{"id":2799,"date":"2014-08-05T17:19:16","date_gmt":"2014-08-05T14:19:16","guid":{"rendered":"http:\/\/www.berjournal.com\/?p=2799"},"modified":"2014-08-07T22:19:12","modified_gmt":"2014-08-07T19:19:12","slug":"turkiyede-doviz-kuru-faiz-orani-ve-borsa-getirisi-iliskisi-ampirik-bir-analiz","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/turkiyede-doviz-kuru-faiz-orani-ve-borsa-getirisi-iliskisi-ampirik-bir-analiz","title":{"rendered":"T\u00fcrkiye\u2019de D\u00f6viz Kuru-Faiz Oran\u0131 ve Borsa Getirisi \u0130li\u015fkisi: Ampirik Bir Analiz"},"content":{"rendered":"\n\n\n\n
Makale Bilgileri<\/td>\n<\/tr>\n
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Dergi:<\/td>\n\u0130\u015fletme ve Ekonomi Ara\u015ft\u0131rmalar\u0131 Dergisi<\/td>\n<\/tr>\n
Makalenin Ba\u015fl\u0131\u011f\u0131:<\/td>\nT\u00fcrkiye\u2019de D\u00f6viz Kuru-Faiz Oran\u0131 ve Borsa Getirisi \u0130li\u015fkisi:
\nAmpirik Bir Analiz<\/td>\n<\/tr>\n
Yazar(lar):<\/td>\nMehmet \u015eent\u00fcrk, Engin D\u00fccan<\/td>\n<\/tr>\n
Cilt:<\/td>\n5<\/td>\n<\/tr>\n
Say\u0131:<\/td>\n3<\/td>\n<\/tr>\n
Y\u0131l:<\/td>\n2014<\/td>\n<\/tr>\n
Sayfa:<\/td>\n67-80<\/td>\n<\/tr>\n
ISSN:<\/td>\n1309-2448<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\u00d6zet<\/td>\n<\/tr>\n
Bu \u00e7al\u0131\u015fmada, T\u00fcrkiye\u2019de 1997:01-2013:05 d\u00f6neminde faiz oran\u0131 ve d\u00f6viz kuru dinamiklerinin borsa getirisi \u00fczerindeki etkileri geleneksel birim k\u00f6k testlerinden ADF, PP ve KPSS birim k\u00f6k testleri, VAR modeline dayal\u0131 etki-tepki ve varyans ayr\u0131\u015ft\u0131rma analizleri ve Granger nedensellik analizi ile incelenmi\u015ftir. Buna g\u00f6re, d\u00f6viz kuru ve faiz de\u011fi\u015fkenleri borsa getirisini yakla\u015f\u0131k \u00fc\u00e7 ay negatif etkilemektedir. Burada, borsa getirisi \u00fczerinde faiz, d\u00f6viz kurundan daha \u00e7ok etkili olmaktad\u0131r. Bir di\u011fer ifade ile faiz oran\u0131 ve d\u00f6viz kuru y\u00fckseldik\u00e7e, borsa endeksinin getirisi azalmaktad\u0131r. Ancak, borsa getirisi, faizdeki de\u011fi\u015fimlere d\u00f6viz kuruna nazaran daha duyarl\u0131d\u0131r. Ayr\u0131ca, d\u00f6viz kurundan borsa getirisine ve faiz oran\u0131ndan da d\u00f6viz kuruna do\u011fru tek y\u00f6nl\u00fc nedensellik ili\u015fkisi bulunmaktad\u0131r.<\/td>\n<\/tr>\n
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Anahtar Kelimeler:<\/td>\nBorsa getirisi, faiz oran\u0131, d\u00f6viz kuru, VAR, Granger nedensellik<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
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JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/td>\nE44, F31<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

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Makale Bilgileri Dergi: \u0130\u015fletme ve Ekonomi Ara\u015ft\u0131rmalar\u0131 Dergisi Makalenin Ba\u015fl\u0131\u011f\u0131: T\u00fcrkiye\u2019de D\u00f6viz Kuru-Faiz Oran\u0131 ve Borsa Getirisi \u0130li\u015fkisi: Ampirik Bir Analiz Yazar(lar): Mehmet \u015eent\u00fcrk, Engin D\u00fccan Cilt: 5 Say\u0131: 3 Y\u0131l: 2014 Sayfa: 67-80 ISSN: 1309-2448 \u00d6zet Bu \u00e7al\u0131\u015fmada, T\u00fcrkiye\u2019de 1997:01-2013:05 d\u00f6neminde faiz oran\u0131 ve d\u00f6viz kuru dinamiklerinin borsa getirisi \u00fczerindeki etkileri geleneksel birim k\u00f6k […]<\/p>\n

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