DETERMINING OF THE DYNAMIC RELATIONSHIP BETWEEN BORSA ISTANBUL 100 INDEX AND EXCHANGE RATES BORSA İSTANBUL 100 ENDEKSİ İLE DÖVİZ KURLARI ARASINDAKİ DİNAMİK İLİŞKİNİN BELİRLENMESİ
In this study, aim to determine the dynamic relationship between XU100 index and Dollar (USD/TRY) and Euro exchange rate (EUR/TRY). In this study firstly, dynamics of Turkish Economy’s financial structure are clarified in historical perspective. This study uses the monthly data between the 2002-2015 period to analyze the relationship between the series with Gregory and Hansen (1996) causality test and Toda-Yamamoto (1995) granger causality test. According to the results our study reported that there is no long-term relationship between XU100 and USD series, but demonstrate the existence of a unidirectional granger causal relationship. There is no granger causality relationship from XU100 to EUR rates.
@article{2017,title={DETERMINING OF THE DYNAMIC RELATIONSHIP BETWEEN BORSA ISTANBUL 100 INDEX AND EXCHANGE RATES},abstractNode={In this study, aim to determine the dynamic relationship between XU100 index and Dollar (USD/TRY) and Euro exchange rate (EUR/TRY). In this study firstly, dynamics of Turkish Economy’s financial structure are clarified in historical perspective. This study uses the monthly data between the 2002-2015 period to analyze the relationship between the series with Gregory and Hansen (1996) causality test and Toda-Yamamoto (1995) granger causality test. According to the results our study reported that there is no long-term relationship between XU100 and USD series, but demonstrate the existence of a unidirectional granger causal relationship. There is no granger causality relationship from XU100 to EUR rates.},author={Emre ÜRKMEZ-- Togan KARATAŞ},year={2017},journal={The Journal of Academic Social Science}}
Emre ÜRKMEZ-- Togan KARATAŞ . 2017 . DETERMINING OF THE DYNAMIC RELATIONSHIP BETWEEN BORSA ISTANBUL 100 INDEX AND EXCHANGE RATES . The Journal of Academic Social Science.DOI:10.16992/ASOS.12260
Emre ÜRKMEZ-- Togan KARATAŞ.(2017).DETERMINING OF THE DYNAMIC RELATIONSHIP BETWEEN BORSA ISTANBUL 100 INDEX AND EXCHANGE RATES.The Journal of Academic Social Science
Emre ÜRKMEZ-- Togan KARATAŞ,"DETERMINING OF THE DYNAMIC RELATIONSHIP BETWEEN BORSA ISTANBUL 100 INDEX AND EXCHANGE RATES" , The Journal of Academic Social Science (2017)
Emre ÜRKMEZ-- Togan KARATAŞ . 2017 . DETERMINING OF THE DYNAMIC RELATIONSHIP BETWEEN BORSA ISTANBUL 100 INDEX AND EXCHANGE RATES . The Journal of Academic Social Science . 2017. DOI:10.16992/ASOS.12260
Emre ÜRKMEZ-- Togan KARATAŞ .DETERMINING OF THE DYNAMIC RELATIONSHIP BETWEEN BORSA ISTANBUL 100 INDEX AND EXCHANGE RATES. The Journal of Academic Social Science (2017)
Emre ÜRKMEZ-- Togan KARATAŞ .DETERMINING OF THE DYNAMIC RELATIONSHIP BETWEEN BORSA ISTANBUL 100 INDEX AND EXCHANGE RATES. The Journal of Academic Social Science (2017)
Format:
Emre ÜRKMEZ-- Togan KARATAŞ. (2017) .DETERMINING OF THE DYNAMIC RELATIONSHIP BETWEEN BORSA ISTANBUL 100 INDEX AND EXCHANGE RATES The Journal of Academic Social Science
Emre ÜRKMEZ-- Togan KARATAŞ . DETERMINING OF THE DYNAMIC RELATIONSHIP BETWEEN BORSA ISTANBUL 100 INDEX AND EXCHANGE RATES . The Journal of Academic Social Science . 2017 doi:10.16992/ASOS.12260
Emre ÜRKMEZ-- Togan KARATAŞ."DETERMINING OF THE DYNAMIC RELATIONSHIP BETWEEN BORSA ISTANBUL 100 INDEX AND EXCHANGE RATES",The Journal of Academic Social Science(2017)