Do Indices Matter? The Influence of Exchange Volatility on Turkish Export Index (TIMEX)

dc.contributor.author	ÇANAKCI, MEHMET
dc.contributor.author	DERİNDAĞ, Ömer Faruk
dc.date.accessioned	2022-11-10T12:37:14Z
dc.date.available	2022-11-10T12:37:14Z
dc.date.issued	2020
dc.identifier.citation	ÇANAKCI M, DERİNDAĞ Ö (2020). Do Indices Matter? The Influence of Exchange Volatility on Turkish Export Index (TIMEX). Anadolu Üniversitesi Sosyal Bilimler Dergisi, 20(2), 1 - 16.	en_US
dc.identifier.uri	http://hdl.handle.net/11616/85260
dc.description.abstract	This study examines the effects of daily US dollar returns on the short-term spill of TEA (Turkish Exporters Assembly) export index (TIMEX) returns. The uniqueness of this empirical paper is investigating the influence of indices of that are specifically designed for exporting companies. First, we concluded that there is no asymmetric spread using the modified general autoregressive conditional heteroscedasticity (GARCH) (1,1)-M model. Then, the existence of asymmetric spread was investigated with GJR-GARCH (1,1)-M model and we obtained strong evidence that there is an asymmetric spread from dollar returns to TEA export index returns.	en_US
dc.language.iso	eng	en_US
dc.rights	info:eu-repo/semantics/openAccess	en_US
dc.title	Do Indices Matter? The Influence of Exchange Volatility on Turkish Export Index (TIMEX)	en_US
dc.type	article	en_US
dc.relation.ispartof	Anadolu Üniversitesi Sosyal Bilimler Dergisi	en_US
dc.department	İnönü Üniversitesi	en_US