Master'sOpen Access

Stock return, inflation rate and the relationship between the exchange rate:anemprical analysis for Turkey

2024
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Advisor: Prof. Dr. Erdal Demirhan

Abstract (EN)

In this study, the relationship between stocks, inflation rate and exchange rate in Turkey between 2003-2022 is analysed empirically. Empirical analyses revealed a long-run relationship between these variables. According to the results of Granger Causality Analysis based on the VEC Model, unidirectional causality was found from exchange rate to inflation.

Author

Dr. Murat Çevik

How to Cite

Murat Çevik (Master Thesis). Stock return, inflation rate and the relationship between the exchange rate:anemprical analysis for Turkey, 2024, Afyon Kocatepe University.

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