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Euro ve ABD Dolar? Kurlar? ile Pay Senedi Endeksleri Aras?ndaki ?li?kinin ?ncelenmesi

Author

Listed:
  • Hicabi Ersoy
  • Ayben Koy

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.

Suggested Citation

  • Hicabi Ersoy & Ayben Koy, 2016. "Euro ve ABD Dolar? Kurlar? ile Pay Senedi Endeksleri Aras?ndaki ?li?kinin ?ncelenmesi," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 5(2), pages 21-36, March.
    • Handle: RePEc:rbs:ijfbss:v:5:y:2016:i:2:id:353
    DOI: 10.20525/ijfbs.v5i2.269
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