Browsing Dept. of Management - Master's degree by Keywords "VAR model"
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Dynamic relationship between macroeconomic variables and returns on Turkish rela estate investment trusts (Bilkent University, 2012)The purpose of this thesis is to examine the dynamic relationship between the returns on Turkish real estate investment trusts (REITs) and macroeconomic variables for the period between 2000 and 2011. Market returns, ...