THE EFFECT OF MACROECONOMIC FACTORS ON ASSET RETURNS: A COMPARATIVE ANALYSIS OF THE GERMAN AND THE TURKISH STOCK MARKETS IN AN APT FRAMEVVORK FAKTÖRLERİN VARLIK GETİRİ ORANLARI ÜZERİNDEKİ ETKİSİ: AFT ÇERÇEVESİNDE ALMAN ve TÜRK SERMAYE PİYASALARININ KARŞILAŞTIRMALI ANALİZİ

THE EFFECT OF MACROECONOMIC FACTORS ON ASSET RETURNS: A COMPARATIVE ANALYSIS OF THE GERMAN AND THE TURKISH STOCK MARKETS IN AN APT FRAMEVVORK

2005-Cilt: 6 - Sayı: 23

217-237

Asset Pricing, Arbitrage Pricing Theory, Capital Asset Pricing Model, Factor Analysis, Principle Compoııents Analysis, Factor Betas, Macroeconomic Factors, Capital Market

Asset Pricing, Arbitrage Pricing Theory, Capital Asset Pricing Model, Factor Analysis, Principle Compoııents Analysis, Factor Betas, Macroeconomic Factors, Capital Market

15785

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