RATE RETURNS IN FRAGILE FIVE COUNTRIES
شماره ركورد
45298
Abstract
In this study, it is aimed to investigate the relationship between daily stock index returns of the Fragile Five countries in the period of 01.01.2010 and 31.02.2019 and the daily returns of the currencies of these countries against US dollars. According to the findings, it is determined that there are mutual causality relationships between stock exchange index returns and exchange rate returns of Fragile Five countries.
From Page
679
NaturalLanguageKeyword
Fragile Five Economies , Stock Market Indexes , Granger Causality
JournalTitle
Abant Sosyal Bilimler Dergisi
To Page
697
JournalTitle
Abant Sosyal Bilimler Dergisi
Link To Document