The Effects of Macroeconomic Variables on the BIST 100 Index: ARDL and NARDL Approaches
The objective of this research is to analyze the signal, magnitude, and significance of both symmetric and asymmetric effects of interest rate, taxes, exchange rate, oil price, and gold price on the Turkish stock market (BIST100). The autoregressive distributed lag (ARDL) technique was used in bot...
Saved in:
Main Authors: | Mohammed Algoni, Mehmet İvrendi |
---|---|
Format: | Article |
Language: | English |
Published: |
International Public Finance Conference/Turkey
2024-06-01
|
Series: | International Journal of Public Finance |
Subjects: | |
Online Access: | https://dergipark.org.tr/tr/download/article-file/3535609 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Asymmetric connectedness among BSE SENSEX, INR–USD exchange rate, gold price and crude oil price: fresh evidence from nonlinear ARDL
by: Animesh Bhattacharjee
Published: (2024-11-01) -
An Approach To Study The Effects of GBP/USD Exchange Rate and Gold Prices on Brent Oil Prices Using Autoregressive Distributed Lag (ARDL)
by: Shaho Muhammad Wstabdullah, et al.
Published: (2023-01-01) -
DÖVİZ KURU VE HİSSE SENEDİ FİYATLARI GEÇİŞKENLİĞİ: BİST100 VE ALT ENDEKSLER ÜZERİNE BİR UYGULAMA
by: İlyas Kays İmamoğlu, et al.
Published: (2023-07-01) -
How macroeconomic factors impact residential real estate prices in Eastern Europe
by: Laima Okunevičiūtė Neverauskienė, et al.
Published: (2025-02-01) -
BIST, FOREIGN CAPITAL AND EXCHANGE RATE RELATIONS: 1988-2015
by: Ömer Selçuk Emsen, et al.
Published: (2018-05-01)