Euro ve ABD Dolar? Kurlar? ile Pay Senedi Endeksleri Aras?ndaki ?li?kinin ?ncelenmesi
Open Access
- 21 March 2016
- journal article
- Published by Center for Strategic Studies in Business and Finance SSBFNET in International Journal of Finance & Banking Studies (2147-4486)
- Vol. 5 (2), 21-36
- https://doi.org/10.20525/ijfbs.v5i2.269
Abstract
Bu çal??mada Türkiye’de pay senetleri fiyatlar? ile döviz kurlar? aras?ndaki ili?ki, VAR metodu (vektör oto regresyon modeli) kullan?larak ara?t?r?lm??t?r. Döviz kurlar? ve pay senedi fiyatlar?ndan olu?an de?i?kenler aras?nda do?rusal bir ba??nt? olup olmad???n?n tespiti amac?yla bu model kullan?lm??t?r. Bu amaçla, döviz kurlar?, B?ST Banka ve B?ST S?nai endeksleri ele al?nm??t?r. Veriler Ocak 2011’den Aral?k 2014’e kadar olan döneme ait günlük de?i?meleri içermektedir. Türkiye’de en fazla i?lem yap?lan döviz kurlar? ABD dolar? ve Euro oldu?u için, bu kurlar tercih edilmi?tir.Keywords
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