Doğuş Üniversitesi Dergisi

Doğuş Üniversitesi Dergisi

Identification of ‘Pull’ & ‘Push’ Factors for the Portfolio Flows: SVAR Evidence From the Turkish Economy

Yazarlar: Levent KORAP

Cilt 11 , Sayı 2 , 2010 , Sayfalar -

Konular:-

Anahtar Kelimeler:Portfolio Flows,SVAR Analysis,Turkish Economy

Özet: In this paper, the determinants of the portfolio based capital flows are examined for the Turkish economy. Following the structural vector autoregression methodology, the estimation results reveal that the ‘push’ factors based on the external developments for the Turkish economy have a dominant role in explaining the behavior of the portfolio flows. Further, the domestic real interest rate as one of the main ‘pull’ factors has been found in a negative dynamic relationship with the portfolio flows. This result is attributed to that the dynamic course of the portfolio flows should not be related to the excess return possibilities of the real interest structure of the Turkish economy.

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@article{2010, title={Identification of ‘Pull’ & ‘Push’ Factors for the Portfolio Flows: SVAR Evidence From the Turkish Economy}, volume={11}, publisher={Doğuş Üniversitesi Dergisi}, author={Levent KORAP}, year={2010} }
APA
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Levent KORAP. (2010). Identification of ‘Pull’ & ‘Push’ Factors for the Portfolio Flows: SVAR Evidence From the Turkish Economy (Vol. 11). Vol. 11. Doğuş Üniversitesi Dergisi.
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Levent KORAP. Identification of ‘Pull’ & ‘Push’ Factors for the Portfolio Flows: SVAR Evidence From the Turkish Economy. no., Doğuş Üniversitesi Dergisi, 2010.
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