TY  - JOUR
T1  - Finansal Dışa Açıklık ve Faiz Oranının Döviz Kuru Oynaklığına Etkisi: Yeni Nesil Zaman Serisi Analizleri
TT  - The Effect of Financial Openness and Interest Rate on Exchange Rate Volatility: New Generation Time Series Analyzes
AU  - Tığtepe, Elifnur
AU  - Yapraklı, Sevda
PY  - 2024
DA  - April
Y2  - 2024
DO  - 10.16951/trendbusecon.1468730
JF  - Trends in Business and Economics
JO  - Trend Bus Econ
PB  - Ataturk University
WT  - DergiPark
SN  - 2822-2652
SP  - 120
EP  - 127
VL  - 38
IS  - 2
LA  - tr
AB  - Bu çalışmada özellikle gelişmekte olan ülkelerin iç ve dış denge amaçları açısından son derece önemli olan finansal dışa açıklık ve faiz oranının döviz kuru oynaklığı üzerindeki etkileri araştırma konusu yapılmıştır. Bu amaçla çalışmada; Türkiye için finansal açıklık, faiz oranları ve EGARCH yöntemi ile tespit edilen döviz kuru oynaklığına ilişkin 2002Q1-2023Q1 dönemine ait çeyreklik veriler kullanılmıştır. Çalışmada, geleneksel ADF birim kök testinin yanı sıra yeni nesil zaman serisi analizleri olan F-Kruse birim kök ve Fourier-Shin eş-bütünleşme testleri kullanılmıştır. Ayrıca uzun dönem katsayısı belirlemek için DOLS modeli tahmin edilmiştir. Yapılan analizlerin sonuçları, Türkiye’de döviz kuru oynaklığı üzerinde finansal dışa açıklıktaki ve faiz oranlarındaki artışın sırasıyla negatif ve pozitif etkileri olduğunu göstermektedir. Söz konusu bulgular, Türkiye’nin dış borçlanmaya ihtiyacı olan bir ülke konumunda olduğuna, faizlerin yanı sıra finansal istikrara da önem verilmesi gerektiğine işaret etmektedir.
KW  - Döviz Kuru Oynaklığı
KW  - Finansal Dışa Açıklık
KW  - Faiz Oranı
KW  - Türkiye
KW  - EGARCH
KW  - Fourier Shin Eşbütünleşme Testi
KW  - DOLS
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UR  - https://doi.org/10.16951/trendbusecon.1468730
L1  - https://dergipark.org.tr/en/download/article-file/3863881
ER  -