Döviz Kuru, Faiz Oranı ile BİST100 ve BİST Ulaştırma Endeksi Arasındaki İlişkinin Ampirik Analizi
Ampiric Analysis of Relationship Between Exchange Rate, Interest Rate and BIST100 and BIST Transportation Index
Author(s): Abdulkadir AliciSubject(s): Business Economy / Management, Methodology and research technology, Financial Markets
Published by: İşletme Araştırmaları Dergisi
Keywords: BIST100; BIST Transport Index; Toda-Yamamato (1995) causality analysis; Hatemi-J (2012) asymmetric causality analysis;
Summary/Abstract: Purpose – This study aims to reveal the relationship between exchange rate (US Dollar), interest rate (government bond interest rate) and Borsa İstanbul Transportation (XULAS) index and Borsa İstanbul 100 (BIST 100) indices. In addition, it is desired to test the degree of consistency between the results of the study and previous studies. Most importantly, there is no study done with the transportation index, and contributing to the literature is one of the other purposes of this study.
Journal: İşletme Araştırmaları Dergisi
- Issue Year: 12/2020
- Issue No: 2
- Page Range: 1573-1584
- Page Count: 12
- Language: Turkish