THE INTERACTION BETWEEN STOCK PRICES AND COMMODITYPRICES: EASTERN EUROPEAND CENTRAL ASIA CASE

THE INTERACTION BETWEEN STOCK PRICES AND COMMODITYPRICES: EASTERN EUROPEAND CENTRAL ASIA CASE

The sharp increase in commodity prices since 2000s has important effects onmany economic variables. Especially the upward trend in commodity prices hadsubstantial effects on stock prices. The literature has continuing and growinginterest to the dynamicsof commodity...

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Main Authors: Mustafa Ildırar, Erhan Iscan
Format: Article
Language:English
Published: Social Sciences Research Society 2016-07-01
Series:International Journal of Economics and Finance Studies
Online Access:http://www.sobiad.org/eJOURNALS/journal_IJEF/archieves/IJEF-2016_2/mustafa.pdf
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spelling doaj-b5368fcfe4244e0a8a8cb1972b2055f92020-11-24T22:37:42ZengSocial Sciences Research SocietyInternational Journal of Economics and Finance Studies1309-80551309-80552016-07-01822016080205THE INTERACTION BETWEEN STOCK PRICES AND COMMODITYPRICES: EASTERN EUROPEAND CENTRAL ASIA CASEMustafa IldırarErhan IscanThe sharp increase in commodity prices since 2000s has important effects onmany economic variables. Especially the upward trend in commodity prices hadsubstantial effects on stock prices. The literature has continuing and growinginterest to the dynamicsof commodity price and their significant impact oneconomic and financial developments. There is growing evidence that commodityprices, stock prices moved together, and that the correlations between them haveincreased. Many studies investigated the interaction between stock prices and real and commodity prices and find strong interaction for developed countries.However, the effect of the commodity prices on stock markets in relatively lessinvestigated for ECA countries. The purpose of this study is to investigate thelong-run relationship between commodity prices and stock prices in ECAcountries can by using a panel cointegration test.http://www.sobiad.org/eJOURNALS/journal_IJEF/archieves/IJEF-2016_2/mustafa.pdf
collection DOAJ
language English
format Article
sources DOAJ
author Mustafa Ildırar
Erhan Iscan
spellingShingle Mustafa Ildırar
Erhan Iscan
THE INTERACTION BETWEEN STOCK PRICES AND COMMODITYPRICES: EASTERN EUROPEAND CENTRAL ASIA CASE
International Journal of Economics and Finance Studies
author_facet Mustafa Ildırar
Erhan Iscan
author_sort Mustafa Ildırar
title THE INTERACTION BETWEEN STOCK PRICES AND COMMODITYPRICES: EASTERN EUROPEAND CENTRAL ASIA CASE
title_short THE INTERACTION BETWEEN STOCK PRICES AND COMMODITYPRICES: EASTERN EUROPEAND CENTRAL ASIA CASE
title_full THE INTERACTION BETWEEN STOCK PRICES AND COMMODITYPRICES: EASTERN EUROPEAND CENTRAL ASIA CASE
title_fullStr THE INTERACTION BETWEEN STOCK PRICES AND COMMODITYPRICES: EASTERN EUROPEAND CENTRAL ASIA CASE
title_full_unstemmed THE INTERACTION BETWEEN STOCK PRICES AND COMMODITYPRICES: EASTERN EUROPEAND CENTRAL ASIA CASE
title_sort interaction between stock prices and commodityprices: eastern europeand central asia case
publisher Social Sciences Research Society
series International Journal of Economics and Finance Studies
issn 1309-8055
1309-8055
publishDate 2016-07-01
description The sharp increase in commodity prices since 2000s has important effects onmany economic variables. Especially the upward trend in commodity prices hadsubstantial effects on stock prices. The literature has continuing and growinginterest to the dynamicsof commodity price and their significant impact oneconomic and financial developments. There is growing evidence that commodityprices, stock prices moved together, and that the correlations between them haveincreased. Many studies investigated the interaction between stock prices and real and commodity prices and find strong interaction for developed countries.However, the effect of the commodity prices on stock markets in relatively lessinvestigated for ECA countries. The purpose of this study is to investigate thelong-run relationship between commodity prices and stock prices in ECAcountries can by using a panel cointegration test.
url http://www.sobiad.org/eJOURNALS/journal_IJEF/archieves/IJEF-2016_2/mustafa.pdf
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AT erhaniscan theinteractionbetweenstockpricesandcommoditypriceseasterneuropeandcentralasiacase
AT mustafaildırar interactionbetweenstockpricesandcommoditypriceseasterneuropeandcentralasiacase
AT erhaniscan interactionbetweenstockpricesandcommoditypriceseasterneuropeandcentralasiacase
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