Causality between stock price and GDP in Turkey: An ARDL Bounds Testing Approach

The study investigates the dynamic relationship between stock prices and GDP in Turkey using quarterly data from 1989Q2-2014Q2. The study investigated the interrelationship between the variables via auto regressive distributive lag (ARDL) framework and ECM to analyse the existence of a long-run equi...

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書目詳細資料
發表在:Revista Română de Statistică
Main Authors: Turgut Tursoy, Faisal FAISAL
格式: Article
語言:英语
出版: Romanian National Institute of Statistics 2016-12-01
主題:
在線閱讀:http://www.revistadestatistica.ro/wp-content/uploads/2016/12/RRS4_2016_A1.pdf