CAUSALITY RELATIONSHIP BETWEEN STOCK PRICES, EXCHANGE RATE AND HOUSE PRICE INDEX

نویسندگان

چکیده

Bu çalışmada, hisse senedi fiyatları, döviz kuru ve konut fiyatları arasındaki nedensellik ilişkisi Türkiye özelinde ampirik olarak analiz edilmiştir. 2013:M3 – 2022:M1 dönemine ait aylık veriler kullanılarak, BIST100 endeksi, BIST İnşaat USD/TL Konut Fiyat endeksi araştırılmıştır. Seçilen değişkenler ilişki Granger Nedensellik testi ile Bulgulara göre, fiyat arasında, dolar arasında çift yönlü nedenselliğin varlığı tespit Dolar ilişkisine rastlanmamıştır. fiyatlarını etkilemek isteyen politika yapıcıların da göz önünde bulundurması gerektiği ifade edilebilir.

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ژورنال

عنوان ژورنال: Akademik yakla??mlar dergisi

سال: 2022

ISSN: ['2146-1740']

DOI: https://doi.org/10.54688/ayd.1109039