{"id":2354,"date":"2013-07-22T22:43:24","date_gmt":"2013-07-22T19:43:24","guid":{"rendered":"http:\/\/www.berjournal.com\/?p=2354"},"modified":"2013-07-23T12:48:33","modified_gmt":"2013-07-23T09:48:33","slug":"borsa-getiri-orani-ve-faiz-orani-arasindaki-iliskinin-dogrusal-olmayan-yontemlerle-analizi-turkiye-ornegi","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/borsa-getiri-orani-ve-faiz-orani-arasindaki-iliskinin-dogrusal-olmayan-yontemlerle-analizi-turkiye-ornegi","title":{"rendered":"Borsa Getiri Oran\u0131 ve Faiz Oran\u0131 Aras\u0131ndaki \u0130li\u015fkinin Do\u011frusal Olmayan Y\u00f6ntemlerle Analizi: T\u00fcrkiye \u00d6rne\u011fi"},"content":{"rendered":"\n\n<\/colgroup>\n\n\n\n\n\n\n\n
Makale Bilgileri<\/b><\/span><\/span><\/td>\n<\/tr>\n
Dergi: <\/b><\/span><\/span>\u0130\u015fletme ve Ekonomi Ara\u015ft\u0131rmalar\u0131 Dergisi
\n<\/span>Makalenin Ba\u015fl\u0131\u011f\u0131:<\/b><\/span><\/span> Borsa Getiri Oran\u0131 ve Faiz Oran\u0131 Aras\u0131ndaki \u0130li\u015fkinin
\n<\/span>Do\u011frusal Olmayan Y\u00f6ntemlerle Analizi: T\u00fcrkiye \u00d6rne\u011fi
\n<\/span>Yazar(lar):<\/b><\/span><\/span> Yusuf Ekrem Akba\u015f
\n<\/span>Cilt: <\/b><\/span><\/span>4
\n<\/span>Say\u0131: <\/b><\/span><\/span>3
\n<\/span>Y\u0131l: <\/b><\/span><\/span>2013
\n<\/span>Sayfa:<\/b><\/span><\/span> 21- 40
\n<\/span>ISSN: <\/b><\/span><\/span>1309-2448<\/span><\/td>\n<\/tr>\n
\u00d6zet<\/b><\/span><\/span><\/td>\n<\/tr>\n
\n

Bu \u00e7al\u0131\u015fmada, T\u00fcrkiye\u2019de 1986:01-2012:07 d\u00f6neminde \u0130stanbul Menkul K\u0131ymetler Borsas\u0131 (\u0130MKB) getiri oran\u0131 ile faiz oran\u0131na ait serilerin do\u011frusal olup olmad\u0131\u011f\u0131n\u0131 ve dura\u011fanl\u0131k yap\u0131s\u0131 analiz edilmi\u015ftir. Bu serilerin analiz edilmesinde, Caner ve Hansen (2002) taraf\u0131ndan geli\u015ftirilen do\u011frusall\u0131k ve birim k\u00f6k testleri kullan\u0131lm\u0131\u015ft\u0131r. Bu testler sonucunda serilerin do\u011frusal d\u0131\u015f\u0131 oldu\u011fu ve her iki serinin de 2 rejimli oldu\u011fu sonucuna ula\u015f\u0131lm\u0131\u015ft\u0131r. Ayr\u0131ca faiz oran\u0131na ait seride iki rejimin de birim k\u00f6kl\u00fc oldu\u011fu, \u0130stanbul Menkul K\u0131ymetler Borsas\u0131 getiri oran\u0131na ait serinin ise 1.rejimin dura\u011fan, ikinci rejimin birim k\u00f6kl\u00fc oldu\u011fu sonucuna ula\u015f\u0131lm\u0131\u015ft\u0131r. Son olarak \u0130stanbul Menkul K\u0131ymetler Borsas\u0131 getiri oran\u0131n ba\u011f\u0131ml\u0131 de\u011fi\u015fken, faiz oran\u0131n\u0131n a\u00e7\u0131klay\u0131c\u0131 de\u011fi\u015fken oldu\u011fu modelde, e\u015fb\u00fct\u00fcnle\u015fme olup olmad\u0131\u011f\u0131 Hansen-Seo (2002) testiyle analiz edilmi\u015ftir. Analiz sonucunda \u0130stanbul Menkul K\u0131ymetler Borsas\u0131 getiri oran\u0131yla faiz oran\u0131 aras\u0131nda e\u015fb\u00fct\u00fcnle\u015fme ili\u015fkisi tespit edilmi\u015ftir.<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Anahtar Kelimeler:<\/b><\/span><\/span> Borsa Getiri Oran\u0131, Faiz Oran\u0131, Do\u011frusal D\u0131\u015f\u0131l\u0131k, Do\u011frusal D\u0131\u015f\u0131 Birim K\u00f6k Testi, Do\u011frusal D\u0131\u015f\u0131 E\u015fb\u00fct\u00fcnle\u015fme Testi, T\u00fcrkiye<\/span><\/p>\n<\/td>\n<\/tr>\n

JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/b><\/span><\/span> E44, E43, C22<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

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\r\n \"https:\/\/www.berjournal.com\/tr\/wp-content\/uploads\/icons\/pdf.gif\"\r\n <\/td>\r\n \r\n \r\nTam Metin\r\n<\/b> ( \u2193<\/span> 3531)<\/a> <\/td>\r\n <\/tr>\r\n<\/table><\/p>\n
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Makale Bilgileri Dergi: \u0130\u015fletme ve Ekonomi Ara\u015ft\u0131rmalar\u0131 Dergisi Makalenin Ba\u015fl\u0131\u011f\u0131: Borsa Getiri Oran\u0131 ve Faiz Oran\u0131 Aras\u0131ndaki \u0130li\u015fkinin Do\u011frusal Olmayan Y\u00f6ntemlerle Analizi: T\u00fcrkiye \u00d6rne\u011fi Yazar(lar): Yusuf Ekrem Akba\u015f Cilt: 4 Say\u0131: 3 Y\u0131l: 2013 Sayfa: 21- 40 ISSN: 1309-2448 \u00d6zet Bu \u00e7al\u0131\u015fmada, T\u00fcrkiye\u2019de 1986:01-2012:07 d\u00f6neminde \u0130stanbul Menkul K\u0131ymetler Borsas\u0131 (\u0130MKB) getiri oran\u0131 ile faiz oran\u0131na […]<\/p>\n

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