The impact of USD-TRY forex rate volatility on imports to turkey from central asia

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dc.contributor.authorArı, Yakup
dc.date.accessioned2026-01-24T12:20:56Z
dc.date.available2026-01-24T12:20:56Z
dc.date.issued2020
dc.departmentAlanya Alaaddin Keykubat Üniversitesi
dc.description.abstractThe purpose of this study is to put out the impact of volatility of the USD-TRY forex rate on imports to Turkey from Central Asia. The volatility of the USD/TRY exchange rate is analysed with a conditional variance model which is Generalised Autoregressive Conditional Heteroscedastic (GARCH) model and its extensions. The other section of the methodology is an application of Autoregressive Distributed Lag (ARDL) bounds test which is an efficient approach to determine the cointegration, long-term and short-term relations between macroeconomic variables. The exponential GARCH volatility of the exchange rate and the monthly trade data between the years 2005 and 2018 are used in the ARDL bounds test. © 2020 by IGI Global. All rights reserved.
dc.identifier.doi10.4018/978-1-7998-2239-4.ch004
dc.identifier.endpage89
dc.identifier.isbn9781799822394
dc.identifier.isbn9781799822400
dc.identifier.scopus2-s2.0-85136907152
dc.identifier.scopusqualityN/A
dc.identifier.startpage70
dc.identifier.urihttps://doi.org/10.4018/978-1-7998-2239-4.ch004
dc.identifier.urihttps://hdl.handle.net/20.500.12868/4714
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherIGI Global
dc.relation.publicationcategoryKitap Bölümü - Uluslararası
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_Scopus_20260121
dc.titleThe impact of USD-TRY forex rate volatility on imports to turkey from central asia
dc.typeBook Chapter

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