Euro ve ABD Dolari Kurlari ile Pay Senedi Endeksleri Arasindaki Iliskinin Incelenmesi: Borsa Istanbul Verileri Uzerine Ampirik Bir Calisma

Hicabi Ersoy and Ayben Koy
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Hicabi Ersoy: Istanbul Ticaret Universitesi, Bankacilik ve Finans
Ayben Koy: Istanbul Ticaret Universitesi, Bankacilik ve Finans

International Journal of Finance & Banking Studies, 2016, vol. 5, issue 2, 21-36

Abstract: Bu calismada Turkiye’de pay senetleri fiyatlari ile doviz kurlari arasindaki iliski, VAR metodu (vektor oto regresyon modeli) kullanilarak arastirilmistir. Doviz kurlari ve pay senedi fiyatlarindan olusan degiskenler arasinda dogrusal bir baginti olup olmadiginin tespiti amaciyla bu model kullanilmistir. Bu amacla, doviz kurlari, BIST Banka ve BIST Sinai endeksleri ele alinmistir. Veriler Ocak 2011’den Aralik 2014’e kadar olan doneme ait gunluk degismeleri icermektedir. Turkiye’de en fazla islem yapilan doviz kurlari ABD dolari ve Euro oldugu icin, bu kurlar tercih edilmistir.

Keywords: Doviz Kuru; Pay Senedi Endeksi; Banka Endeksi; Sanayi Endeksi; Borsa Istanbul (search for similar items in EconPapers)
Date: 2016
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