Ozcelebi, Oguzhan - In: Global Business and Economics Review 16 (2014) 2, pp. 179-201
It is important to identify the effects of stock prices on financial and macroeconomic variables when the development of capital markets is concerned. In this study, AB type-SVAR models are employed, whereupon impulse response functions (IRFs) and forecast error variance decompositions (FEVDs)...