THE RELATIONSHIP BETWEEN BIST INDUSTRY INDEX AND VARIOUS METALS: TODA-YAMAMOTO CAUSALITY TEST BİST SINAİ ENDEKSİ İLE ÇEŞİTLİ METALLER ARASINDAKİ İLİŞKİ: TODA-YAMAMOTO NEDENSELLİK TESTİ
Metals are important for many government, institutions and people from the past to the present. The metals that attract attention due to the fact that they are raw or auxiliary materials in terms of industrial establishments have recently been included in the portfoio as an investment instrument. The aim of this study is to examine the relationship between the BIST industry index and the metals (aluminum, copper, nickel, lead) selected according to the criteria of frequenty used by the Toda Yamamoto causality test for the period 2004:08 - 2016:08. According to the results of the analysis, while there is a causality from aluminum and copper to Bist Industry Index, no causality from other metals to industry index. In addition, it has been detected that there is no causaltiy from BIST Industry Index to aluminum and copper when the mutual causality relation is examined.
Keywords
BIST, Industry Index, Metals, Toda-Yamamoto, Bootstrap
@article{2017,title={THE RELATIONSHIP BETWEEN BIST INDUSTRY INDEX AND VARIOUS METALS: TODA-YAMAMOTO CAUSALITY TEST},abstractNode={Metals are important for many government, institutions and people from the past to the present. The metals that attract attention due to the fact that they are raw or auxiliary materials in terms of industrial establishments have recently been included in the portfoio as an investment instrument. The aim of this study is to examine the relationship between the BIST industry index and the metals (aluminum, copper, nickel, lead) selected according to the criteria of frequenty used by the Toda Yamamoto causality test for the period 2004:08 - 2016:08. According to the results of the analysis, while there is a causality from aluminum and copper to Bist Industry Index, no causality from other metals to industry index. In addition, it has been detected that there is no causaltiy from BIST Industry Index to aluminum and copper when the mutual causality relation is examined.},author={Sümeyra GAZEL},year={2017},journal={The Journal of Academic Social Science}}
Sümeyra GAZEL . 2017 . THE RELATIONSHIP BETWEEN BIST INDUSTRY INDEX AND VARIOUS METALS: TODA-YAMAMOTO CAUSALITY TEST . The Journal of Academic Social Science.DOI:10.16992/ASOS.12637
Sümeyra GAZEL.(2017).THE RELATIONSHIP BETWEEN BIST INDUSTRY INDEX AND VARIOUS METALS: TODA-YAMAMOTO CAUSALITY TEST.The Journal of Academic Social Science
Sümeyra GAZEL,"THE RELATIONSHIP BETWEEN BIST INDUSTRY INDEX AND VARIOUS METALS: TODA-YAMAMOTO CAUSALITY TEST" , The Journal of Academic Social Science (2017)
Sümeyra GAZEL . 2017 . THE RELATIONSHIP BETWEEN BIST INDUSTRY INDEX AND VARIOUS METALS: TODA-YAMAMOTO CAUSALITY TEST . The Journal of Academic Social Science . 2017. DOI:10.16992/ASOS.12637
Sümeyra GAZEL .THE RELATIONSHIP BETWEEN BIST INDUSTRY INDEX AND VARIOUS METALS: TODA-YAMAMOTO CAUSALITY TEST. The Journal of Academic Social Science (2017)
Sümeyra GAZEL .THE RELATIONSHIP BETWEEN BIST INDUSTRY INDEX AND VARIOUS METALS: TODA-YAMAMOTO CAUSALITY TEST. The Journal of Academic Social Science (2017)
Format:
Sümeyra GAZEL. (2017) .THE RELATIONSHIP BETWEEN BIST INDUSTRY INDEX AND VARIOUS METALS: TODA-YAMAMOTO CAUSALITY TEST The Journal of Academic Social Science
Sümeyra GAZEL . THE RELATIONSHIP BETWEEN BIST INDUSTRY INDEX AND VARIOUS METALS: TODA-YAMAMOTO CAUSALITY TEST . The Journal of Academic Social Science . 2017 doi:10.16992/ASOS.12637
Sümeyra GAZEL."THE RELATIONSHIP BETWEEN BIST INDUSTRY INDEX AND VARIOUS METALS: TODA-YAMAMOTO CAUSALITY TEST",The Journal of Academic Social Science(2017)