Atıf Sayısı
34
Görüntüleme
77
İndirme
29
Depending on the financial liberalization, financial markets have begun to move together. The aim of this study made on the basis of integration of financial markets is to determine the causality relationship between BIST 100 index and VIX index. In the study covering 02/01/2009-11/01/2013 period, time series related to BIST 100 index and VIX index are used. In the research, Johansen-Juselius cointegration test and vector error correction model are applied. Johansen-Juselius cointegration test results show that there is cointegration between BIST 100 index and VIX index; however error correction model indicates BIST 100 index are affected by VIX index
Alan : Sosyal, Beşeri ve İdari Bilimler
Dergi Türü : Ulusal
Makale Detay 
Atıf Yapanlar
Benzer Makaleler
Dergi Bilgisi
Eseri Dinleyin
Bu Sayfayı Yazdırın
Paylaş
Mendeley
