Turkyilmaz, Serpil; Ozer, Mustafa; kutlu, Erol - In: Anadolu University Journal of Social Sciences 7 (2007) 2, pp. 133-150
In this study, monthly nominal exchange rate volatility has been obtained by using AR(1)- TGARCH(1,1) model over the period 1999:01-2007:01 in Turkey and the direction of causality relationships among nominal exchange rate volatility, import and export have been tried to be determined by the...