TY  - JOUR
T1  - Sosyonomik Yaklaşım Kapsamında Uluslararası Ticaret ve Finansal Piyasalar Arasındaki İlişki: Eşbütünleşme ve Nedensellik Analizi
TT  - The Relationship Between İnternational Trade and Financial Markets in the Scope of Socionomics Approach: The Analysis of Cointegration and Causality
AU  - Şeker, Ayberk
PY  - 2019
DA  - December
Y2  - 2019
DO  - 10.18506/anemon.521134
JF  - Anemon Muş Alparslan Üniversitesi Sosyal Bilimler Dergisi
PB  - Muş Alparslan Üniversitesi
WT  - DergiPark
SN  - 2149-4622
SP  - 229
EP  - 239
VL  - 7
IS  - 6
LA  - tr
AB  - Buçalışma ile sosyonomik yaklaşım kapsamında Türkiye’nin ABD, Almanya, İngiltereve Fransa’ya gerçekleştirdiği ihracat ile aynı ülkelerin ekonomik olarak sosyalruh hallerinin göstergesi olan finansal piyasaları arasındaki ilişki analizedilmektedir. Çalışmada, 1996 ve 2018 yılları arasındaki dönemi kapsayan aylıkihracat verileri ile aylık finansal piyasa getirileri kullanılmıştır. ARDLsınır testi sonucunda, Türkiye’nin ABD, Almanya, İngiltere ve Fransa’yagerçekleştirdiği ihracat ile bu ülkelerin finansal piyasaları arasında eşbütünleşmeilişkisi olduğu görülmüştür. Granger Nedensellik analizi sonucunda, ABD veAlmanya finansal piyasalarından (Dow Jones-Dax) Türkiye’nin ABD’ye veAlmanya’ya gerçekleştirdiği ihracata doğru ve Türkiye’nin İngiltere’yegerçekleştirdiği ihracattan İngiltere finansal piyasalarına (FTSE100) doğru tekyönlü bir nedensellik ilişkisi tespit edilmiştir.
KW  - Uluslararası Ticaret
KW  - Finansal Piyasalar
KW  - Sosyonomi
KW  - ARDL Sınır Testi
KW  - Granger Nedensellik Testi
N2  - Thisstudy examines the relationship between Turkish export to USA, Germany, UnitedKingdom, France and financial markets which is an indicator of socionomics ofthese countries examined within the scope of socionomic approach. Turkishexport to USA, Germany, United Kingdom, France and returns of financial markets(Dow Jones, Dax, FTSE100, CAC40) of these countries are used as variableswithin the period of 1995-2018. In this study, ARDL Bound Test show that thereare co-integration relationships between series. The result of Grangercausality analysis demonstrates that there is an unidirectional causalitybetween series. These unidirectional causality occurs from financial markets ofUSA (Dow Jones) and Germany (Dax) to Turkis export. Another unidirectionalcausality takes place between Turkish export and financial market of UnitedKingdom.
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UR  - https://doi.org/10.18506/anemon.521134
L1  - https://dergipark.org.tr/tr/download/article-file/884499
ER  -