The relationship between exchange rates and stock markets for the fragile five countries

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dc.authorid0000-0002-2506-6634en_US
dc.contributor.authorHersi, Kadra Yusuf
dc.contributor.authorKoy, Ayben
dc.date.accessioned2021-02-05T10:06:33Z
dc.date.available2021-02-05T10:06:33Z
dc.date.issued2020en_US
dc.departmentFakülteler, İşletme Fakültesi, Finans ve Bankacılık Bölümüen_US
dc.description.abstractThis paper aims to determine the significance relation and direction of stock markets and exchange rate on Fragile five Countries (South Africa, Turkey, Indonesia, India, and Brazil) from January 2010 to December 2019. This study applied the VAR Analysis and Granger Causality Test to determine the relationship between exchange rates and stock indexes. The results show that South Africa and Turkey exchange rates and stock indexes are in bidirectional relationships, for India and Brazil, there is a one-way causality finding from the exchange rate to stock price, and the results for Indonesia show no causality.en_US
dc.identifier.endpage13en_US
dc.identifier.issue1en_US
dc.identifier.startpage1en_US
dc.identifier.urihttps://hdl.handle.net/11467/4648
dc.identifier.volume6en_US
dc.language.isoenen_US
dc.publisherİstanbul Ticaret Üniversitesien_US
dc.relation.ispartofJournal of International Trade, Logistics and Lawen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectExchange Rateen_US
dc.subjectStock Indexesen_US
dc.subjectGranger Causalityen_US
dc.titleThe relationship between exchange rates and stock markets for the fragile five countriesen_US
dc.typeArticleen_US

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