Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey
Yıl: 2020 Cilt: 8 Sayı: 1 Sayfa Aralığı: 29 - 42 Metin Dili: İngilizce DOI: 10.17093/alphanumeric.731303 İndeks Tarihi: 29-06-2021
Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey
Öz: The purpose of this research is to analyze such economic data during the outbreak of the COVID-19 in Turkey. The variable rateswere taken from COVID-19 situations, ISE-100 index, Turkish lira dollar (TRY), TRY euro prices, TRY gram Gold and two year bondrates. General COVID-19 information was provided and certain financial indicators were investigated in COVID-19 (47 days). Firstof all, these variables were used as descriptive statistics and correlation matrix. For the purposes of stationarity testing, the firstvariables were stationary with Augmented Dickey-Fuller and Phillips-Terron Tests. The lag duration of the deployment modelVECM was then calculated as the fourth lag with the highest information requirement. The co-integration relationship betweenthe variables was calculated by the Johansen Cointegration Test. Thanks to this relationship, the variables have a long-termcorrelation. The Vector Fix Model (VECM) was chosen because it is co-integration. Inverse roots, autocorrelation and normalityhave been developed, which are essential assumptions to use the VECM (4) model; Therefore, the Granger Causality / BlockExogeneity Wald Test was applied to the variables of the VECM(4) model to define causality relationships between thesevariables. The results of this test have identified causalities for Turkey 2 years of government bond rates, Euro in TRY, Dollarprices in TRY and Gram in TRY
Anahtar Kelime: Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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| APA | Ünvan Y (2020). Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey. , 29 - 42. 10.17093/alphanumeric.731303 |
| Chicago | Ünvan Yüksel Akay Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey. (2020): 29 - 42. 10.17093/alphanumeric.731303 |
| MLA | Ünvan Yüksel Akay Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey. , 2020, ss.29 - 42. 10.17093/alphanumeric.731303 |
| AMA | Ünvan Y Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey. . 2020; 29 - 42. 10.17093/alphanumeric.731303 |
| Vancouver | Ünvan Y Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey. . 2020; 29 - 42. 10.17093/alphanumeric.731303 |
| IEEE | Ünvan Y "Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey." , ss.29 - 42, 2020. 10.17093/alphanumeric.731303 |
| ISNAD | Ünvan, Yüksel Akay. "Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey". (2020), 29-42. https://doi.org/10.17093/alphanumeric.731303 |
| APA | Ünvan Y (2020). Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey. Alphanumeric Journal, 8(1), 29 - 42. 10.17093/alphanumeric.731303 |
| Chicago | Ünvan Yüksel Akay Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey. Alphanumeric Journal 8, no.1 (2020): 29 - 42. 10.17093/alphanumeric.731303 |
| MLA | Ünvan Yüksel Akay Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey. Alphanumeric Journal, vol.8, no.1, 2020, ss.29 - 42. 10.17093/alphanumeric.731303 |
| AMA | Ünvan Y Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey. Alphanumeric Journal. 2020; 8(1): 29 - 42. 10.17093/alphanumeric.731303 |
| Vancouver | Ünvan Y Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey. Alphanumeric Journal. 2020; 8(1): 29 - 42. 10.17093/alphanumeric.731303 |
| IEEE | Ünvan Y "Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey." Alphanumeric Journal, 8, ss.29 - 42, 2020. 10.17093/alphanumeric.731303 |
| ISNAD | Ünvan, Yüksel Akay. "Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey". Alphanumeric Journal 8/1 (2020), 29-42. https://doi.org/10.17093/alphanumeric.731303 |
