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

Review of Social, Economic & Business Studies, Vol. 2, pp. 197-206

10 Pages Posted: 10 May 2009 Last revised: 20 Jun 2011

See all articles by Ali Acaravci

Ali Acaravci

Mustafa Kemal University

Ilhan Ozturk

Cag University

Date Written: 2002

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.

Note: Downloadable document is in Turkish.

Keywords: Exchange-rate volatility, Export, Turkey

JEL Classification: C2, F13, F31

Suggested Citation

Acaravci, Ali and Ozturk, Ilhan, The Effects of Exchange Rate Volatility on the Turkish Export: An Empirical Investigation (2002). Review of Social, Economic & Business Studies, Vol. 2, pp. 197-206. Available at SSRN: https://ssrn.com/abstract=1400393

Ali Acaravci (Contact Author)

Mustafa Kemal University ( email )

Hatay
Turkey

Ilhan Ozturk

Cag University ( email )

Mersin
Turkey

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