Cilt 8 Sayı 2 (2020): Business & Management Studies: An International Journal
Makaleler

DÖVİZ KURUNUN BORSA ENDEKSLERİ ÜZERİNDEKİ ETKİSİ

Mustafa Hasan HAMAD AMEEN
Y.L. Öğr., Anadolu Üniversitesi
Melik KAMIŞLI
Dr. Öğr. Üyesi, Bilecik Şeyh Edebali Üniversitesi
Fatih TEMIZEL
Prof. Dr., Anadolu Üniversitesi

Yayınlanmış 2020-06-25

Anahtar Kelimeler

  • Stock Indices, Exchange Rate, VAR Model
  • Stok Endeksleri, Döviz Kuru, VAR Modeli

Nasıl Atıf Yapılır

HAMAD AMEEN, M. H., KAMIŞLI, M., & TEMIZEL, F. (2020). DÖVİZ KURUNUN BORSA ENDEKSLERİ ÜZERİNDEKİ ETKİSİ. Business & Management Studies: An International Journal, 8(2), 2044–2062. https://doi.org/10.15295/bmij.v8i2.1485

Özet

Dünyada kullanılan para birimleri arasında Amerikan Doları daha sık kullanılmış ve ulusal para olarak kabul edilmiştir. Bu nedenle uluslararası ticarette de yerini almış, bununla beraber ülkelerin borsa endekslerini de etkilemiştir. Bu çalışmanın amacı BİST-100 endeksi ile döviz kurları arasında kısa dönemde bir ilişki olup olmadığını, VAR modeli ile araştırmaktır. Bu amaçla, USD/TL kuru paritesinin BİST-100 endeksine etkisi incelenmiştir. Veri seti olarak 2009 yılının Ocak ayından 2020 yılının Mart ayına kadar aylık veriler kullanılmıştır. Yapılan analiz sonucunda elde edilen bulgulara göre BİST-100 endeksi ile USD/TL kuru arasında tek yönlü nedensellik ilişkisi tespit edilmiştir. Bununla beraber etki-tepki fonksiyonları anlamlı olup her iki değişkenin de birbirlerinden gelen şoklarda negatif tepki verdikleri gözlemlenmiştir.

İndirmeler

İndirme verileri henüz mevcut değil.

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