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      • Theses - Department of Management
      • Dept. of Management - Master's degree
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      A time series analysis of the Japanese yen with monthly data

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      Author
      Eltaş, Metin
      Advisor
      Önkal, Dilek
      Date
      1996
      Publisher
      Bilkent University
      Language
      English
      Type
      Thesis
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      Abstract
      The purpose of this thesis is to obtain a function which will help in using the exchange rate between the Japanese Yen (Yen) and the United States Dollar (Dollar) as an investment alternative. A three-step method is followed throughout this study. Yen and the set of five countries' exchange and interest rates is searched at the first step. Mullticolinearity and nonstationarity problems are observed at this stage. At the second step the data set is converted into a stationary form by taking the first differences. Then regression is applied and no significant correlation is found. At the final step relation between Yen and three subgroups from the data set are examined and no significant relation is found again. This thesis concludes by explaining the outcomes of our analyses.
      Keywords
      Yen
      Regression
      Mullticolinearity
      Stationarity
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      http://hdl.handle.net/11693/17846
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      • Dept. of Management - Master's degree 295
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