A Study on the Relationship between Shares and Inflation, Exchange Rates and Interest Rates with the use OF Canonical Correlation Analysis
AbstractThe present study explores the relationship between a group of shares exchanged in the Istanbul Stock Exchange and inflation, exchange rate and interest rates. In particular, the study aims to uncover the functional and canonical relations between these variables for the purpose of obtaining finding that would inform investors and speculators in their decision making.
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Bibliographic InfoArticle provided by Bulgarian Academy of Sciences - Economic Research Institute in its journal Economic Studies.
Volume (Year): (2007)
Issue (Month): 3 ()
Find related papers by JEL classification:
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
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- Zanakis, Stelios H. & Alvarez, Cecilia & Li, Vivian, 2007. "Socio-economic determinants of HIV/AIDS pandemic and nations efficiencies," European Journal of Operational Research, Elsevier, vol. 176(3), pages 1811-1838, February.
- Boumahdi, Rachid & Thomas, Alban, 2006. "Instrument relevance and efficient estimation with panel data," Economics Letters, Elsevier, vol. 93(2), pages 305-310, November.
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