Atıf Sayısı
3
Görüntüleme
139
İndirme
51
In this study, we examine the effects of the three important international financial indexes such as VIX, US dollar and MOVE indexes on developed and developing countries foreign exchange rates. For this purpose, the study includes 1007 daily observations belongs to the period of 01 May 2013 - 11 May 2017 and the VIX, the US dollar and the MOVE index are analyzed causality on the exchange rates of the Eurozone Currency (Euro), Brazil, Indonesia, India, South Africa, Japan, Hungary, Poland, Russia and Turkey. According to the result of Granger causality test; VIX index causes Euro, Hungarian forint, Indonesian rupee, Japanese yen and Polish zloty; US dollar index causes Brazilian real and Japanese yen and The MOVE index causes Indian rupees and Russian ruble.
ın this study we examined the effects of the three important international financial indexes such as vix us dollar and move indexes on developed and developing countries foreign exchange rates for this purpose the study includes 1007 daily observations carried to the period of 01 may 2013 11 may 2017 and the vix the us dollar and the move index are analyzed causality on the exchange rates of the eurozone currency eurozil bra ındonesia ındia suth africa japan hungary poland russia and turkey according to the result of the vix the vix the vix and so far from the vix in the index to the vix in the vix and so farn index to a few months of a few months of the change in the change in the change in the vix and therefore in the change in the result of the vix and so farinnia of the change in the change in the change in the change in the change in the change in the change of the change of the vungary in the vungary in the change of the vungary in the change in the change in the result of the result of the change in the change of the vi
Alan : Sosyal, Beşeri ve İdari Bilimler
Dergi Türü : Uluslararası
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