The Effect of Selected Macroeconomic Variables and Expectation Indices on the BIST 100 Index

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dc.contributor.authorErgin-Unal, Ayse
dc.contributor.authorNas, Serkan
dc.contributor.authorHeybeli, Murvet
dc.date.accessioned2025-03-17T12:25:27Z
dc.date.available2025-03-17T12:25:27Z
dc.date.issued2022
dc.departmentTarsus Üniversitesi
dc.description.abstractIn this study, the macroeconomic factors and expectation indices affecting the BIST 100 index have been examined. The optimum Autoregressive Distributed Lag (ARDL) model has been created by utilising the Python programming language (Python) using the ARDL method. As a result of the analysis, it has been determined that long-term variables such as United States dollar Turkish lira parity (USD/TRY), Economic Confidence Index (EGE), and Consumer Price Index (TuFE) are correlated in the positive direction with the dependent variable BIST 100 index and in the negative direction with the 5-Year Bond Interest (FAIZ) and Volatility Index (VIX) variables. In contrast, Brent petrol United States dollar parity (BRENT) is not statistically significant.
dc.identifier.doi10.17233/sosyoekonomi.2022.04.23
dc.identifier.endpage466
dc.identifier.issn1305-5577
dc.identifier.issue54
dc.identifier.scopus2-s2.0-85192020510
dc.identifier.scopusqualityN/A
dc.identifier.startpage443
dc.identifier.trdizinid1138841
dc.identifier.urihttps://doi.org/10.17233/sosyoekonomi.2022.04.23
dc.identifier.urihttps://search.trdizin.gov.tr/tr/yayin/detay/1138841
dc.identifier.urihttps://hdl.handle.net/20.500.13099/1689
dc.identifier.volume30
dc.identifier.wosWOS:000877686200023
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.indekslendigikaynakTR-Dizin
dc.language.isotr
dc.publisherSosyoekonomi Soc
dc.relation.ispartofSosyoekonomi
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_WOS_20250316
dc.subjectBIST 100
dc.subjectMacroeconomic Variables
dc.subjectExpectation Index
dc.subjectARDL Cointegration Testing
dc.subjectPython Programming Language
dc.titleThe Effect of Selected Macroeconomic Variables and Expectation Indices on the BIST 100 Index
dc.typeArticle

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