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dc.contributor.advisorÖnkal, Dilek
dc.contributor.authorEltaş, Metin
dc.date.accessioned2016-01-08T20:13:57Z
dc.date.available2016-01-08T20:13:57Z
dc.date.issued1996
dc.identifier.urihttp://hdl.handle.net/11693/17846
dc.descriptionAnkara : The Department of Management and Graduate School of Business Administration of Bilkent Univ., 1996.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1996.en_US
dc.descriptionIncludes bibliographical references leaves 25-26.en_US
dc.description.abstractThe 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.en_US
dc.description.statementofresponsibilityEltaş, Metinen_US
dc.format.extentii, 26 leavesen_US
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectYenen_US
dc.subjectRegressionen_US
dc.subjectMullticolinearityen_US
dc.subjectStationarityen_US
dc.subject.lccHG1275 .E48 1996en_US
dc.subject.lcshYen, Japanese.en_US
dc.subject.lcshForeign exchange rates--Econometric models.en_US
dc.subject.lcshRegression analysis.en_US
dc.subject.lcshMoney market.en_US
dc.subject.lcshMacroeconomics.en_US
dc.titleA time series analysis of the Japanese yen with monthly dataen_US
dc.typeThesisen_US
dc.departmentDepartment of Managementen_US
dc.publisherBilkent Universityen_US
dc.description.degreeM.S.en_US


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