Investigation of the Effect of Investor Risk Appetite Index and Macroeconomic Indicators on the BIST-100 Index

نویسندگان

چکیده

In this study, the relationship between Borsa Istanbul 100 Index (BIST-100), Investor Risk Appetite (RISE), and macroeconomic indicators are tried to be determined using Auto Regressive Distributed Lag Bounds Testing Approach (ARDL) with monthly data covering periods 01/2011-08/2022. Inflation interest rate used as indicators. statistical analysis, natural logarithm of series was taken. By taking into account unit root test results related stationary conditions series, a mathematical model is founded in which BIST-100 selected dependent variable, cointegration determined. addition, parameters models were estimated evaluated.

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ژورنال

عنوان ژورنال: Bulletin of economic theory and analysis

سال: 2022

ISSN: ['2548-0707']

DOI: https://doi.org/10.25229/beta.1188081