Döviz Kuru ve Hisse Senedi Enerji Değişimlerinin Faz Düzlemleri Aracılığıyla İncelenmesi

İstem Köymen Keser KESER

Makale detayları

Döviz Kuru ve Hisse Senedi Enerji Değişimlerinin Faz Düzlemleri Aracılığıyla İncelenmesi

Yazarlar:

İstem Köymen Keser KESER

Yayıncı:

Aktüerya Derneği

Dergi:

Journal of Statisticians: Statistics and Actuarial Sciences 2015 Vol.8 Issue 2, pp.36-57

Belge Tipi:

Makale

Yayın Tarihi:

12/2015

Belge Dili:

Türkçe

Document ID (Org No.):

2000522123

Sıklık:

Aylık

eISSN:

1308-0539

pISSN:

1308-0539

Özet:

 


given that phase planes have important roles in functional data analysis. The relationship between these two

variables which has been the main scope of many previous research, with respect to whether they change

concordantly or discordantly during periods with and without economic crisis were also investigated from a

different point of view. Period with economic crisis were represented by 1994, 1997 and 2001 years, while

periods without economic crisis were represented by 2003-2006 years. Besides, previous studies performed in

this topic were investigated by a detailed literature review. In general, it was found out that energy exchange in

stock prices was more prominent during periods with crisis, whereas energy exchange in exchange rate was

more remarkable during periods without crisis. However, no definite positive or negative relationship between

these two variables was detected in the present study.

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Makale detayları

Döviz Kuru ve Hisse Senedi Enerji Değişimlerinin Faz Düzlemleri Aracılığıyla İncelenmesi

Yazarlar: İstem Köymen Keser KESER

Yayıncı: Aktüerya Derneği

Dergi: Journal of Statisticians: Statistics and Actuarial Sciences 2015 Vol.8 Issue 2, pp.36-57

Belge Tipi: Makale

Yayın Tarihi: 12/2015

Belge Dili: Türkçe

Document ID (Org No.): 2000522123

Sıklık: Aylık

eISSN: 1308-0539

pISSN: 1308-0539

Sayı

Yazarlar:

İstem Köymen Keser KESER

Yayıncı:

Aktüerya Derneği

Dergi:

Journal of Statisticians: Statistics and Actuarial Sciences 2015 Vol.8 Issue 2, pp.36-57

Belge Tipi:

Makale

Yayın Tarihi:

12/2015

Belge Dili:

Türkçe

Document ID (Org No.):

2000522123

Sıklık:

Aylık

eISSN:

1308-0539

pISSN:

1308-0539