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  • 标题:Kredi Temerrüt Swapları, Döviz Kuru ile Borsa İstanbul Arasındaki İlişkinin Analizi
  • 本地全文:下载
  • 作者:Yusuf DEMİR ; Mehmet DİNÇ
  • 期刊名称:Journal of Yasar University
  • 印刷版ISSN:1305-970X
  • 出版年度:2021
  • 卷号:16
  • 期号:64
  • 页码:1642-1656
  • DOI:10.19168/jyasar.934285
  • 语种:Turkish
  • 出版社:Yasar University
  • 摘要:This study used data on the daily 2015-2020 period to examine the relationship between CDS, Borsa Istanbul Index and Turkey's exchange rate. Fort's purpose is to use the unit root tests that allow structural breaks, the cointegration test that allows multiple breaks, and the Toda and Yamamoto causality test. According to unit root tests that allow structural breaks, it is seen that there are statistically significant breaks in the exchange rate and CDS. According to the cointegration test result, it is seen that there is a regime break relationship between the variables. According to the causality test, which is the last analysis, it is seen that the CDS and Borsa Istanbul index affect the exchange rate.
  • 关键词:CDS ; BIST ; Exchange Rate ; Structural Break
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