2002•SSRN Electronic JournalOpen access

The Effects of Exchange Rate Volatility on the Turkish Export: An Empirical Investigation

Ali Acaravcı, Ilhan Tekin Ozturk

Abstract

This paper examines the effects of exchange rate volatility on the export of Turkey in the context of cointegration model over the monthly period of 1989:01-2002:08. The major results show that increases in the volatility of the real exchange rate, approximating exchange-rate uncertainty, exert a significant negative effect upon export demand.

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Key concepts: Cointegration, Economics, Volatility (finance), Exchange rate, Monetary economics, Econometrics, Turkish, Volatility swap