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2006•Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)Open access

The effects of exchange rate volatility on the turkish export: an empirical investigation

Ilhan Tekin Ozturk, Ali Acaravcı

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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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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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Available 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.

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

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