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Central Asian States (CAS) have diverse natural resources. This research aims to shed light on the finance-natural resource's association in the context of CAS namely Kazakhstan, Kyrgyzstan, Tajikistan, Turkmenistan, and Uzbekistan in 1996-2020 using the cross-sectionally augmented...
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The "technology bubble" in the late 1990s, the financial crisis in 2007/2008, and the Eurozone crisis generated significant losses across several asset classes. The objective of this paper is to investigate risk premia factors such as size, value, momentum, carry, quality, and low volatility and...
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This paper investigates the interaction between stock prices and real exchange rates by applying monthly data from Turkey for the period between January 2001 and September 2016. This study uses the autoregressive distributed lag (ARDL) model and the Error Correction Model (ECM) in order to...
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