{"id":3254,"date":"2016-03-31T05:06:59","date_gmt":"2016-03-31T02:06:59","guid":{"rendered":"http:\/\/www.berjournal.com\/?p=3254"},"modified":"2016-04-01T16:18:43","modified_gmt":"2016-04-01T13:18:43","slug":"cointegration-analysis-between-stock-exchange-and-tlfx-saving-deposits-gold-housing-markets-in-turkey","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/cointegration-analysis-between-stock-exchange-and-tlfx-saving-deposits-gold-housing-markets-in-turkey","title":{"rendered":"T\u00fcrkiye\u2019de Hisse Senedi ile D\u00f6viz, Mevduat, Alt\u0131n, Konut Piyasalar\u0131 Aras\u0131ndaki E\u015fb\u00fct\u00fcnle\u015fme \u0130li\u015fkilerinin Analizi"},"content":{"rendered":"

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Makale Bilgileri<\/td>\n<\/tr>\n
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Dergi:<\/td>\nBusiness and Economics Research Journal<\/td>\n<\/tr>\n
Makalenin Ba\u015fl\u0131\u011f\u0131:<\/td>\nT\u00fcrkiye\u2019de Hisse Senedi ile D\u00f6viz, Mevduat, Alt\u0131n, Konut Piyasalar\u0131 Aras\u0131ndaki E\u015fb\u00fct\u00fcnle\u015fme \u0130li\u015fkilerinin Analizi<\/td>\n<\/tr>\n
Yazar(lar):<\/td>\nYener \u00c7o\u015fkun, A. \u00d6znur \u00dcmit<\/td>\n<\/tr>\n
Cilt:<\/td>\n7<\/td>\n<\/tr>\n
Say\u0131:<\/td>\n1<\/td>\n<\/tr>\n
Y\u0131l:<\/td>\n2016<\/td>\n<\/tr>\n
Sayfa:<\/td>\n47-69<\/td>\n<\/tr>\n
ISSN:<\/td>\n1309-2448<\/td>\n<\/tr>\n
DOI Numaras\u0131:<\/td>\n10.20409\/berj.2016116804<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\u00d6z<\/td>\n<\/tr>\n
Bu \u00e7al\u0131\u015fmada, B\u0130ST 100 hisse senedi endeksi getirisi ile d\u00f6viz kuru, alt\u0131n fiyat\u0131, mevduat faiz oran\u0131 ve reel konut fiyat endeksi aras\u0131ndaki uzun d\u00f6nemli ili\u015fki, 2000:01-2014:07 d\u00f6nemine ait ayl\u0131k veriler kullan\u0131larak, e\u015fb\u00fct\u00fcnle\u015fme y\u00f6ntemleri ile ara\u015ft\u0131r\u0131lm\u0131\u015ft\u0131r. Bu ama\u00e7la \u00f6ncelikle serilerin dura\u011fanl\u0131\u011f\u0131 \u00c7o\u011falt\u0131lm\u0131\u015f Dickey Fuller ve Phillips-Perron birim k\u00f6k testleri ve s\u0131ras\u0131yla tek\/\u00e7ift yap\u0131sal k\u0131r\u0131lmaya izin veren Zivot-Andrews\/Lee-Strazicich birim k\u00f6k testleri ile incelenmi\u015ftir. Seriler aras\u0131ndaki uzun d\u00f6nemli ili\u015fki, yap\u0131sal k\u0131r\u0131lmalar\u0131 dikkate almayan Johansen (1990) e\u015fb\u00fct\u00fcnle\u015fme testi ve yap\u0131sal k\u0131r\u0131lmalar\u0131 dikkate alan Maki (2012) \u00e7oklu yap\u0131sal k\u0131r\u0131lmal\u0131 e\u015fb\u00fct\u00fcnle\u015fme testi ile incelenmi\u015ftir. Johansen testi sonucunda seriler aras\u0131nda bir tane e\u015fb\u00fct\u00fcnle\u015fme ili\u015fkisi oldu\u011fu belirlenirken, Maki testi sonucunda seriler aras\u0131nda uzun d\u00f6nemli ili\u015fki olmad\u0131\u011f\u0131 g\u00f6zlenmi\u015ftir. Bu son bulgu, finansal olan (d\u00f6viz\/mevduat) ve finansal olmayan (alt\u0131n\/konut) sekt\u00f6rlerin hisse senedi piyasas\u0131n\u0131n tamamlay\u0131c\u0131s\u0131\/rekabet\u00e7isi olmayabilece\u011fine ve kendine \u00f6zg\u00fc dinamiklerinin\/yat\u0131r\u0131mc\u0131 profilinin bulunabilece\u011fine, ayr\u0131ca T\u00fcrkiye\u2019de hisse senedi piyasalar\u0131n\u0131n geli\u015ftirilmesine y\u00f6nelik politikalar\u0131n ve borsan\u0131n b\u00fcy\u00fcmeye katk\u0131s\u0131n\u0131n \u00f6nemli yap\u0131sal k\u0131s\u0131tlar\u0131n\u0131n olabilece\u011fine i\u015faret etmektedir.<\/td>\n<\/tr>\n
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Anahtar Kelimeler:<\/td>\nBorsa \u0130stanbul, D\u00f6viz, Konut, E\u015fb\u00fct\u00fcnle\u015fme, Yap\u0131sal K\u0131r\u0131lma<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\n\n\n\n
JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/td>\nG12, F31, E44<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

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Makale Bilgileri Dergi: Business and Economics Research Journal Makalenin Ba\u015fl\u0131\u011f\u0131: T\u00fcrkiye\u2019de Hisse Senedi ile D\u00f6viz, Mevduat, Alt\u0131n, Konut Piyasalar\u0131 Aras\u0131ndaki E\u015fb\u00fct\u00fcnle\u015fme \u0130li\u015fkilerinin Analizi Yazar(lar): Yener \u00c7o\u015fkun, A. \u00d6znur \u00dcmit Cilt: 7 Say\u0131: 1 Y\u0131l: 2016 Sayfa: 47-69 ISSN: 1309-2448 DOI Numaras\u0131: 10.20409\/berj.2016116804 \u00d6z Bu \u00e7al\u0131\u015fmada, B\u0130ST 100 hisse senedi endeksi getirisi ile d\u00f6viz kuru, alt\u0131n […]<\/p>\n

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