Crude Oil Price Shocks and Stock Returns: Evidence from Turkish Stock Market under Global Liquidity Conditions
The purpose of this study is to investigate the impacts of crude oil price variations on the Turkish stock market returns. We have employed vector autoregression model using daily observations of Brent crude oil prices and Istanbul Stock Exchange National Index returns for the period between January...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2015-03-01
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| Series: | International Journal of Energy Economics and Policy |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/pub/ijeeep/issue/31912/350864?publisher=http-www-cag-edu-tr-ilhan-ozturk |