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Effects of macroeconomic variables on Istanbul stock exchange indexes
16 references·11 citing·33 second hop
Effects of macroeconomic variables on Istanbul stock exchange indexes (2005)Effects of macroeconomic variables on Ist…Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries (2002)Stock market and macroeconomi…Volatility spillovers across equity markets: European evidence (1998)Volatility spillovers across …DYNAMIC RELATIONS BETWEEN MACROECONOMIC VARIABLES AND THE JAPANESE STOCK MARKET: AN APPLICATION OF A VECTOR ERROR CORRECTION MODEL (1995)DYNAMIC RELATIONS BETWEEN MAC…Hourly volatility spillovers between international equity markets (1994)Hourly volatility spillovers …MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE (1993)MEAN AND VOLATILITY SPILLOVER…Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Quasi-maximum likelihood esti…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Stock Returns, Expected Returns, and Real Activity (1990)Stock Returns, Expected Retur…Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The Fiscal and Monetary Linkage Between Stock Returns and Inflation (1983)The Fiscal and Monetary Linka…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Inflation, Rational Valuation and the Market (1979)Inflation, Rational Valuation…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Exchange rate movement and stock market performance: An application of the ARDL model (2022)Exchange rate movement and st…Does macroeconomic uncertainty really matter in predicting stock market behavior? A comparative study on China and USA (2020)Does macroeconomic uncertaint…Macroeconomic indicators and their impact on stock markets in ASIAN 3: A pooled mean group approach (2018)Macroeconomic indicators and …Asymmetric effects of industrial production, money supply and exchange rate changes on stock returns in Turkey (2018)Asymmetric effects of industr…Conditional volatility nexus between stock markets and macroeconomic variables (2017)Conditional volatility nexus …Measuring relative development level of stock markets: Capacity and effort of countries (2014)Measuring relative developmen…Macroeconomic Variables, Volatility and Stock Market Returns: A Case of Nairobi Securities Exchange, Kenya (2014)Macroeconomic Variables, Vola…An Econometric Analysis of the Impact of Macroeconomic Fundamentals on Stock Market Returns in Ghana (2014)An Econometric Analysis of th…The Sri Lankan stock market and the macroeconomy: an empirical investigation (2011)The Sri Lankan stock market a…The impact of macroeconomic indicators on Vietnamese stock prices (2009)The impact of macroeconomic i…Common factors in international securitized real estate markets (2008)Common factors in internation…MONEY, INCOME, AND CAUSALITY (1972)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Stock Returns and the Term Structure (1985)Oil price shocks and stock market activity (1999)The Behavior of Stock-Market Prices (1965)Transmission of Volatility between Stock Markets (1990)Fundamentals and Stock Returns in Japan (1991)Asymmetric Volatility and Risk in Equity Markets (2000)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Asset Prices in an Exchange Economy (1978)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Idiosyncratic Risk Matters! (2003)There is a risk-return trade-off after all (2005)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
  • 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation978 cited
  • 1979Inflation, Rational Valuation and the Market944 cited
  • 1995DYNAMIC RELATIONS BETWEEN MACROECONOMIC VARIABLES AND THE JAPANESE STOCK MARKET: AN APPLICATION OF A VECTOR ERROR CORRECTION MODEL685 cited
  • 2002Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries400 cited
  • 1994Hourly volatility spillovers between international equity markets389 cited

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1993
MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE
313 cited
  • 1998Volatility spillovers across equity markets: European evidence181 cited
  • Cited by

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    • 2014Macroeconomic Variables, Volatility and Stock Market Returns: A Case of Nairobi Securities Exchange, Kenya83 cited
    • 2009The impact of macroeconomic indicators on Vietnamese stock prices70 cited
    • 2020Does macroeconomic uncertainty really matter in predicting stock market behavior? A comparative study on China and USA66 cited
    • 2014Measuring relative development level of stock markets: Capacity and effort of countries50 cited
    • 2018Asymmetric effects of industrial production, money supply and exchange rate changes on stock returns in Turkey46 cited
    • 2014An Econometric Analysis of the Impact of Macroeconomic Fundamentals on Stock Market Returns in Ghana44 cited
    • 2011The Sri Lankan stock market and the macroeconomy: an empirical investigation39 cited
    • 2008Common factors in international securitized real estate markets38 cited
    • 2022Exchange rate movement and stock market performance: An application of the ARDL model35 cited
    • 2017Conditional volatility nexus between stock markets and macroeconomic variables32 cited