Macroeconomic variables and stock market returns: a comparison of Germany and Turkey

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dc.contributor.authorÇatak, Çiydem
dc.date.accessioned2021-01-08T21:51:33Z
dc.date.available2021-01-08T21:51:33Z
dc.date.issued2015
dc.departmentTAÜ, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümüen_US
dc.description.abstractThis study evaluates the effects of macroeconomic variables on the stock returns in Turkey and Germany. It contains data for 120 months covering the period from January 2005 to December 2014. Multiple Linear Regression model is used to analyze the relationship between current account balance, inflation rate, interest rate, export/import ratio, industrial production index, exchange rate and returns of DAX-30 and BIST-30 indexes. The results indicate that there is a statistically significant relationship between interest rate, industrial production index, exchange rate, and BIST-30 index return. On the other hand, the German stock exchange DAX-30 is affected by interest rate, exchange rate, export/ import ratio and industrial production index. © Peter Lang GmbH.
dc.identifier.endpage273en_US
dc.identifier.isbn9783653062670; 9783631668580
dc.identifier.scopus2-s2.0-84967663246
dc.identifier.scopusqualityN/A
dc.identifier.startpage261en_US
dc.identifier.urihttps://doi.org/10.3726/978-3-653-06267-0
dc.identifier.urihttps://hdl.handle.net/20.500.12846/353
dc.indekslendigikaynakScopus
dc.institutionauthorÇatak, Çiydem
dc.language.isoen
dc.publisherPeter Lang AG
dc.relation.ispartofTurkish German Affairs from an Interdisciplinary Perspective
dc.relation.publicationcategoryKitap Bölümü - Uluslararası
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.subjectArbitrage pricing theoryen_US
dc.subjectBIST-30en_US
dc.subjectDAX-30en_US
dc.subjectMacroeconomic variablesen_US
dc.titleMacroeconomic variables and stock market returns: a comparison of Germany and Turkey
dc.typeBook Part

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