VIX endeks değerlerinin BIST-100 endeksinin getiri üzerindeki etkileri

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.