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

Summary/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.

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