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

Author

Listed:
  • Hicabi Ersoy

    (Istanbul Ticaret Universitesi, Bankacilik ve Finans)

  • Ayben Koy

    (Istanbul Ticaret Universitesi, Bankacilik ve Finans)

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.

Suggested Citation

  • Hicabi Ersoy & Ayben Koy, 2016. "Euro ve ABD Dolari Kurlari ile Pay Senedi Endeksleri Arasindaki Iliskinin Incelenmesi: Borsa Istanbul Verileri Uzerine Ampirik Bir Calisma," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 5(2), pages 21-36, April.
    • Handle: RePEc:rbs:ijfbss:v:5:y:2016:i:2:p:21-36
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