This study investigates the impact of global crude oil and global natural gas prices on the stocks price movements of the energy companies using multivariate regression and impulse response function analysis. Our data sets consist of global crude oil prices, global natural gas prices, stock...

In economics, the relation between import volume and inflation rate has been discussed several times for different countries. This study investigates the relationship between inflation and import volume by using monthly time series data for the Turkish economy over the period 1995-2010. The...

In this study we analyze the relationship between the Consumer Price Index (CPI) and the Producer Price Index (PPI) in Turkey. We test long run, short run and causality relationship of these series. Johansen's cointegration tests present a long run relationship between these series. Vector error...

The main aim of this paper is to investigate the dynamic relationship and volatility spillover between the stock markets in Turkey and the United States under the conditions for Turkey's accession to the European Union. This study uses bivariate cointegration, ECM, CGARCH and threshold...

This study investigates the impact of global crude oil and global natural gas prices on the stocks price movements of the energy companies using multivariate regression and impulse response function analysis. Our data sets consist of global crude oil prices, global natural gas prices, stock...

Financial crisis not only have statistically but also economically significant impact on global equity market returns. This study analyzes whether current financial crisis affect the equity market returns of Balkan transition economies and what is the extent of such impact by employing...