The aim of this study is to reveal the impact of VIX indexes, accepted as an international volatility index, on Istanbul Stock Exchange. For this purpose, the relationship between VIX index and BIST 100 index which is used to represent the Istanbul Stock Exchange has been examined Granger Causality test and Regression analysis. The result of the analysis show that there is a causality from VİX index to BİST 100 index statistically significant at 1% significance level. As a result of Regression analysis, VIX index effect BIST 100 index as negative. VIX index use a leading indicator for stock exchange investers
Alan : Sosyal, Beşeri ve İdari Bilimler
Dergi Türü : Ulusal
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