The real estate industry in Turkey: a time series analysis
Abstract
The aim of this paper is to explore the impact of the exchange rate, the gold price, and the BIST100 Borsa Istanbul Index on the price of real estate stocks in the Turkish stock market, using monthly data from 2004 to 2016. To this effect, we apply DOLS, FMOLS, ARDL, and Markov Switching tests. Moreover, we also apply the Toda and Yamamoto causality test to explore the causality in the impact of the exchange rate and the gold price on the price...
Paper Details
Title
The real estate industry in Turkey: a time series analysis
Published Date
Feb 28, 2018
Journal
Volume
41
Issue
5-6
Pages
427 - 439
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