Please use this identifier to cite or link to this item: https://hdl.handle.net/11499/6211
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dc.contributor.authorGörmüş, S.-
dc.contributor.authorGüneş, Sevcan-
dc.date.accessioned2019-08-16T12:05:04Z-
dc.date.available2019-08-16T12:05:04Z-
dc.date.issued2010-
dc.identifier.issn1578-4487-
dc.identifier.urihttps://hdl.handle.net/11499/6211-
dc.description.abstractDuring the last few years a large number of economist and institutions have expressed increasing concerns regarding to importance of confidence on economic variables. They believe that increase in economic agents' confidence will affect economic variables positively. The main objective of this study is to investigate the effect of Consumer Confidence Index1 (CCI) on reel exchange rate and stock market in Turkey over the 2002:1 - 2008:12 periods by utilizing several econometric techniques. Most of the empirical studies have examined the effect of macroeconomics variables on confidence and ignored the effect of confidence on macroeconomics variables. In this study, we will try to fill up this gap by examining the effect of CNBC-e Consumer Confidence Index on reel exchange rate and stock market in Turkey. The results showed that Granger- causality run from stock price and real exchange rate to CCI but not vice versa. Also, the results from GARCH-M and OLS model showed that CCI affect reel exchange rate and stock price.en_US
dc.language.isoenen_US
dc.relation.ispartofApplied Econometrics and International Developmenten_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectConsumer confidence. Stock marketen_US
dc.subjectExchange rateen_US
dc.subjectMacroeconomic variablesen_US
dc.titleConsumer confidence, stock prices and exchange rates: The case of Turkeyen_US
dc.typeArticleen_US
dc.identifier.volume10en_US
dc.identifier.issue2en_US
dc.identifier.startpage103-
dc.identifier.startpage103en_US
dc.identifier.endpage114en_US
dc.authorid0000-0001-8367-8965-
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopus2-s2.0-79957615199en_US
dc.identifier.scopusqualityQ2-
dc.ownerPamukkale University-
item.grantfulltextnone-
item.fulltextNo Fulltext-
item.cerifentitytypePublications-
item.openairetypeArticle-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.languageiso639-1en-
crisitem.author.dept08.03. Economics-
Appears in Collections:İktisadi ve İdari Bilimler Fakültesi Koleksiyonu
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
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