Uluslararası Finansal Endekslerin Döviz Kurları Üzerine Etkileri: Ampirik Bir Analiz

Abstract

In this study, we examine the effects of the three important international financial indexes such as VIX, US dollar and MOVE indexes on developed and developing countries foreign exchange rates. For this purpose, the study includes 1007 daily observations belongs to the period of 01 May 2013-11 May 2017 and the VIX, the US dollar and the MOVE index are analyzed causality on the exchange rates of the Eurozone Currency (Euro),