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BORSA İSTANBUL 100 ENDEKSİ İLE DÖVİZ KURLARI ARASINDAKİ DİNAMİK İLİŞKİNİN BELİRLENMESİ

2017

Journal:

Asos Journal

Author:

DOI:

Abstract:

Bu çalışmada, Borsa İstanbul 100 Endeksi (BIST) ile Dolar/TL Kuru (USD) ve Avro/TL Kuru (EUR) arasındaki dinamik ilişkinin belirlenmesi amaçlanmıştır. Çalışmada öncelikle Türkiye Ekonomisinin finansal yapısının dinamikleri tarihsel perspektifle açıklanmıştır. Çalışmada, 2002-2015 dönemleri arasında aylık veriler kullanılarak seriler arasındaki ilişki Gregory ve Hansen (1996) eşbütünleşme testi ve Toda-Yamamoto (1995) Granger nedensellik testi ile analiz edilmiştir. Test sonuçlarına göre BIST ve USD kuru serileri arasında uzun dönem ilişkisinin olmadığı tespit edilmiş fakat aralarında tek yönlü Granger nedensellik ilişkisi olduğu belirlenmiştir. BIST100 endeksi ile EUR kuru arasında herhangi bir yönde Granger nedensellik ilişkisi tespit edilememiştir.

Keywords:

Determining Of The Dynamic Relationship Between Borsa Istanbul 100 Index and Exchange Rates

2017

Journal:

Asos Journal

Author:

DOI:

10.16992/ASOS.12260

Abstract:

In this study, aim to determine the dynamic relationship between XU100 index and Dollar (USD/TRY) and Euro exchange rate (EUR/TRY). In this study firstly, dynamics of Turkish Economy’s financial structure are clarified in historical perspective. This study uses the monthly data between the 2002-2015 period to analyze the relationship between the series with Gregory and Hansen (1996) causality test and Toda-Yamamoto (1995) granger causality test. According to the results our study reported that there is no long-term relationship between XU100 and USD series, but demonstrate the existence of a unidirectional granger causal relationship. There is no granger causality relationship from XU100 to EUR rates.

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Asos Journal

Field : Eğitim Bilimleri; Filoloji; Güzel Sanatlar; Hukuk; İlahiyat; Sosyal, Beşeri ve İdari Bilimler; Spor Bilimleri

Journal Type : Uluslararası

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Article : 5.146

Cite : 9.838

2023 Impact : 0.075

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BORSA İSTANBUL 100 ENDEKSİ İLE DÖVİZ KURLARI ARASINDAKİ DİNAMİK İLİŞKİNİN BELİRLENMESİ

2017

Journal:

Asos Journal

Author:

DOI:

10.16992/ASOS.12260

Abstract:

Keywords:

Determining Of The Dynamic Relationship Between Borsa Istanbul 100 Index and Exchange Rates

2017

Journal:

Asos Journal

Author:

DOI:

10.16992/ASOS.12260

Abstract:

Keywords:

Citation Owners

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus Access
If you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.

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Mendeley

Endnote

BORSA İSTANBUL 100 ENDEKSİ İLE DÖVİZ KURLARI ARASINDAKİ DİNAMİK İLİŞKİNİN BELİRLENMESİ

2017

Journal:

Asos Journal

Author:

DOI:

10.16992/ASOS.12260

Abstract:

Keywords:

Determining Of The Dynamic Relationship Between Borsa Istanbul 100 Index and Exchange Rates

2017

Journal:

Asos Journal

Author:

DOI:

10.16992/ASOS.12260

Abstract:

Keywords:

Citation Owners

Attention! To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus AccessIf you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.

Similar Articles

Asos Journal

Metrics

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus Access
If you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.