Exchange rate risk management in Turkish banking sector: a portfolio model

Tütüncüoğlu, Almira


Exchange Rate Regimes as Thresholds: The Main Determinants of Capital Inflows in Emerging Market Economies
Özmen, Erdal (2019-06-14)
This study investigates whether the impacts of the main common push (global financial conditions, GFC) and country-specific pull (growth) factors on capital inflows are invariant to the prevailing exchange rate regimes (ERRs) in emerging market economies. Our results suggest that endogenously estimated ERR thresholds do matter especially for the impact of GFC. The impact of GFC is substantially high under more flexible ERRs for all capital inflow types except FDI. FDI inflows are basically determined by the...
Exchange rate pass-through into domestic price indicators: a sectoral analysis of Turkish economy
Özen, Emine Özgü; Akbostancı Özkazanç, Elif; Department of Economics (2011)
The question of exchange rate pass-through into domestic inflation is a widely analyzed issue due to its importance as regards to monetary policy, exchange rate policy and in general macroeconomic policy for open economies. Although most of the literature is focused on the exchange rate pass-through at the aggregate level, there are fewer studies that are done at the sectoral level for the Turkish economy. In this study by using a distribution chain of pricing model developed by McCarthy (2000), pass-throug...
Exchange rate forecasting : /Box-Jenkins method vs. neural networks
Üngör, Alper; Yazıcı, Ali; Department of Management (1998)
Exchange rate target zones: A literature survey
Karakurum, Kamer; Kasnakoğlu, Haluk; Department of Economics (1996)
Exchange rate volatility : the case of Turkey
Öztürk, Kevser; Gaygısız Lajunen, Esma; Department of Economics (2006)
In this study, different from previous studies, the explanatory power of Student-t distribution is compared to normal distribution by employing both standard GARCH and EGARCH models to dollar/ lira (USD/TRY) exchange rate. Then the impact of Central Bank of Republic of the Turkey’s (CBRT) decisions and actions on both the level of exchange rate and the volatility is investigated. Moreover the relationship between volatility and market liquidity is examined using spot foreign exchange (FX) market volume as a...
Citation Formats
A. Tütüncüoğlu, “Exchange rate risk management in Turkish banking sector: a portfolio model,” Middle East Technical University, 1995.