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handle: 11630/9552
endeksinin benzersiz özellikleri nedeniyle, yatırımcıların yüksek getiri elde etmesine ve modern düşük faizli bir piyasada riskleri en aza indirmesine yardımcı olabileceğinden şüphe yok. VIX endeksinin etkileri S&P 500 ve Nasdaq gibi diğer birçok endeks üzerinde çalışıldığından, bu çalışma VIX endeks değerlerinin BIST-100 endeksinin getirileri üzerindeki etkisini araştırmayı amaçlayan yatırımcılar ve şirketler için fırsat ve avantajları bulmak amacıyla yapılmıştır. Borsa İstanbul borsasına yatırım yapmakla ilgileniyorlar.Endekslerin volatilitesinin etkileri finansal ekonometrik modellerle test edilecek ve sonuçlar VIX endeksinin BIST-100'ün getirileri üzerinde ne gibi etkileri olabileceğini anlamamıza yardımcı olacaktır.
Due to the unique characteristics of the VIX index, there is no doubt that it can help investors achieve high returns and minimize risks in a modern low-interest rate market. Since the effects of VIX index have been studied on many other indices like S&P 500 and Nasdaq, this study aims to investigate the effects of VIX index values on returns of BIST-100 index in order to find the opportunities and advantages for investors and companies who are interested in investing in Borsa Istanbul stock exchange market. The effects of the volatility of the indices will be tested with financial econometric models and the results will help us understand what kind of effects can VIX index have on returns of BIST-100.
Field research, ADF/PP Testi, Ardl, Vix Endeksi, İşletme, LM Testi, Bist Endeksi, Business Administration
Field research, ADF/PP Testi, Ardl, Vix Endeksi, İşletme, LM Testi, Bist Endeksi, Business Administration
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