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Relation between BIST 30 and american 10 year bond yield and CBOE Volatility index

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2013
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Abstract (EN)

The aim of this study to give information about financial markets, stocks, the factors which affect the price of stock, short term capital flows and its reasons, the field of activity of Istanbul Stock Exchange (BIST), BIST 30 Index, and to explain relation between BIST 30 and American 10-year bond yield and VIX separately. First of all the importance of stocks in financial markets was mentioned, then the literature review about the capital flows was presented. After that, the literature review was made about BIST, American 10-year bond yield and VIX. Lastly, in order to explain relation between BIST 30 Index and American 10-year bond yield, VIX, regression and correlation analyses are conducted.The results of this study indicate that, VIX is effective indicator for BIST 30 Index, whereas ABD 10-year bond yield can be effective seasonal indicator in the light of different parameters due to the dependency on the economic cycle. Keywords: BIST, BIST 30 Index, VIX, American 10-year bond yield, capital flows, correlation

Author

Murat Taşer

How to Cite

Murat Taşer (Master Thesis). Relation between BIST 30 and american 10 year bond yield and CBOE Volatility index, 2013, TOBB Economics and Technology University.

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