Euro dollar parity and the effects of the real exchange rates on the index of IMKB 100.
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Abstract (EN)
In this study, relation between stock prices that are traded in IMKB with Euro-Dollar Parity and Real Effective Exchange Rate Index is analysed by Multiple Linear Regression and course of this relation is analysed by Granger Causality Test. Monthly data between January 2000- July 2009 are used as data set. Avareges of daily closing prices of IMKB 100 within months are analysed as dependent variable, average of daily values of Euro-Dollar Parity within months and CPI bases Real Effective Exchange Rates Index?s values at the month ends are analysed as independent variable. As a result of this work, it is determined that Euro-Dollar Parity and Real Effective Exchange Rate Index state Index of IMKB 100 in 77,5 % and effect it positivly. Also according to result of Granger Causality Test, Euro-Dollar Parity and Real Effective Exchange Rate Index of the previous month?s value are caused by Index of IMKB 100.
Author
İncilay Savaş
Institution
Uşak University
Division of Business Administration
How to Cite
İncilay Savaş (Master Thesis). Euro dollar parity and the effects of the real exchange rates on the index of IMKB 100., 2010, Uşak University.
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