The purpose of this study is to investigate whether foreign portfolio investments have an impact on BIST 100 index returns. Within the scope of the study, data set consisting of BIST 100 index data and foreign portfolio investments between 01.2002-09.2018 is composed of monthly data. Commercial loan interest and US dollar were determined as the control variable. Johansen-Juselius cointegration test, Granger causality test and variance decomposition tests were used in this study. According to the results of the analysis, there was a long-term relationship between the BIST 100 index yield and foreign portfolio investments, but there was no Granger causality among the variables. In the variance decomposition test, it was determined that the effect of foreign portfolio investments on BIST 100 index return was only less than the effect of the effect of exchange rate on the effect of foreign portfolio investments.
@article{2018,title={FOREIGN EXCHANGE AND TRANSACTIONS IN TURKEY},abstractNode={The purpose of this study is to investigate whether foreign portfolio investments have an impact on BIST 100 index returns. Within the scope of the study, data set consisting of BIST 100 index data and foreign portfolio investments between 01.2002-09.2018 is composed of monthly data. Commercial loan interest and US dollar were determined as the control variable. Johansen-Juselius cointegration test, Granger causality test and variance decomposition tests were used in this study. According to the results of the analysis, there was a long-term relationship between the BIST 100 index yield and foreign portfolio investments, but there was no Granger causality among the variables. In the variance decomposition test, it was determined that the effect of foreign portfolio investments on BIST 100 index return was only less than the effect of the effect of exchange rate on the effect of foreign portfolio investments.},author={Nevin ÖZER},year={2018},journal={The Journal of Social Sciences}}
Nevin ÖZER . 2018 . FOREIGN EXCHANGE AND TRANSACTIONS IN TURKEY . The Journal of Social Sciences.DOI:10.16990/SOBIDER.4678
Nevin ÖZER.(2018).FOREIGN EXCHANGE AND TRANSACTIONS IN TURKEY.The Journal of Social Sciences
Nevin ÖZER,"FOREIGN EXCHANGE AND TRANSACTIONS IN TURKEY" , The Journal of Social Sciences (2018)
Nevin ÖZER . 2018 . FOREIGN EXCHANGE AND TRANSACTIONS IN TURKEY . The Journal of Social Sciences . 2018. DOI:10.16990/SOBIDER.4678
Nevin ÖZER .FOREIGN EXCHANGE AND TRANSACTIONS IN TURKEY. The Journal of Social Sciences (2018)
Nevin ÖZER .FOREIGN EXCHANGE AND TRANSACTIONS IN TURKEY. The Journal of Social Sciences (2018)
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Nevin ÖZER. (2018) .FOREIGN EXCHANGE AND TRANSACTIONS IN TURKEY The Journal of Social Sciences
Nevin ÖZER . FOREIGN EXCHANGE AND TRANSACTIONS IN TURKEY . The Journal of Social Sciences . 2018 doi:10.16990/SOBIDER.4678
Nevin ÖZER."FOREIGN EXCHANGE AND TRANSACTIONS IN TURKEY",The Journal of Social Sciences(2018)