Granger causality relation between interest rates and stock markets evidence from emerging markets

Basit Öğe Kaydı
dc.authorid0000-0002-3893-4015
dc.authorid0000-0001-9076-2102
dc.contributor.authorTeker, Dileken_US
dc.contributor.authorAykaç, Alp, Elçinen_US
dc.date.accessioned2025-12-22T11:00:55Z
dc.date.available2025-12-22T11:00:55Z
dc.date.issued2014-01
dc.departmentIşık Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümüen_US
dc.departmentIşık University, Faculty of Economics and Administrative Sciences, Department of Managementen_US
dc.description.abstractThis research analyses the granger cause relation between interest rates and stock market for four emerging markets as Turkey, Brasil, China and Hungary. The database includes daily prices of stock market indices of BIST100 Index (Turkey), the IBOV Index (Brasil), the SHCOMP Index (China), and the BUX Index (Hungary) and government securities with different maturities. As the initial step, the stationarity of the variables is tested with Augmented DickeyFuller (ADF) and Phillips-Perron (PP) unit root tests. Then Granger Causality is implemented.en_US
dc.identifier.citationTeker, D. & Aykaç, Alp, E. (2014). Granger causality relation between interest rates and stock markets evidence from emerging markets. European Journal of Business and Social Sciences, 2(10), 63-73.en_US
dc.identifier.endpage73
dc.identifier.issn2235 -767X
dc.identifier.issue10
dc.identifier.startpage63
dc.identifier.urihttps://hdl.handle.net/11729/6850
dc.identifier.volume2
dc.institutionauthorTeker, Dileken_US
dc.institutionauthorid0000-0002-3893-4015
dc.language.isoenen_US
dc.peerreviewedYesen_US
dc.publicationstatusPublisheden_US
dc.publisherEuropean Journal of Business and Social Sciencesen_US
dc.relation.ispartofEuropean Journal of Business and Social Sciencesen_US
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectGranger causalityen_US
dc.subjectStock marketen_US
dc.subjectInterest ratesen_US
dc.subjectEmerging marketsen_US
dc.titleGranger causality relation between interest rates and stock markets evidence from emerging marketsen_US
dc.typeArticleen_US
dspace.entity.typePublicationen_US

Dosyalar

Orijinal paket
Listeleniyor 1 - 1 / 1
Küçük Resim Yok
İsim:
Granger_causality_relation_between_interest_rates_and_stock_markets_evidence_from_emerging_markets.pdf
Boyut:
149.05 KB
Biçim:
Adobe Portable Document Format
İndir
Lisans paketi
Listeleniyor 1 - 1 / 1
Küçük Resim Yok
İsim:
license.txt
Boyut:
1.17 KB
Biçim:
Item-specific license agreed upon to submission
Açıklama:
İndir

Koleksiyon

Makale Koleksiyonu | İşletme Bölümü