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A Study on the Relationship between Shares and Inflation, Exchange Rates and Interest Rates with the use OF Canonical Correlation Analysis

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  • Aysan Sentürk

Abstract

The present study explores the relationship between a group of shares exchanged in the Istanbul Stock Exchange and inflation, exchange rate and interest rates. In particular, the study aims to uncover the functional and canonical relations between these variables for the purpose of obtaining finding that would inform investors and speculators in their decision making.

Suggested Citation

  • Aysan Sentürk, 2007. "A Study on the Relationship between Shares and Inflation, Exchange Rates and Interest Rates with the use OF Canonical Correlation Analysis," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 43-64.
    • Handle: RePEc:bas:econst:y:2007:i:3:p:43-64
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    References listed on IDEAS

    as
    1. Boumahdi, Rachid & Thomas, Alban, 2006. "Instrument relevance and efficient estimation with panel data," Economics Letters, Elsevier, vol. 93(2), pages 305-310, November.
    2. Zanakis, Stelios H. & Alvarez, Cecilia & Li, Vivian, 2007. "Socio-economic determinants of HIV/AIDS pandemic and nations efficiencies," European Journal of Operational Research, Elsevier, vol. 176(3), pages 1811-1838, February.
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    More about this item

    JEL classification:

    • C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other

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