ISE and exchange market pressure

This article aims at investigating the long-run relationship between stock prices and speculative pressure in the Turkish exchange market through Granger-causality analysis for the period 1986:01-2006:11. For this purpose an Exchange Market Pressure Index is built using the weighted average of excha...

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Bibliographic Details
Main Author: Mete Feridun
Format: Default Preprint
Published: 2006
Subjects:
Other economics not elsewhere classified
Currency crises
Stock prices
Co-integration
Exchange market pressure
Economics not elsewhere classified
Online Access:https://hdl.handle.net/2134/2565
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