Yazar "Güzel, Fatih" için listeleme
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Causality and Price Discovery between Spot and Futures Foreign Exchange Rates: An Empirical Analysis on Borsa Istanbul
Güzel, Fatih (Sosyoekonomi Soc, 2021)USD/TRY foreign exchange rate is the dominant foreign exchange unit in the foreign trade volume of Turkey. This study examines the interaction of the USD/TRY foreign exchange rates formed in the spot and the derivatives ... -
How Do the Exchange Rates Affect the Sector Indices? A Dynamic Panel Data Analysis for Borsa Istanbul
Aksöz Yılmaz, Hande; Güzel, Fatih (İstanbul Uni., 2021)This paper aims to investigate the impact of the exchange rate on stock market indices of four main sectors in Turkey. For this purpose, the paper uses monthly data spanning the period between 06/2008-11/2020 and employs ... -
The Relationship Between VIX Index and BRICS-T Countries' Stock Exchanges: Findings from Frequency Domain Causality Test
Güzel, Fatih; İltaş, Yüksel (Maliye Bakanlığı, 2022)In this study, the relationship between the BRICS-T countries' stock exchanges and the VIX Index is investigated. It is aimed to determine the interaction of fast developing countries with the VIX Index, which is accepted ...
